Euro Bund Future March 2008

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Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary Previous Current 21-Sep-2007 24-Sep-2007 Change Change % Previous Week Open 112.86 112.85 -0.01 0.0% 114.74 High 112.96 112.90 -0.06 -0.1% 114.76 Low 112.78 112.72 -0.06 -0.1% 112.78 Close 112.90 112.79 -0.11 -0.1% 112.90 Range 0.18 0.18 0.00 0.0% 1.98 ATR 0.38 0.37 -0.01 -3.8% 0.00 Volume 228 51 -177 -77.6% 720
Daily Pivots for day following 24-Sep-2007 Classic Woodie Camarilla DeMark R4 113.34 113.25 112.89 R3 113.16 113.07 112.84 R2 112.98 112.98 112.82 R1 112.89 112.89 112.81 112.85 PP 112.80 112.80 112.80 112.78 S1 112.71 112.71 112.77 112.67 S2 112.62 112.62 112.76 S3 112.44 112.53 112.74 S4 112.26 112.35 112.69	Weekly Pivots for week ending 21-Sep-2007 Classic Woodie Camarilla DeMark R4 119.42 118.14 113.99 R3 117.44 116.16 113.44 R2 115.46 115.46 113.26 R1 114.18 114.18 113.08 113.83 PP 113.48 113.48 113.48 113.31 S1 112.20 112.20 112.72 111.85 S2 111.50 111.50 112.54 S3 109.52 110.22 112.36 S4 107.54 108.24 111.81
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 114.14 112.72 1.42 1.3% 0.29 0.3% 5% False True 152 10 115.10 112.72 2.38 2.1% 0.30 0.3% 3% False True 228 20 115.21 112.72 2.49 2.2% 0.27 0.2% 3% False True 216 40 115.21 111.88 3.33 3.0% 0.14 0.1% 27% False False 394 60 115.21 109.67 5.54 4.9% 0.09 0.1% 56% False False 490
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 0.06	Fibonacci Retracements and Extensions 4.250 113.67 2.618 113.37 1.618 113.19 1.000 113.08 0.618 113.01 HIGH 112.90 0.618 112.83 0.500 112.81 0.382 112.79 LOW 112.72 0.618 112.61 1.000 112.54 1.618 112.43 2.618 112.25 4.250 111.96
Fisher Pivots for day following 24-Sep-2007 Pivot 1 day 3 day R1 112.81 113.12 PP 112.80 113.01 S1 112.80 112.90

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