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

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.16
Narrowest range in 2 trading days

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

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

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