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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Widest range in 46 trading days

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

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

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