Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jun-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jun-2008 | 
                    10-Jun-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112.00 | 
                        111.18 | 
                        -0.82 | 
                        -0.7% | 
                        111.87 | 
                     
                    
                        | High | 
                        113.29 | 
                        111.42 | 
                        -1.87 | 
                        -1.7% | 
                        112.83 | 
                     
                    
                        | Low | 
                        111.20 | 
                        110.78 | 
                        -0.42 | 
                        -0.4% | 
                        111.25 | 
                     
                    
                        | Close | 
                        111.33 | 
                        111.17 | 
                        -0.16 | 
                        -0.1% | 
                        111.93 | 
                     
                    
                        | Range | 
                        2.09 | 
                        0.64 | 
                        -1.45 | 
                        -69.4% | 
                        1.58 | 
                     
                    
                        | ATR | 
                        0.78 | 
                        0.77 | 
                        -0.01 | 
                        -1.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,694,449 | 
                        1,038,457 | 
                        -655,992 | 
                        -38.7% | 
                        4,400,486 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113.04 | 
                112.75 | 
                111.52 | 
                 | 
             
            
                | R3 | 
                112.40 | 
                112.11 | 
                111.35 | 
                 | 
             
            
                | R2 | 
                111.76 | 
                111.76 | 
                111.29 | 
                 | 
             
            
                | R1 | 
                111.47 | 
                111.47 | 
                111.23 | 
                111.30 | 
             
            
                | PP | 
                111.12 | 
                111.12 | 
                111.12 | 
                111.04 | 
             
            
                | S1 | 
                110.83 | 
                110.83 | 
                111.11 | 
                110.66 | 
             
            
                | S2 | 
                110.48 | 
                110.48 | 
                111.05 | 
                 | 
             
            
                | S3 | 
                109.84 | 
                110.19 | 
                110.99 | 
                 | 
             
            
                | S4 | 
                109.20 | 
                109.55 | 
                110.82 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116.74 | 
                115.92 | 
                112.80 | 
                 | 
             
            
                | R3 | 
                115.16 | 
                114.34 | 
                112.36 | 
                 | 
             
            
                | R2 | 
                113.58 | 
                113.58 | 
                112.22 | 
                 | 
             
            
                | R1 | 
                112.76 | 
                112.76 | 
                112.07 | 
                113.17 | 
             
            
                | PP | 
                112.00 | 
                112.00 | 
                112.00 | 
                112.21 | 
             
            
                | S1 | 
                111.18 | 
                111.18 | 
                111.79 | 
                111.59 | 
             
            
                | S2 | 
                110.42 | 
                110.42 | 
                111.64 | 
                 | 
             
            
                | S3 | 
                108.84 | 
                109.60 | 
                111.50 | 
                 | 
             
            
                | S4 | 
                107.26 | 
                108.02 | 
                111.06 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                113.29 | 
                110.78 | 
                2.51 | 
                2.3% | 
                0.98 | 
                0.9% | 
                16% | 
                False | 
                True | 
                1,220,263 | 
                 
                
                | 10 | 
                113.29 | 
                110.78 | 
                2.51 | 
                2.3% | 
                0.83 | 
                0.8% | 
                16% | 
                False | 
                True | 
                732,024 | 
                 
                
                | 20 | 
                114.29 | 
                110.78 | 
                3.51 | 
                3.2% | 
                0.68 | 
                0.6% | 
                11% | 
                False | 
                True | 
                369,061 | 
                 
                
                | 40 | 
                116.28 | 
                110.78 | 
                5.50 | 
                4.9% | 
                0.60 | 
                0.5% | 
                7% | 
                False | 
                True | 
                185,084 | 
                 
                
                | 60 | 
                118.50 | 
                110.78 | 
                7.72 | 
                6.9% | 
                0.53 | 
                0.5% | 
                5% | 
                False | 
                True | 
                123,446 | 
                 
                
                | 80 | 
                118.50 | 
                110.78 | 
                7.72 | 
                6.9% | 
                0.43 | 
                0.4% | 
                5% | 
                False | 
                True | 
                92,658 | 
                 
                
                | 100 | 
                118.50 | 
                110.78 | 
                7.72 | 
                6.9% | 
                0.34 | 
                0.3% | 
                5% | 
                False | 
                True | 
                74,215 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            114.14 | 
         
        
            | 
2.618             | 
            113.10 | 
         
        
            | 
1.618             | 
            112.46 | 
         
        
            | 
1.000             | 
            112.06 | 
         
        
            | 
0.618             | 
            111.82 | 
         
        
            | 
HIGH             | 
            111.42 | 
         
        
            | 
0.618             | 
            111.18 | 
         
        
            | 
0.500             | 
            111.10 | 
         
        
            | 
0.382             | 
            111.02 | 
         
        
            | 
LOW             | 
            110.78 | 
         
        
            | 
0.618             | 
            110.38 | 
         
        
            | 
1.000             | 
            110.14 | 
         
        
            | 
1.618             | 
            109.74 | 
         
        
            | 
2.618             | 
            109.10 | 
         
        
            | 
4.250             | 
            108.06 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111.15 | 
                                112.04 | 
                             
                            
                                | PP | 
                                111.12 | 
                                111.75 | 
                             
                            
                                | S1 | 
                                111.10 | 
                                111.46 | 
                             
             
         |