Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Jun-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Jun-2008 | 
                    04-Jun-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112.52 | 
                        112.23 | 
                        -0.29 | 
                        -0.3% | 
                        113.12 | 
                     
                    
                        | High | 
                        112.83 | 
                        112.47 | 
                        -0.36 | 
                        -0.3% | 
                        113.15 | 
                     
                    
                        | Low | 
                        111.75 | 
                        111.99 | 
                        0.24 | 
                        0.2% | 
                        111.63 | 
                     
                    
                        | Close | 
                        111.77 | 
                        112.19 | 
                        0.42 | 
                        0.4% | 
                        112.07 | 
                     
                    
                        | Range | 
                        1.08 | 
                        0.48 | 
                        -0.60 | 
                        -55.6% | 
                        1.52 | 
                     
                    
                        | ATR | 
                        0.64 | 
                        0.64 | 
                        0.00 | 
                        0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        789,751 | 
                        962,953 | 
                        173,202 | 
                        21.9% | 
                        207,144 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113.66 | 
                113.40 | 
                112.45 | 
                 | 
             
            
                | R3 | 
                113.18 | 
                112.92 | 
                112.32 | 
                 | 
             
            
                | R2 | 
                112.70 | 
                112.70 | 
                112.28 | 
                 | 
             
            
                | R1 | 
                112.44 | 
                112.44 | 
                112.23 | 
                112.33 | 
             
            
                | PP | 
                112.22 | 
                112.22 | 
                112.22 | 
                112.16 | 
             
            
                | S1 | 
                111.96 | 
                111.96 | 
                112.15 | 
                111.85 | 
             
            
                | S2 | 
                111.74 | 
                111.74 | 
                112.10 | 
                 | 
             
            
                | S3 | 
                111.26 | 
                111.48 | 
                112.06 | 
                 | 
             
            
                | S4 | 
                110.78 | 
                111.00 | 
                111.93 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0.71 | 
                0.6% | 
                47% | 
                False | 
                False | 
                429,072 | 
                 
                
                | 10 | 
                113.43 | 
                111.63 | 
                1.80 | 
                1.6% | 
                0.58 | 
                0.5% | 
                31% | 
                False | 
                False | 
                221,740 | 
                 
                
                | 20 | 
                115.51 | 
                111.63 | 
                3.88 | 
                3.5% | 
                0.60 | 
                0.5% | 
                14% | 
                False | 
                False | 
                112,631 | 
                 
                
                | 40 | 
                116.33 | 
                111.63 | 
                4.70 | 
                4.2% | 
                0.54 | 
                0.5% | 
                12% | 
                False | 
                False | 
                56,635 | 
                 
                
                | 60 | 
                118.50 | 
                111.63 | 
                6.87 | 
                6.1% | 
                0.48 | 
                0.4% | 
                8% | 
                False | 
                False | 
                37,828 | 
                 
                
                | 80 | 
                118.50 | 
                111.63 | 
                6.87 | 
                6.1% | 
                0.37 | 
                0.3% | 
                8% | 
                False | 
                False | 
                28,442 | 
                 
                
                | 100 | 
                118.50 | 
                111.63 | 
                6.87 | 
                6.1% | 
                0.30 | 
                0.3% | 
                8% | 
                False | 
                False | 
                22,847 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            114.51 | 
         
        
            | 
2.618             | 
            113.73 | 
         
        
            | 
1.618             | 
            113.25 | 
         
        
            | 
1.000             | 
            112.95 | 
         
        
            | 
0.618             | 
            112.77 | 
         
        
            | 
HIGH             | 
            112.47 | 
         
        
            | 
0.618             | 
            112.29 | 
         
        
            | 
0.500             | 
            112.23 | 
         
        
            | 
0.382             | 
            112.17 | 
         
        
            | 
LOW             | 
            111.99 | 
         
        
            | 
0.618             | 
            111.69 | 
         
        
            | 
1.000             | 
            111.51 | 
         
        
            | 
1.618             | 
            111.21 | 
         
        
            | 
2.618             | 
            110.73 | 
         
        
            | 
4.250             | 
            109.95 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112.23 | 
                                112.29 | 
                             
                            
                                | PP | 
                                112.22 | 
                                112.26 | 
                             
                            
                                | S1 | 
                                112.20 | 
                                112.22 | 
                             
             
         |