Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 12-Jun-2008

Day Change Summary
	Previous	Current
	11-Jun-2008	12-Jun-2008	Change	Change %	Previous Week
Open	110.76	110.72	-0.04	0.0%	111.87
High	111.32	110.85	-0.47	-0.4%	112.83
Low	110.52	110.22	-0.30	-0.3%	111.25
Close	110.88	110.42	-0.46	-0.4%	111.93
Range	0.80	0.63	-0.17	-21.3%	1.58
ATR	0.77	0.76	-0.01	-1.0%	0.00
Volume	1,217,943	994,397	-223,546	-18.4%	4,400,486

Daily Pivots for day following 12-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	112.39	112.03	110.77
R3	111.76	111.40	110.59
R2	111.13	111.13	110.54
R1	110.77	110.77	110.48	110.64
PP	110.50	110.50	110.50	110.43
S1	110.14	110.14	110.36	110.01
S2	109.87	109.87	110.30
S3	109.24	109.51	110.25
S4	108.61	108.88	110.07

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	110.22	3.07	2.8%	1.01	0.9%	7%	False	True	1,198,891
10	113.29	110.22	3.07	2.8%	0.86	0.8%	7%	False	True	943,876
20	113.94	110.22	3.72	3.4%	0.69	0.6%	5%	False	True	479,377
40	115.51	110.22	5.29	4.8%	0.61	0.6%	4%	False	True	240,387
60	118.13	110.22	7.91	7.2%	0.54	0.5%	3%	False	True	160,305
80	118.50	110.22	8.28	7.5%	0.45	0.4%	2%	False	True	120,298
100	118.50	110.22	8.28	7.5%	0.36	0.3%	2%	False	True	96,308
120	118.50	110.22	8.28	7.5%	0.30	0.3%	2%	False	True	80,316

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.21
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	113.53
2.618	112.50
1.618	111.87
1.000	111.48
0.618	111.24
HIGH	110.85
0.618	110.61
0.500	110.54
0.382	110.46
LOW	110.22
0.618	109.83
1.000	109.59
1.618	109.20
2.618	108.57
4.250	107.54

Fisher Pivots for day following 12-Jun-2008
Pivot	1 day	3 day
R1	110.54	110.82
PP	110.50	110.69
S1	110.46	110.55

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

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