Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 11-Jun-2008

Day Change Summary
	Previous	Current
	10-Jun-2008	11-Jun-2008	Change	Change %	Previous Week
Open	111.18	110.76	-0.42	-0.4%	111.87
High	111.42	111.32	-0.10	-0.1%	112.83
Low	110.78	110.52	-0.26	-0.2%	111.25
Close	111.17	110.88	-0.29	-0.3%	111.93
Range	0.64	0.80	0.16	25.0%	1.58
ATR	0.77	0.77	0.00	0.3%	0.00
Volume	1,038,457	1,217,943	179,486	17.3%	4,400,486

Daily Pivots for day following 11-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	113.31	112.89	111.32
R3	112.51	112.09	111.10
R2	111.71	111.71	111.03
R1	111.29	111.29	110.95	111.50
PP	110.91	110.91	110.91	111.01
S1	110.49	110.49	110.81	110.70
S2	110.11	110.11	110.73
S3	109.31	109.69	110.66
S4	108.51	108.89	110.44

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	110.52	2.77	2.5%	1.04	0.9%	13%	False	True	1,271,261
10	113.29	110.52	2.77	2.5%	0.87	0.8%	13%	False	True	850,166
20	113.94	110.52	3.42	3.1%	0.69	0.6%	11%	False	True	429,829
40	115.65	110.52	5.13	4.6%	0.60	0.5%	7%	False	True	215,532
60	118.50	110.52	7.98	7.2%	0.54	0.5%	5%	False	True	143,736
80	118.50	110.52	7.98	7.2%	0.44	0.4%	5%	False	True	107,873
100	118.50	110.52	7.98	7.2%	0.35	0.3%	5%	False	True	86,395
120	118.50	110.52	7.98	7.2%	0.29	0.3%	5%	False	True	72,030

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114.72
2.618	113.41
1.618	112.61
1.000	112.12
0.618	111.81
HIGH	111.32
0.618	111.01
0.500	110.92
0.382	110.83
LOW	110.52
0.618	110.03
1.000	109.72
1.618	109.23
2.618	108.43
4.250	107.12

Fisher Pivots for day following 11-Jun-2008
Pivot	1 day	3 day
R1	110.92	111.91
PP	110.91	111.56
S1	110.89	111.22

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

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