Euro Bund Future March 2008

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Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary Previous Current 29-Jun-2007 02-Jul-2007 Change Change % Previous Week Open 110.69 111.05 0.36 0.3% 109.84 High 110.72 111.05 0.33 0.3% 110.72 Low 110.66 111.05 0.39 0.4% 109.84 Close 110.41 111.05 0.64 0.6% 110.41 Range 0.06 0.00 -0.06 -100.0% 0.88 ATR 0.17 0.21 0.03 19.4% 0.00 Volume 280 353 73 26.1% 4,912
Daily Pivots for day following 02-Jul-2007 Classic Woodie Camarilla DeMark R4 111.05 111.05 111.05 R3 111.05 111.05 111.05 R2 111.05 111.05 111.05 R1 111.05 111.05 111.05 111.05 PP 111.05 111.05 111.05 111.05 S1 111.05 111.05 111.05 111.05 S2 111.05 111.05 111.05 S3 111.05 111.05 111.05 S4 111.05 111.05 111.05	Weekly Pivots for week ending 29-Jun-2007 Classic Woodie Camarilla DeMark R4 112.96 112.57 110.89 R3 112.08 111.69 110.65 R2 111.20 111.20 110.57 R1 110.81 110.81 110.49 111.01 PP 110.32 110.32 110.32 110.42 S1 109.93 109.93 110.33 110.13 S2 109.44 109.44 110.25 S3 108.56 109.05 110.17 S4 107.68 108.17 109.93
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 111.05 110.04 1.01 0.9% 0.01 0.0% 100% True False 776 10 111.05 109.51 1.54 1.4% 0.01 0.0% 100% True False 865
Crabel Price Patterns NR True 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 2 trading days	Fibonacci Retracements and Extensions 4.250 111.05 2.618 111.05 1.618 111.05 1.000 111.05 0.618 111.05 HIGH 111.05 0.618 111.05 0.500 111.05 0.382 111.05 LOW 111.05 0.618 111.05 1.000 111.05 1.618 111.05 2.618 111.05 4.250 111.05
Fisher Pivots for day following 02-Jul-2007 Pivot 1 day 3 day R1 111.05 110.94 PP 111.05 110.83 S1 111.05 110.72

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