Euro Bund Future December 2007

Trading Metrics calculated at close of trading on 07-Jun-2007

Day Change Summary
	Previous	Current
	06-Jun-2007	07-Jun-2007	Change	Change %	Previous Week
Open	111.11	111.08	-0.03	0.0%	111.84
High	111.42	111.08	-0.34	-0.3%	111.94
Low	111.02	110.51	-0.51	-0.5%	111.32
Close	111.43	110.64	-0.79	-0.7%	111.37
Range	0.40	0.57	0.17	42.5%	0.62
ATR	0.20	0.25	0.05	26.0%	0.00
Volume	3,563	1,934	-1,629	-45.7%	1,898

Daily Pivots for day following 07-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	112.45	112.12	110.95
R3	111.88	111.55	110.80
R2	111.31	111.31	110.74
R1	110.98	110.98	110.69	110.86
PP	110.74	110.74	110.74	110.69
S1	110.41	110.41	110.59	110.29
S2	110.17	110.17	110.54
S3	109.60	109.84	110.48
S4	109.03	109.27	110.33

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	113.40	113.01	111.71
R3	112.78	112.39	111.54
R2	112.16	112.16	111.48
R1	111.77	111.77	111.43	111.66
PP	111.54	111.54	111.54	111.49
S1	111.15	111.15	111.31	111.04
S2	110.92	110.92	111.26
S3	110.30	110.53	111.20
S4	109.68	109.91	111.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111.52	110.51	1.01	0.9%	0.30	0.3%	13%	False	True	1,741
10	112.14	110.51	1.63	1.5%	0.17	0.2%	8%	False	True	1,042
20	113.29	110.51	2.78	2.5%	0.09	0.1%	5%	False	True	720
40	113.90	110.51	3.39	3.1%	0.04	0.0%	4%	False	True	646

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	113.50
2.618	112.57
1.618	112.00
1.000	111.65
0.618	111.43
HIGH	111.08
0.618	110.86
0.500	110.80
0.382	110.73
LOW	110.51
0.618	110.16
1.000	109.94
1.618	109.59
2.618	109.02
4.250	108.09

Fisher Pivots for day following 07-Jun-2007
Pivot	1 day	3 day
R1	110.80	110.97
PP	110.74	110.86
S1	110.69	110.75

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These figures are updated between 7pm and 10pm EST after a trading day.

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