Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jun-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jun-2008 | 
                    27-Jun-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        110.57 | 
                        111.40 | 
                        0.83 | 
                        0.8% | 
                        110.11 | 
                     
                    
                        | High | 
                        111.45 | 
                        111.54 | 
                        0.09 | 
                        0.1% | 
                        111.54 | 
                     
                    
                        | Low | 
                        110.43 | 
                        111.06 | 
                        0.63 | 
                        0.6% | 
                        110.10 | 
                     
                    
                        | Close | 
                        111.23 | 
                        111.37 | 
                        0.14 | 
                        0.1% | 
                        111.37 | 
                     
                    
                        | Range | 
                        1.02 | 
                        0.48 | 
                        -0.54 | 
                        -52.9% | 
                        1.44 | 
                     
                    
                        | ATR | 
                        0.70 | 
                        0.68 | 
                        -0.02 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,004,980 | 
                        935,228 | 
                        -69,752 | 
                        -6.9% | 
                        4,079,379 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                112.76 | 
                112.55 | 
                111.63 | 
                 | 
             
            
                | R3 | 
                112.28 | 
                112.07 | 
                111.50 | 
                 | 
             
            
                | R2 | 
                111.80 | 
                111.80 | 
                111.46 | 
                 | 
             
            
                | R1 | 
                111.59 | 
                111.59 | 
                111.41 | 
                111.46 | 
             
            
                | PP | 
                111.32 | 
                111.32 | 
                111.32 | 
                111.26 | 
             
            
                | S1 | 
                111.11 | 
                111.11 | 
                111.33 | 
                110.98 | 
             
            
                | S2 | 
                110.84 | 
                110.84 | 
                111.28 | 
                 | 
             
            
                | S3 | 
                110.36 | 
                110.63 | 
                111.24 | 
                 | 
             
            
                | S4 | 
                109.88 | 
                110.15 | 
                111.11 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jun-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115.32 | 
                114.79 | 
                112.16 | 
                 | 
             
            
                | R3 | 
                113.88 | 
                113.35 | 
                111.77 | 
                 | 
             
            
                | R2 | 
                112.44 | 
                112.44 | 
                111.63 | 
                 | 
             
            
                | R1 | 
                111.91 | 
                111.91 | 
                111.50 | 
                112.18 | 
             
            
                | PP | 
                111.00 | 
                111.00 | 
                111.00 | 
                111.14 | 
             
            
                | S1 | 
                110.47 | 
                110.47 | 
                111.24 | 
                110.74 | 
             
            
                | S2 | 
                109.56 | 
                109.56 | 
                111.11 | 
                 | 
             
            
                | S3 | 
                108.12 | 
                109.03 | 
                110.97 | 
                 | 
             
            
                | S4 | 
                106.68 | 
                107.59 | 
                110.58 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                111.54 | 
                110.10 | 
                1.44 | 
                1.3% | 
                0.62 | 
                0.6% | 
                88% | 
                True | 
                False | 
                815,875 | 
                 
                
                | 10 | 
                111.54 | 
                109.65 | 
                1.89 | 
                1.7% | 
                0.60 | 
                0.5% | 
                91% | 
                True | 
                False | 
                808,688 | 
                 
                
                | 20 | 
                113.29 | 
                109.65 | 
                3.64 | 
                3.3% | 
                0.74 | 
                0.7% | 
                47% | 
                False | 
                False | 
                927,380 | 
                 
                
                | 40 | 
                115.51 | 
                109.65 | 
                5.86 | 
                5.3% | 
                0.64 | 
                0.6% | 
                29% | 
                False | 
                False | 
                470,208 | 
                 
                
                | 60 | 
                116.33 | 
                109.65 | 
                6.68 | 
                6.0% | 
                0.59 | 
                0.5% | 
                26% | 
                False | 
                False | 
                313,638 | 
                 
                
                | 80 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.53 | 
                0.5% | 
                19% | 
                False | 
                False | 
                235,288 | 
                 
                
                | 100 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.43 | 
                0.4% | 
                19% | 
                False | 
                False | 
                188,292 | 
                 
                
                | 120 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.36 | 
                0.3% | 
                19% | 
                False | 
                False | 
                156,987 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            113.58 | 
         
        
            | 
2.618             | 
            112.80 | 
         
        
            | 
1.618             | 
            112.32 | 
         
        
            | 
1.000             | 
            112.02 | 
         
        
            | 
0.618             | 
            111.84 | 
         
        
            | 
HIGH             | 
            111.54 | 
         
        
            | 
0.618             | 
            111.36 | 
         
        
            | 
0.500             | 
            111.30 | 
         
        
            | 
0.382             | 
            111.24 | 
         
        
            | 
LOW             | 
            111.06 | 
         
        
            | 
0.618             | 
            110.76 | 
         
        
            | 
1.000             | 
            110.58 | 
         
        
            | 
1.618             | 
            110.28 | 
         
        
            | 
2.618             | 
            109.80 | 
         
        
            | 
4.250             | 
            109.02 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jun-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111.35 | 
                                111.21 | 
                             
                            
                                | PP | 
                                111.32 | 
                                111.05 | 
                             
                            
                                | S1 | 
                                111.30 | 
                                110.89 | 
                             
             
         |