Euro Bund Future June 2008

Trading Metrics calculated at close of trading on 02-Jun-2008

Day Change Summary
	Previous	Current
	30-May-2008	02-Jun-2008	Change	Change %	Previous Week
Open	111.78	111.76	-0.02	0.0%	112.68
High	112.15	112.48	0.33	0.3%	113.01
Low	111.68	111.71	0.03	0.0%	111.49
Close	111.92	112.33	0.41	0.4%	111.92
Range	0.47	0.77	0.30	63.8%	1.52
ATR	0.67	0.67	0.01	1.1%	0.00
Volume	1,006,434	1,118,814	112,380	11.2%	3,995,430

Daily Pivots for day following 02-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.48	114.18	112.75
R3	113.71	113.41	112.54
R2	112.94	112.94	112.47
R1	112.64	112.64	112.40	112.79
PP	112.17	112.17	112.17	112.25
S1	111.87	111.87	112.26	112.02
S2	111.40	111.40	112.19
S3	110.63	111.10	112.12
S4	109.86	110.33	111.91

Weekly Pivots for week ending 30-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	116.70	115.83	112.76
R3	115.18	114.31	112.34
R2	113.66	113.66	112.20
R1	112.79	112.79	112.06	112.47
PP	112.14	112.14	112.14	111.98
S1	111.27	111.27	111.78	110.95
S2	110.62	110.62	111.64
S3	109.10	109.75	111.50
S4	107.58	108.23	111.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113.01	111.49	1.52	1.4%	0.58	0.5%	55%	False	False	1,022,848
10	113.78	111.49	2.29	2.0%	0.61	0.5%	37%	False	False	936,222
20	115.29	111.49	3.80	3.4%	0.64	0.6%	22%	False	False	945,639
40	116.13	111.49	4.64	4.1%	0.64	0.6%	18%	False	False	951,744
60	118.48	111.49	6.99	6.2%	0.63	0.6%	12%	False	False	975,412
80	118.48	111.49	6.99	6.2%	0.64	0.6%	12%	False	False	758,241
100	118.48	111.49	6.99	6.2%	0.62	0.6%	12%	False	False	606,748
120	118.48	111.49	6.99	6.2%	0.60	0.5%	12%	False	False	505,657

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	0.11
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	115.75
2.618	114.50
1.618	113.73
1.000	113.25
0.618	112.96
HIGH	112.48
0.618	112.19
0.500	112.10
0.382	112.00
LOW	111.71
0.618	111.23
1.000	110.94
1.618	110.46
2.618	109.69
4.250	108.44

Fisher Pivots for day following 02-Jun-2008
Pivot	1 day	3 day
R1	112.25	112.22
PP	112.17	112.10
S1	112.10	111.99

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

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