Euro Bund Future September 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 | 
                        111.88 | 
                        111.87 | 
                        -0.01 | 
                        0.0% | 
                        113.12 | 
                     
                    
                        | High | 
                        112.30 | 
                        112.63 | 
                        0.33 | 
                        0.3% | 
                        113.15 | 
                     
                    
                        | Low | 
                        111.83 | 
                        111.87 | 
                        0.04 | 
                        0.0% | 
                        111.63 | 
                     
                    
                        | Close | 
                        112.07 | 
                        112.50 | 
                        0.43 | 
                        0.4% | 
                        112.07 | 
                     
                    
                        | Range | 
                        0.47 | 
                        0.76 | 
                        0.29 | 
                        61.7% | 
                        1.52 | 
                     
                    
                        | ATR | 
                        0.59 | 
                        0.60 | 
                        0.01 | 
                        2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        93,030 | 
                        242,326 | 
                        149,296 | 
                        160.5% | 
                        207,144 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114.61 | 
                114.32 | 
                112.92 | 
                 | 
             
            
                | R3 | 
                113.85 | 
                113.56 | 
                112.71 | 
                 | 
             
            
                | R2 | 
                113.09 | 
                113.09 | 
                112.64 | 
                 | 
             
            
                | R1 | 
                112.80 | 
                112.80 | 
                112.57 | 
                112.95 | 
             
            
                | PP | 
                112.33 | 
                112.33 | 
                112.33 | 
                112.41 | 
             
            
                | S1 | 
                112.04 | 
                112.04 | 
                112.43 | 
                112.19 | 
             
            
                | S2 | 
                111.57 | 
                111.57 | 
                112.36 | 
                 | 
             
            
                | S3 | 
                110.81 | 
                111.28 | 
                112.29 | 
                 | 
             
            
                | S4 | 
                110.05 | 
                110.52 | 
                112.08 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-May-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116.84 | 
                115.98 | 
                112.91 | 
                 | 
             
            
                | R3 | 
                115.32 | 
                114.46 | 
                112.49 | 
                 | 
             
            
                | R2 | 
                113.80 | 
                113.80 | 
                112.35 | 
                 | 
             
            
                | R1 | 
                112.94 | 
                112.94 | 
                112.21 | 
                112.61 | 
             
            
                | PP | 
                112.28 | 
                112.28 | 
                112.28 | 
                112.12 | 
             
            
                | S1 | 
                111.42 | 
                111.42 | 
                111.93 | 
                111.09 | 
             
            
                | S2 | 
                110.76 | 
                110.76 | 
                111.79 | 
                 | 
             
            
                | S3 | 
                109.24 | 
                109.90 | 
                111.65 | 
                 | 
             
            
                | S4 | 
                107.72 | 
                108.38 | 
                111.23 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                113.13 | 
                111.63 | 
                1.50 | 
                1.3% | 
                0.56 | 
                0.5% | 
                58% | 
                False | 
                False | 
                89,467 | 
                 
                
                | 10 | 
                113.91 | 
                111.63 | 
                2.28 | 
                2.0% | 
                0.54 | 
                0.5% | 
                38% | 
                False | 
                False | 
                47,866 | 
                 
                
                | 20 | 
                115.51 | 
                111.63 | 
                3.88 | 
                3.4% | 
                0.56 | 
                0.5% | 
                22% | 
                False | 
                False | 
                25,149 | 
                 
                
                | 40 | 
                116.33 | 
                111.63 | 
                4.70 | 
                4.2% | 
                0.52 | 
                0.5% | 
                19% | 
                False | 
                False | 
                12,820 | 
                 
                
                | 60 | 
                118.50 | 
                111.63 | 
                6.87 | 
                6.1% | 
                0.46 | 
                0.4% | 
                13% | 
                False | 
                False | 
                8,629 | 
                 
                
                | 80 | 
                118.50 | 
                111.63 | 
                6.87 | 
                6.1% | 
                0.36 | 
                0.3% | 
                13% | 
                False | 
                False | 
                6,541 | 
                 
                
                | 100 | 
                118.50 | 
                111.63 | 
                6.87 | 
                6.1% | 
                0.29 | 
                0.3% | 
                13% | 
                False | 
                False | 
                5,323 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            115.86 | 
         
        
            | 
2.618             | 
            114.62 | 
         
        
            | 
1.618             | 
            113.86 | 
         
        
            | 
1.000             | 
            113.39 | 
         
        
            | 
0.618             | 
            113.10 | 
         
        
            | 
HIGH             | 
            112.63 | 
         
        
            | 
0.618             | 
            112.34 | 
         
        
            | 
0.500             | 
            112.25 | 
         
        
            | 
0.382             | 
            112.16 | 
         
        
            | 
LOW             | 
            111.87 | 
         
        
            | 
0.618             | 
            111.40 | 
         
        
            | 
1.000             | 
            111.11 | 
         
        
            | 
1.618             | 
            110.64 | 
         
        
            | 
2.618             | 
            109.88 | 
         
        
            | 
4.250             | 
            108.64 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112.42 | 
                                112.38 | 
                             
                            
                                | PP | 
                                112.33 | 
                                112.25 | 
                             
                            
                                | S1 | 
                                112.25 | 
                                112.13 | 
                             
             
         |