Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jan-2010 | 
                    27-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.12 | 
                        121.89 | 
                        -0.23 | 
                        -0.2% | 
                        121.18 | 
                     
                    
                        | High | 
                        122.12 | 
                        122.08 | 
                        -0.04 | 
                        0.0% | 
                        122.03 | 
                     
                    
                        | Low | 
                        121.77 | 
                        121.60 | 
                        -0.17 | 
                        -0.1% | 
                        121.01 | 
                     
                    
                        | Close | 
                        121.83 | 
                        121.92 | 
                        0.09 | 
                        0.1% | 
                        121.72 | 
                     
                    
                        | Range | 
                        0.35 | 
                        0.48 | 
                        0.13 | 
                        37.1% | 
                        1.02 | 
                     
                    
                        | ATR | 
                        0.41 | 
                        0.41 | 
                        0.01 | 
                        1.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        75 | 
                        925 | 
                        850 | 
                        1,133.3% | 
                        684 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123.31 | 
                123.09 | 
                122.18 | 
                 | 
             
            
                | R3 | 
                122.83 | 
                122.61 | 
                122.05 | 
                 | 
             
            
                | R2 | 
                122.35 | 
                122.35 | 
                122.01 | 
                 | 
             
            
                | R1 | 
                122.13 | 
                122.13 | 
                121.96 | 
                122.24 | 
             
            
                | PP | 
                121.87 | 
                121.87 | 
                121.87 | 
                121.92 | 
             
            
                | S1 | 
                121.65 | 
                121.65 | 
                121.88 | 
                121.76 | 
             
            
                | S2 | 
                121.39 | 
                121.39 | 
                121.83 | 
                 | 
             
            
                | S3 | 
                120.91 | 
                121.17 | 
                121.79 | 
                 | 
             
            
                | S4 | 
                120.43 | 
                120.69 | 
                121.66 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                122.12 | 
                121.27 | 
                0.85 | 
                0.7% | 
                0.45 | 
                0.4% | 
                76% | 
                False | 
                False | 
                275 | 
                 
                
                | 10 | 
                122.12 | 
                120.56 | 
                1.56 | 
                1.3% | 
                0.39 | 
                0.3% | 
                87% | 
                False | 
                False | 
                229 | 
                 
                
                | 20 | 
                122.12 | 
                119.52 | 
                2.60 | 
                2.1% | 
                0.33 | 
                0.3% | 
                92% | 
                False | 
                False | 
                153 | 
                 
                
                | 40 | 
                122.66 | 
                119.52 | 
                3.14 | 
                2.6% | 
                0.31 | 
                0.3% | 
                76% | 
                False | 
                False | 
                131 | 
                 
                
                | 60 | 
                122.66 | 
                119.52 | 
                3.14 | 
                2.6% | 
                0.21 | 
                0.2% | 
                76% | 
                False | 
                False | 
                117 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            124.12 | 
         
        
            | 
2.618             | 
            123.34 | 
         
        
            | 
1.618             | 
            122.86 | 
         
        
            | 
1.000             | 
            122.56 | 
         
        
            | 
0.618             | 
            122.38 | 
         
        
            | 
HIGH             | 
            122.08 | 
         
        
            | 
0.618             | 
            121.90 | 
         
        
            | 
0.500             | 
            121.84 | 
         
        
            | 
0.382             | 
            121.78 | 
         
        
            | 
LOW             | 
            121.60 | 
         
        
            | 
0.618             | 
            121.30 | 
         
        
            | 
1.000             | 
            121.12 | 
         
        
            | 
1.618             | 
            120.82 | 
         
        
            | 
2.618             | 
            120.34 | 
         
        
            | 
4.250             | 
            119.56 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121.89 | 
                                121.90 | 
                             
                            
                                | PP | 
                                121.87 | 
                                121.87 | 
                             
                            
                                | S1 | 
                                121.84 | 
                                121.85 | 
                             
             
         |