Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 16-Jun-2008

Day Change Summary
	Previous	Current
	13-Jun-2008	16-Jun-2008	Change	Change %	Previous Week
Open	110.30	110.00	-0.30	-0.3%	112.00
High	110.48	110.37	-0.11	-0.1%	113.29
Low	109.80	109.80	0.00	0.0%	109.80
Close	109.87	110.09	0.22	0.2%	109.87
Range	0.68	0.57	-0.11	-16.2%	3.49
ATR	0.76	0.74	-0.01	-1.8%	0.00
Volume	1,115,005	729,340	-385,665	-34.6%	6,060,251

Daily Pivots for day following 16-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	111.80	111.51	110.40
R3	111.23	110.94	110.25
R2	110.66	110.66	110.19
R1	110.37	110.37	110.14	110.52
PP	110.09	110.09	110.09	110.16
S1	109.80	109.80	110.04	109.95
S2	109.52	109.52	109.99
S3	108.95	109.23	109.93
S4	108.38	108.66	109.78

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	121.46	119.15	111.79
R3	117.97	115.66	110.83
R2	114.48	114.48	110.51
R1	112.17	112.17	110.19	111.58
PP	110.99	110.99	110.99	110.69
S1	108.68	108.68	109.55	108.09
S2	107.50	107.50	109.23
S3	104.01	105.19	108.91
S4	100.52	101.70	107.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111.42	109.80	1.62	1.5%	0.66	0.6%	18%	False	True	1,019,028
10	113.29	109.80	3.49	3.2%	0.86	0.8%	8%	False	True	1,094,775
20	113.91	109.80	4.11	3.7%	0.70	0.6%	7%	False	True	571,320
40	115.51	109.80	5.71	5.2%	0.61	0.6%	5%	False	True	286,483
60	117.68	109.80	7.88	7.2%	0.55	0.5%	4%	False	True	191,040
80	118.50	109.80	8.70	7.9%	0.46	0.4%	3%	False	True	143,336
100	118.50	109.80	8.70	7.9%	0.37	0.3%	3%	False	True	114,745
120	118.50	109.80	8.70	7.9%	0.31	0.3%	3%	False	True	95,684

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.25
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	112.79
2.618	111.86
1.618	111.29
1.000	110.94
0.618	110.72
HIGH	110.37
0.618	110.15
0.500	110.09
0.382	110.02
LOW	109.80
0.618	109.45
1.000	109.23
1.618	108.88
2.618	108.31
4.250	107.38

Fisher Pivots for day following 16-Jun-2008
Pivot	1 day	3 day
R1	110.09	110.33
PP	110.09	110.25
S1	110.09	110.17

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

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