Forecasts From Financial Markets

I'm thinking about broad approaches ("general principles" below) for getting various kinds of forecasts from various kinds of forward-looking financial markets (under assumptions, of course, that typically include risk neutrality).   Did I miss anything important?  (Remember, I'm looking for general principles that can be applied broadly, not specific instances.)

General Principles

1. Point Forecasts From Forward Markets

2. Point Forecasts From Futures Markets

3. Density Forecasts From Options Markets (Using Sets of Options)

4. Event Probability Forecasts From Digital Options Markets

5. Density Forecasts From From Digital Options Markets (Using Sets of Digital Options)