Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jan-2010 | 
                    06-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119.81 | 
                        119.93 | 
                        0.12 | 
                        0.1% | 
                        120.12 | 
                     
                    
                        | High | 
                        120.03 | 
                        119.99 | 
                        -0.04 | 
                        0.0% | 
                        120.30 | 
                     
                    
                        | Low | 
                        119.81 | 
                        119.92 | 
                        0.11 | 
                        0.1% | 
                        119.80 | 
                     
                    
                        | Close | 
                        120.03 | 
                        119.83 | 
                        -0.20 | 
                        -0.2% | 
                        119.80 | 
                     
                    
                        | Range | 
                        0.22 | 
                        0.07 | 
                        -0.15 | 
                        -68.2% | 
                        0.50 | 
                     
                    
                        | ATR | 
                        0.40 | 
                        0.38 | 
                        -0.02 | 
                        -5.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        146 | 
                        4 | 
                        -142 | 
                        -97.3% | 
                        109 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120.12 | 
                120.05 | 
                119.87 | 
                 | 
             
            
                | R3 | 
                120.05 | 
                119.98 | 
                119.85 | 
                 | 
             
            
                | R2 | 
                119.98 | 
                119.98 | 
                119.84 | 
                 | 
             
            
                | R1 | 
                119.91 | 
                119.91 | 
                119.84 | 
                119.91 | 
             
            
                | PP | 
                119.91 | 
                119.91 | 
                119.91 | 
                119.92 | 
             
            
                | S1 | 
                119.84 | 
                119.84 | 
                119.82 | 
                119.84 | 
             
            
                | S2 | 
                119.84 | 
                119.84 | 
                119.82 | 
                 | 
             
            
                | S3 | 
                119.77 | 
                119.77 | 
                119.81 | 
                 | 
             
            
                | S4 | 
                119.70 | 
                119.70 | 
                119.79 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121.47 | 
                121.13 | 
                120.08 | 
                 | 
             
            
                | R3 | 
                120.97 | 
                120.63 | 
                119.94 | 
                 | 
             
            
                | R2 | 
                120.47 | 
                120.47 | 
                119.89 | 
                 | 
             
            
                | R1 | 
                120.13 | 
                120.13 | 
                119.85 | 
                120.05 | 
             
            
                | PP | 
                119.97 | 
                119.97 | 
                119.97 | 
                119.93 | 
             
            
                | S1 | 
                119.63 | 
                119.63 | 
                119.75 | 
                119.55 | 
             
            
                | S2 | 
                119.47 | 
                119.47 | 
                119.71 | 
                 | 
             
            
                | S3 | 
                118.97 | 
                119.13 | 
                119.66 | 
                 | 
             
            
                | S4 | 
                118.47 | 
                118.63 | 
                119.53 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            120.29 | 
         
        
            | 
2.618             | 
            120.17 | 
         
        
            | 
1.618             | 
            120.10 | 
         
        
            | 
1.000             | 
            120.06 | 
         
        
            | 
0.618             | 
            120.03 | 
         
        
            | 
HIGH             | 
            119.99 | 
         
        
            | 
0.618             | 
            119.96 | 
         
        
            | 
0.500             | 
            119.96 | 
         
        
            | 
0.382             | 
            119.95 | 
         
        
            | 
LOW             | 
            119.92 | 
         
        
            | 
0.618             | 
            119.88 | 
         
        
            | 
1.000             | 
            119.85 | 
         
        
            | 
1.618             | 
            119.81 | 
         
        
            | 
2.618             | 
            119.74 | 
         
        
            | 
4.250             | 
            119.62 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119.96 | 
                                119.81 | 
                             
                            
                                | PP | 
                                119.91 | 
                                119.79 | 
                             
                            
                                | S1 | 
                                119.87 | 
                                119.78 | 
                             
             
         |