Euro Bund Future December 2007

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Trading Metrics calculated at close of trading on 04-Jun-2007
Day Change Summary Previous Current 01-Jun-2007 04-Jun-2007 Change Change % Previous Week Open 111.69 111.48 -0.21 -0.2% 111.84 High 111.52 111.48 -0.04 0.0% 111.94 Low 111.32 111.47 0.15 0.1% 111.32 Close 111.37 111.44 0.07 0.1% 111.37 Range 0.20 0.01 -0.19 -95.0% 0.62 ATR 0.17 0.17 0.00 -2.6% 0.00 Volume 565 486 -79 -14.0% 1,898
Daily Pivots for day following 04-Jun-2007 Classic Woodie Camarilla DeMark R4 111.49 111.48 111.45 R3 111.48 111.47 111.44 R2 111.47 111.47 111.44 R1 111.46 111.46 111.44 111.46 PP 111.46 111.46 111.46 111.47 S1 111.45 111.45 111.44 111.45 S2 111.45 111.45 111.44 S3 111.44 111.44 111.44 S4 111.43 111.43 111.43	Weekly Pivots for week ending 01-Jun-2007 Classic Woodie Camarilla DeMark R4 113.40 113.01 111.71 R3 112.78 112.39 111.54 R2 112.16 112.16 111.48 R1 111.77 111.77 111.43 111.66 PP 111.54 111.54 111.54 111.49 S1 111.15 111.15 111.31 111.04 S2 110.92 110.92 111.26 S3 110.30 110.53 111.20 S4 109.68 109.91 111.03
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 111.94 111.32 0.62 0.6% 0.09 0.1% 19% False False 476 10 112.37 111.32 1.05 0.9% 0.05 0.0% 11% False False 465 20 113.37 111.32 2.05 1.8% 0.02 0.0% 6% False False 444 40 114.52 111.32 3.20 2.9% 0.01 0.0% 4% False False 491
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch -0.01 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 111.52 2.618 111.51 1.618 111.50 1.000 111.49 0.618 111.49 HIGH 111.48 0.618 111.48 0.500 111.48 0.382 111.47 LOW 111.47 0.618 111.46 1.000 111.46 1.618 111.45 2.618 111.44 4.250 111.43
Fisher Pivots for day following 04-Jun-2007 Pivot 1 day 3 day R1 111.48 111.61 PP 111.46 111.55 S1 111.45 111.50

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