Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Jan-2010 | 
                    22-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121.42 | 
                        121.92 | 
                        0.50 | 
                        0.4% | 
                        121.18 | 
                     
                    
                        | High | 
                        121.90 | 
                        122.03 | 
                        0.13 | 
                        0.1% | 
                        122.03 | 
                     
                    
                        | Low | 
                        121.27 | 
                        121.67 | 
                        0.40 | 
                        0.3% | 
                        121.01 | 
                     
                    
                        | Close | 
                        121.70 | 
                        121.72 | 
                        0.02 | 
                        0.0% | 
                        121.72 | 
                     
                    
                        | Range | 
                        0.63 | 
                        0.36 | 
                        -0.27 | 
                        -42.9% | 
                        1.02 | 
                     
                    
                        | ATR | 
                        0.41 | 
                        0.41 | 
                        0.00 | 
                        -0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        127 | 
                        239 | 
                        112 | 
                        88.2% | 
                        684 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122.89 | 
                122.66 | 
                121.92 | 
                 | 
             
            
                | R3 | 
                122.53 | 
                122.30 | 
                121.82 | 
                 | 
             
            
                | R2 | 
                122.17 | 
                122.17 | 
                121.79 | 
                 | 
             
            
                | R1 | 
                121.94 | 
                121.94 | 
                121.75 | 
                121.88 | 
             
            
                | PP | 
                121.81 | 
                121.81 | 
                121.81 | 
                121.77 | 
             
            
                | S1 | 
                121.58 | 
                121.58 | 
                121.69 | 
                121.52 | 
             
            
                | S2 | 
                121.45 | 
                121.45 | 
                121.65 | 
                 | 
             
            
                | S3 | 
                121.09 | 
                121.22 | 
                121.62 | 
                 | 
             
            
                | S4 | 
                120.73 | 
                120.86 | 
                121.52 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.65 | 
                124.20 | 
                122.28 | 
                 | 
             
            
                | R3 | 
                123.63 | 
                123.18 | 
                122.00 | 
                 | 
             
            
                | R2 | 
                122.61 | 
                122.61 | 
                121.91 | 
                 | 
             
            
                | R1 | 
                122.16 | 
                122.16 | 
                121.81 | 
                122.39 | 
             
            
                | PP | 
                121.59 | 
                121.59 | 
                121.59 | 
                121.70 | 
             
            
                | S1 | 
                121.14 | 
                121.14 | 
                121.63 | 
                121.37 | 
             
            
                | S2 | 
                120.57 | 
                120.57 | 
                121.53 | 
                 | 
             
            
                | S3 | 
                119.55 | 
                120.12 | 
                121.44 | 
                 | 
             
            
                | S4 | 
                118.53 | 
                119.10 | 
                121.16 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123.56 | 
         
        
            | 
2.618             | 
            122.97 | 
         
        
            | 
1.618             | 
            122.61 | 
         
        
            | 
1.000             | 
            122.39 | 
         
        
            | 
0.618             | 
            122.25 | 
         
        
            | 
HIGH             | 
            122.03 | 
         
        
            | 
0.618             | 
            121.89 | 
         
        
            | 
0.500             | 
            121.85 | 
         
        
            | 
0.382             | 
            121.81 | 
         
        
            | 
LOW             | 
            121.67 | 
         
        
            | 
0.618             | 
            121.45 | 
         
        
            | 
1.000             | 
            121.31 | 
         
        
            | 
1.618             | 
            121.09 | 
         
        
            | 
2.618             | 
            120.73 | 
         
        
            | 
4.250             | 
            120.14 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121.85 | 
                                121.67 | 
                             
                            
                                | PP | 
                                121.81 | 
                                121.62 | 
                             
                            
                                | S1 | 
                                121.76 | 
                                121.58 | 
                             
             
         |