Euro Bund Future December 2007

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Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary Previous Current 22-May-2007 23-May-2007 Change Change % Previous Week Open 112.26 112.20 -0.06 -0.1% 112.81 High 112.26 112.20 -0.06 -0.1% 112.81 Low 112.26 112.17 -0.09 -0.1% 112.44 Close 112.26 112.06 -0.20 -0.2% 112.56 Range 0.00 0.03 0.03 0.37 ATR 0.17 0.16 -0.01 -3.3% 0.00 Volume 832 221 -611 -73.4% 619
Daily Pivots for day following 23-May-2007 Classic Woodie Camarilla DeMark R4 112.23 112.18 112.08 R3 112.20 112.15 112.07 R2 112.17 112.17 112.07 R1 112.12 112.12 112.06 112.13 PP 112.14 112.14 112.14 112.15 S1 112.09 112.09 112.06 112.10 S2 112.11 112.11 112.05 S3 112.08 112.06 112.05 S4 112.05 112.03 112.04	Weekly Pivots for week ending 18-May-2007 Classic Woodie Camarilla DeMark R4 113.71 113.51 112.76 R3 113.34 113.14 112.66 R2 112.97 112.97 112.63 R1 112.77 112.77 112.59 112.69 PP 112.60 112.60 112.60 112.56 S1 112.40 112.40 112.53 112.32 S2 112.23 112.23 112.49 S3 111.86 112.03 112.46 S4 111.49 111.66 112.36
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 112.47 112.17 0.30 0.3% 0.01 0.0% -37% False True 448 10 113.29 112.17 1.12 1.0% 0.00 0.0% -10% False True 398 20 113.69 112.17 1.52 1.4% 0.00 0.0% -7% False True 369 40 115.26 112.17 3.09 2.8% 0.00 0.0% -4% False True 548
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.00 Widest range in 41 trading days	Fibonacci Retracements and Extensions 4.250 112.33 2.618 112.28 1.618 112.25 1.000 112.23 0.618 112.22 HIGH 112.20 0.618 112.19 0.500 112.19 0.382 112.18 LOW 112.17 0.618 112.15 1.000 112.14 1.618 112.12 2.618 112.09 4.250 112.04
Fisher Pivots for day following 23-May-2007 Pivot 1 day 3 day R1 112.19 112.27 PP 112.14 112.20 S1 112.10 112.13

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