Euro Bund Future March 2008

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Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary Previous Current 23-Jul-2007 24-Jul-2007 Change Change % Previous Week Open 111.70 111.76 0.06 0.1% 110.34 High 111.70 111.76 0.06 0.1% 111.63 Low 111.70 111.76 0.06 0.1% 110.17 Close 111.70 111.76 0.06 0.1% 111.63 Range ATR 0.25 0.24 -0.01 -5.4% 0.00 Volume 40 250 210 525.0% 3,544
Daily Pivots for day following 24-Jul-2007 Classic Woodie Camarilla DeMark R4 111.76 111.76 111.76 R3 111.76 111.76 111.76 R2 111.76 111.76 111.76 R1 111.76 111.76 111.76 111.76 PP 111.76 111.76 111.76 111.76 S1 111.76 111.76 111.76 111.76 S2 111.76 111.76 111.76 S3 111.76 111.76 111.76 S4 111.76 111.76 111.76	Weekly Pivots for week ending 20-Jul-2007 Classic Woodie Camarilla DeMark R4 115.52 115.04 112.43 R3 114.06 113.58 112.03 R2 112.60 112.60 111.90 R1 112.12 112.12 111.76 112.36 PP 111.14 111.14 111.14 111.27 S1 110.66 110.66 111.50 110.90 S2 109.68 109.68 111.36 S3 108.22 109.20 111.23 S4 106.76 107.74 110.83
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 111.76 110.60 1.16 1.0% 0.00 0.0% 100% True False 220 10 111.76 109.97 1.79 1.6% 0.00 0.0% 100% True False 478 20 111.76 109.67 2.09 1.9% 0.01 0.0% 100% True False 536
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.00	Fibonacci Retracements and Extensions 4.250 111.76 2.618 111.76 1.618 111.76 1.000 111.76 0.618 111.76 HIGH 111.76 0.618 111.76 0.500 111.76 0.382 111.76 LOW 111.76 0.618 111.76 1.000 111.76 1.618 111.76 2.618 111.76 4.250 111.76
Fisher Pivots for day following 24-Jul-2007 Pivot 1 day 3 day R1 111.76 111.74 PP 111.76 111.72 S1 111.76 111.70

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