Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jun-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jun-2008 | 
                    03-Jun-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        111.87 | 
                        112.52 | 
                        0.65 | 
                        0.6% | 
                        113.12 | 
                     
                    
                        | High | 
                        112.63 | 
                        112.83 | 
                        0.20 | 
                        0.2% | 
                        113.15 | 
                     
                    
                        | Low | 
                        111.87 | 
                        111.75 | 
                        -0.12 | 
                        -0.1% | 
                        111.63 | 
                     
                    
                        | Close | 
                        112.50 | 
                        111.77 | 
                        -0.73 | 
                        -0.6% | 
                        112.07 | 
                     
                    
                        | Range | 
                        0.76 | 
                        1.08 | 
                        0.32 | 
                        42.1% | 
                        1.52 | 
                     
                    
                        | ATR | 
                        0.60 | 
                        0.64 | 
                        0.03 | 
                        5.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        242,326 | 
                        789,751 | 
                        547,425 | 
                        225.9% | 
                        207,144 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115.36 | 
                114.64 | 
                112.36 | 
                 | 
             
            
                | R3 | 
                114.28 | 
                113.56 | 
                112.07 | 
                 | 
             
            
                | R2 | 
                113.20 | 
                113.20 | 
                111.97 | 
                 | 
             
            
                | R1 | 
                112.48 | 
                112.48 | 
                111.87 | 
                112.30 | 
             
            
                | PP | 
                112.12 | 
                112.12 | 
                112.12 | 
                112.03 | 
             
            
                | S1 | 
                111.40 | 
                111.40 | 
                111.67 | 
                111.22 | 
             
            
                | S2 | 
                111.04 | 
                111.04 | 
                111.57 | 
                 | 
             
            
                | S3 | 
                109.96 | 
                110.32 | 
                111.47 | 
                 | 
             
            
                | S4 | 
                108.88 | 
                109.24 | 
                111.18 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                112.83 | 
                111.63 | 
                1.20 | 
                1.1% | 
                0.69 | 
                0.6% | 
                12% | 
                True | 
                False | 
                243,786 | 
                 
                
                | 10 | 
                113.91 | 
                111.63 | 
                2.28 | 
                2.0% | 
                0.62 | 
                0.6% | 
                6% | 
                False | 
                False | 
                126,445 | 
                 
                
                | 20 | 
                115.51 | 
                111.63 | 
                3.88 | 
                3.5% | 
                0.59 | 
                0.5% | 
                4% | 
                False | 
                False | 
                64,567 | 
                 
                
                | 40 | 
                116.33 | 
                111.63 | 
                4.70 | 
                4.2% | 
                0.54 | 
                0.5% | 
                3% | 
                False | 
                False | 
                32,562 | 
                 
                
                | 60 | 
                118.50 | 
                111.63 | 
                6.87 | 
                6.1% | 
                0.48 | 
                0.4% | 
                2% | 
                False | 
                False | 
                21,782 | 
                 
                
                | 80 | 
                118.50 | 
                111.63 | 
                6.87 | 
                6.1% | 
                0.37 | 
                0.3% | 
                2% | 
                False | 
                False | 
                16,412 | 
                 
                
                | 100 | 
                118.50 | 
                111.63 | 
                6.87 | 
                6.1% | 
                0.30 | 
                0.3% | 
                2% | 
                False | 
                False | 
                13,218 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117.42 | 
         
        
            | 
2.618             | 
            115.66 | 
         
        
            | 
1.618             | 
            114.58 | 
         
        
            | 
1.000             | 
            113.91 | 
         
        
            | 
0.618             | 
            113.50 | 
         
        
            | 
HIGH             | 
            112.83 | 
         
        
            | 
0.618             | 
            112.42 | 
         
        
            | 
0.500             | 
            112.29 | 
         
        
            | 
0.382             | 
            112.16 | 
         
        
            | 
LOW             | 
            111.75 | 
         
        
            | 
0.618             | 
            111.08 | 
         
        
            | 
1.000             | 
            110.67 | 
         
        
            | 
1.618             | 
            110.00 | 
         
        
            | 
2.618             | 
            108.92 | 
         
        
            | 
4.250             | 
            107.16 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112.29 | 
                                112.29 | 
                             
                            
                                | PP | 
                                112.12 | 
                                112.12 | 
                             
                            
                                | S1 | 
                                111.94 | 
                                111.94 | 
                             
             
         |