Euro Bund Future June 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Feb-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Jan-2008 | 01-Feb-2008 | Change | Change % | Previous Week |  
                        | Open | 115.70 | 116.30 | 0.60 | 0.5% | 116.17 |  
                        | High | 116.29 | 116.40 | 0.11 | 0.1% | 116.40 |  
                        | Low | 115.62 | 115.90 | 0.28 | 0.2% | 115.21 |  
                        | Close | 116.25 | 116.34 | 0.09 | 0.1% | 116.34 |  
                        | Range | 0.67 | 0.50 | -0.17 | -25.4% | 1.19 |  
                        | ATR | 0.67 | 0.66 | -0.01 | -1.8% | 0.00 |  
                        | Volume | 1,390 | 217 | -1,173 | -84.4% | 4,320 |  | 
    
| 
        
            | Daily Pivots for day following 01-Feb-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 117.71 | 117.53 | 116.62 |  |  
                | R3 | 117.21 | 117.03 | 116.48 |  |  
                | R2 | 116.71 | 116.71 | 116.43 |  |  
                | R1 | 116.53 | 116.53 | 116.39 | 116.62 |  
                | PP | 116.21 | 116.21 | 116.21 | 116.26 |  
                | S1 | 116.03 | 116.03 | 116.29 | 116.12 |  
                | S2 | 115.71 | 115.71 | 116.25 |  |  
                | S3 | 115.21 | 115.53 | 116.20 |  |  
                | S4 | 114.71 | 115.03 | 116.07 |  |  | 
        
            | Weekly Pivots for week ending 01-Feb-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119.55 | 119.14 | 116.99 |  |  
                | R3 | 118.36 | 117.95 | 116.67 |  |  
                | R2 | 117.17 | 117.17 | 116.56 |  |  
                | R1 | 116.76 | 116.76 | 116.45 | 116.97 |  
                | PP | 115.98 | 115.98 | 115.98 | 116.09 |  
                | S1 | 115.57 | 115.57 | 116.23 | 115.78 |  
                | S2 | 114.79 | 114.79 | 116.12 |  |  
                | S3 | 113.60 | 114.38 | 116.01 |  |  
                | S4 | 112.41 | 113.19 | 115.69 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 118.53 |  
            | 2.618 | 117.71 |  
            | 1.618 | 117.21 |  
            | 1.000 | 116.90 |  
            | 0.618 | 116.71 |  
            | HIGH | 116.40 |  
            | 0.618 | 116.21 |  
            | 0.500 | 116.15 |  
            | 0.382 | 116.09 |  
            | LOW | 115.90 |  
            | 0.618 | 115.59 |  
            | 1.000 | 115.40 |  
            | 1.618 | 115.09 |  
            | 2.618 | 114.59 |  
            | 4.250 | 113.78 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Feb-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 116.28 | 116.16 |  
                                | PP | 116.21 | 115.98 |  
                                | S1 | 116.15 | 115.81 |  |