Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 24-Aug-2007

FGBLH08 began trading on 06/07/2007 and has 57 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 11/23/2007.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.38)

Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

Price Levels

Buy

+0.50

Trend

Strong Buy

+1.00

Relative Volume (20d): 0.12x

ATR(14) %: 0.2%

20-Day Historical Volatility: 0.0%

Day Change Summary (OHLC)

	Previous	Current
Metric	23-Aug-2007	24-Aug-2007	Change	Change %	Previous Week
Open	113.31	113.43	0.12	0.1%	113.31
High	113.31	113.43	0.12	0.1%	113.60
Low	113.31	113.43	0.12	0.1%	113.14
Close	113.31	113.43	0.12	0.1%	113.43
Range	0.00	0.00	0.00	NaN%	0.46
ATR(14)	0.27	0.26	-0.01	-4.0%	0.26
Volume	810	84	-726	-89.6%	3,147

Multi-Period Performance

1-Month (21d)

0.8%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

2.6%

52-Week Range

52W Low: 109.45 (3.6%)

Position (96%)

52W High: 113.60 (0.1%)

Daily Pivots for day following 24-Aug-2007

Level	Classic	Woodie	Camarilla	DeMark
R4	113.43	113.43	113.43
R3	113.43	113.43	113.43
R2	113.43	113.43	113.43
R1	113.43	113.43	113.43	113.43
PP	113.43	113.43	113.43	113.43
S1	113.43	113.43	113.43	113.43
S2	113.43	113.43	113.43
S3	113.43	113.43	113.43
S4	113.43	113.43	113.43

Weekly Pivots for week ending 24-Aug-2007

Level	Classic	Woodie	Camarilla	DeMark
R4	114.77	114.56	113.68
R3	114.31	114.10	113.56
R2	113.85	113.85	113.51
R1	113.64	113.64	113.47	113.75
PP	113.39	113.39	113.39	113.44
S1	113.18	113.18	113.39	113.29
S2	112.93	112.93	113.35
S3	112.47	112.72	113.30
S4	112.01	112.26	113.18

Fisher Pivots for day following 24-Aug-2007

Pivot	1 Day	3 Day
R1	113.43	113.38
PP	113.43	113.33
S1	113.43	113.29

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	113.43
2.618	113.43
1.618	113.43
1.000	113.43
0.618	113.43
HIGH	113.43
0.618	113.43
0.500	113.43
0.382	113.43
LOW	113.43
0.618	113.43
1.000	113.43
1.618	113.43
2.618	113.43
4.250	113.43

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	112.62
38.2%	112.02
50.0%	111.53
61.8%	111.04
78.6%	110.34

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	113.36	0.07	0.1%	Above
10-Day SMA	113.10	0.33	0.3%	Above
20-Day SMA	112.80	0.64	0.6%	Above
50-Day SMA	111.43	2.00	1.8%	Above
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 113.71

Middle: 112.80

Lower: 111.88

Bandwidth: 1.6%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

63.50

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

0.54

Signal: 0.54 · Hist: -0.00

Stochastic (14, 3)

Neutral

%K: 90.12

%D: 82.17

StochRSI (14)

Neutral

%K: 59.27

%D: 69.06

ADX (14) & Trend

Strong Trend

25.62

+DI: 64.39 · -DI: 36.89

CCI (20)

Neutral

108.55

Range -100 to +100

Williams %R (14)

Neutral

-9.88

Range -100 to 0

Ultimate Oscillator

Neutral

65.47

Periods: 7, 14, 28

ROC (12)

Bullish

1.39%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

0.43

Bull: 0.43 · Bear: 0.43

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Narrowest range in 57 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range %	Close %	New High	New Low	Average Volume
5	113.60	113.14	0.46	0.4%	0.0%	63%	False	False	629
10	113.60	112.35	1.25	1.1%	0.0%	86%	False	False	625
20	113.60	111.88	1.72	1.5%	0.0%	90%	False	False	695
40	113.60	109.67	3.93	3.5%	0.0%	96%	False	False	636

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