Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-May-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-May-2008 | 
                    28-May-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112.81 | 
                        112.78 | 
                        -0.03 | 
                        0.0% | 
                        113.75 | 
                     
                    
                        | High | 
                        113.13 | 
                        112.79 | 
                        -0.34 | 
                        -0.3% | 
                        113.94 | 
                     
                    
                        | Low | 
                        112.71 | 
                        112.38 | 
                        -0.33 | 
                        -0.3% | 
                        112.71 | 
                     
                    
                        | Close | 
                        112.86 | 
                        112.48 | 
                        -0.38 | 
                        -0.3% | 
                        113.22 | 
                     
                    
                        | Range | 
                        0.42 | 
                        0.41 | 
                        -0.01 | 
                        -2.4% | 
                        1.23 | 
                     
                    
                        | ATR | 
                        0.58 | 
                        0.57 | 
                        -0.01 | 
                        -1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        18,157 | 
                        36,520 | 
                        18,363 | 
                        101.1% | 
                        33,202 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113.78 | 
                113.54 | 
                112.71 | 
                 | 
             
            
                | R3 | 
                113.37 | 
                113.13 | 
                112.59 | 
                 | 
             
            
                | R2 | 
                112.96 | 
                112.96 | 
                112.56 | 
                 | 
             
            
                | R1 | 
                112.72 | 
                112.72 | 
                112.52 | 
                112.64 | 
             
            
                | PP | 
                112.55 | 
                112.55 | 
                112.55 | 
                112.51 | 
             
            
                | S1 | 
                112.31 | 
                112.31 | 
                112.44 | 
                112.23 | 
             
            
                | S2 | 
                112.14 | 
                112.14 | 
                112.40 | 
                 | 
             
            
                | S3 | 
                111.73 | 
                111.90 | 
                112.37 | 
                 | 
             
            
                | S4 | 
                111.32 | 
                111.49 | 
                112.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116.98 | 
                116.33 | 
                113.90 | 
                 | 
             
            
                | R3 | 
                115.75 | 
                115.10 | 
                113.56 | 
                 | 
             
            
                | R2 | 
                114.52 | 
                114.52 | 
                113.45 | 
                 | 
             
            
                | R1 | 
                113.87 | 
                113.87 | 
                113.33 | 
                113.58 | 
             
            
                | PP | 
                113.29 | 
                113.29 | 
                113.29 | 
                113.15 | 
             
            
                | S1 | 
                112.64 | 
                112.64 | 
                113.11 | 
                112.35 | 
             
            
                | S2 | 
                112.06 | 
                112.06 | 
                112.99 | 
                 | 
             
            
                | S3 | 
                110.83 | 
                111.41 | 
                112.88 | 
                 | 
             
            
                | S4 | 
                109.60 | 
                110.18 | 
                112.54 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                113.43 | 
                112.38 | 
                1.05 | 
                0.9% | 
                0.45 | 
                0.4% | 
                10% | 
                False | 
                True | 
                14,409 | 
                 
                
                | 10 | 
                113.94 | 
                112.38 | 
                1.56 | 
                1.4% | 
                0.52 | 
                0.5% | 
                6% | 
                False | 
                True | 
                9,491 | 
                 
                
                | 20 | 
                115.51 | 
                112.38 | 
                3.13 | 
                2.8% | 
                0.54 | 
                0.5% | 
                3% | 
                False | 
                True | 
                5,656 | 
                 
                
                | 40 | 
                116.33 | 
                112.38 | 
                3.95 | 
                3.5% | 
                0.48 | 
                0.4% | 
                3% | 
                False | 
                True | 
                3,024 | 
                 
                
                | 60 | 
                118.50 | 
                112.38 | 
                6.12 | 
                5.4% | 
                0.44 | 
                0.4% | 
                2% | 
                False | 
                True | 
                2,089 | 
                 
                
                | 80 | 
                118.50 | 
                112.38 | 
                6.12 | 
                5.4% | 
                0.33 | 
                0.3% | 
                2% | 
                False | 
                True | 
                1,642 | 
                 
                
                | 100 | 
                118.50 | 
                112.38 | 
                6.12 | 
                5.4% | 
                0.27 | 
                0.2% | 
                2% | 
                False | 
                True | 
                1,409 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            114.53 | 
         
        
            | 
2.618             | 
            113.86 | 
         
        
            | 
1.618             | 
            113.45 | 
         
        
            | 
1.000             | 
            113.20 | 
         
        
            | 
0.618             | 
            113.04 | 
         
        
            | 
HIGH             | 
            112.79 | 
         
        
            | 
0.618             | 
            112.63 | 
         
        
            | 
0.500             | 
            112.59 | 
         
        
            | 
0.382             | 
            112.54 | 
         
        
            | 
LOW             | 
            112.38 | 
         
        
            | 
0.618             | 
            112.13 | 
         
        
            | 
1.000             | 
            111.97 | 
         
        
            | 
1.618             | 
            111.72 | 
         
        
            | 
2.618             | 
            111.31 | 
         
        
            | 
4.250             | 
            110.64 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-May-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112.59 | 
                                112.77 | 
                             
                            
                                | PP | 
                                112.55 | 
                                112.67 | 
                             
                            
                                | S1 | 
                                112.52 | 
                                112.58 | 
                             
             
         |