Euro Bund Future March 2008

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Trading Metrics calculated at close of trading on 08-Aug-2007
Day Change Summary Previous Current 07-Aug-2007 08-Aug-2007 Change Change % Previous Week Open 112.54 111.88 -0.66 -0.6% 112.92 High 112.54 111.88 -0.66 -0.6% 112.92 Low 112.54 111.88 -0.66 -0.6% 112.32 Close 112.54 111.88 -0.66 -0.6% 112.74 Range ATR 0.24 0.27 0.03 12.8% 0.00 Volume 529 632 103 19.5% 5,575
Daily Pivots for day following 08-Aug-2007 Classic Woodie Camarilla DeMark R4 111.88 111.88 111.88 R3 111.88 111.88 111.88 R2 111.88 111.88 111.88 R1 111.88 111.88 111.88 111.88 PP 111.88 111.88 111.88 111.88 S1 111.88 111.88 111.88 111.88 S2 111.88 111.88 111.88 S3 111.88 111.88 111.88 S4 111.88 111.88 111.88	Weekly Pivots for week ending 03-Aug-2007 Classic Woodie Camarilla DeMark R4 114.46 114.20 113.07 R3 113.86 113.60 112.91 R2 113.26 113.26 112.85 R1 113.00 113.00 112.80 112.83 PP 112.66 112.66 112.66 112.58 S1 112.40 112.40 112.69 112.23 S2 112.06 112.06 112.63 S3 111.46 111.80 112.58 S4 110.86 111.20 112.41
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 112.74 111.88 0.86 0.8% 0.00 0.0% 0% False True 479 10 112.92 111.88 1.04 0.9% 0.00 0.0% 0% False True 906 20 112.92 109.97 2.95 2.6% 0.00 0.0% 65% False False 738 40 112.92 109.45 3.47 3.1% 0.00 0.0% 70% False False 697
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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.00	Fibonacci Retracements and Extensions 4.250 111.88 2.618 111.88 1.618 111.88 1.000 111.88 0.618 111.88 HIGH 111.88 0.618 111.88 0.500 111.88 0.382 111.88 LOW 111.88 0.618 111.88 1.000 111.88 1.618 111.88 2.618 111.88 4.250 111.88
Fisher Pivots for day following 08-Aug-2007 Pivot 1 day 3 day R1 111.88 112.31 PP 111.88 112.16 S1 111.88 112.02

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