This paper looks at the role of "statistics-based knowledge" in the making of EU policy. We highlight "shortcomings" in the use of statistical indicators made in the course of the Lisbon strategy, ended in 2010. In our opinion the shortcomings are: (i) The paradox of the "coexistence" within the same European Commission of "two holistic frameworks": the "Structural Indicators" and the "Sustainable Development Indicators". One does not understand which of these two systems is taken to measure the overall policy performance of the European Union. (ii) A "communication issue" whereby the Lisbon strategy and its offspring EU 2020 are not communicated (Lisbon is to the average citizen the capital of Portugal) and are especially not communicated in relation to existing statistical indicators of good quality, against the opinion of academicians that "transparency" and "accountability" based on "sound statistics" favour democracy and participation. We illustrate the reasons that lead us to see these points as problematic and offer suggestions on how these should be tackled in line with the practices developed in the Open Method of Coordination. The danger is that in the absence of a debate on the issue, these shortcomings be perpetuated in the EU 2020 strategy.