Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jan-2010 | 
                    29-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121.55 | 
                        121.81 | 
                        0.26 | 
                        0.2% | 
                        122.00 | 
                     
                    
                        | High | 
                        121.93 | 
                        122.20 | 
                        0.27 | 
                        0.2% | 
                        122.20 | 
                     
                    
                        | Low | 
                        121.50 | 
                        121.53 | 
                        0.03 | 
                        0.0% | 
                        121.50 | 
                     
                    
                        | Close | 
                        121.84 | 
                        121.91 | 
                        0.07 | 
                        0.1% | 
                        121.91 | 
                     
                    
                        | Range | 
                        0.43 | 
                        0.67 | 
                        0.24 | 
                        55.8% | 
                        0.70 | 
                     
                    
                        | ATR | 
                        0.41 | 
                        0.43 | 
                        0.02 | 
                        4.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        530 | 
                        109 | 
                        -421 | 
                        -79.4% | 
                        1,650 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123.89 | 
                123.57 | 
                122.28 | 
                 | 
             
            
                | R3 | 
                123.22 | 
                122.90 | 
                122.09 | 
                 | 
             
            
                | R2 | 
                122.55 | 
                122.55 | 
                122.03 | 
                 | 
             
            
                | R1 | 
                122.23 | 
                122.23 | 
                121.97 | 
                122.39 | 
             
            
                | PP | 
                121.88 | 
                121.88 | 
                121.88 | 
                121.96 | 
             
            
                | S1 | 
                121.56 | 
                121.56 | 
                121.85 | 
                121.72 | 
             
            
                | S2 | 
                121.21 | 
                121.21 | 
                121.79 | 
                 | 
             
            
                | S3 | 
                120.54 | 
                120.89 | 
                121.73 | 
                 | 
             
            
                | S4 | 
                119.87 | 
                120.22 | 
                121.54 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123.97 | 
                123.64 | 
                122.30 | 
                 | 
             
            
                | R3 | 
                123.27 | 
                122.94 | 
                122.10 | 
                 | 
             
            
                | R2 | 
                122.57 | 
                122.57 | 
                122.04 | 
                 | 
             
            
                | R1 | 
                122.24 | 
                122.24 | 
                121.97 | 
                122.06 | 
             
            
                | PP | 
                121.87 | 
                121.87 | 
                121.87 | 
                121.78 | 
             
            
                | S1 | 
                121.54 | 
                121.54 | 
                121.85 | 
                121.36 | 
             
            
                | S2 | 
                121.17 | 
                121.17 | 
                121.78 | 
                 | 
             
            
                | S3 | 
                120.47 | 
                120.84 | 
                121.72 | 
                 | 
             
            
                | S4 | 
                119.77 | 
                120.14 | 
                121.53 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            125.05 | 
         
        
            | 
2.618             | 
            123.95 | 
         
        
            | 
1.618             | 
            123.28 | 
         
        
            | 
1.000             | 
            122.87 | 
         
        
            | 
0.618             | 
            122.61 | 
         
        
            | 
HIGH             | 
            122.20 | 
         
        
            | 
0.618             | 
            121.94 | 
         
        
            | 
0.500             | 
            121.87 | 
         
        
            | 
0.382             | 
            121.79 | 
         
        
            | 
LOW             | 
            121.53 | 
         
        
            | 
0.618             | 
            121.12 | 
         
        
            | 
1.000             | 
            120.86 | 
         
        
            | 
1.618             | 
            120.45 | 
         
        
            | 
2.618             | 
            119.78 | 
         
        
            | 
4.250             | 
            118.68 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121.90 | 
                                121.89 | 
                             
                            
                                | PP | 
                                121.88 | 
                                121.87 | 
                             
                            
                                | S1 | 
                                121.87 | 
                                121.85 | 
                             
             
         |