Investigations into the Pyramid wavefront sensor (P-WFS) have experimentally demonstrated the ability toachieve a better performance than with a standard Shack-Hartmann sensor (SH-WFS). Implementation on theLarge Binocular Telescope (LBT) provided the rst operational demonstration on a facility-class instrument ofa P-WFS on sky. The desire to implement a Pyramid on an Extremely Large Telescope (ELT) requires furthercharacterisation in order to optimise the performance and match our knowledge and understanding of otherwave-front sensors (WFSs).Within the framework of the European Extremely Large Telescope (E-ELT), the Laboratoire d'Astrophysiquede Marseille (LAM) is involved in the preparation of the Single Conjugate Adaptive Optics (SCAO) system ofHARMONI, E-ELT's 1st light integral eld spectrograph (IFU). The current baseline WFS for this adaptiveoptics system is a Pyramid WFS using a high speed and sensitive OCAM2 camera. At LAM we are currentlycarrying out laboratory demonstrations of a Pyramid-WFS, with the aim to fully characterise the behaviour ofthe Pyramid in terms of sensitivity and linear range. This will lead to a full operational procedure for the use ofthe Pyramid on-sky, assisting with current designs and future implementations. The nal goal is to provide anon sky comparison between the Pyramid and Shack-Hartmann at Observatoire de la C^ote d'Azur (OCA). Herewe present our experimental setup and preliminary results.