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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |