Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Feb-2010 | 
                    02-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.14 | 
                        121.79 | 
                        -0.35 | 
                        -0.3% | 
                        122.00 | 
                     
                    
                        | High | 
                        122.14 | 
                        122.06 | 
                        -0.08 | 
                        -0.1% | 
                        122.20 | 
                     
                    
                        | Low | 
                        121.94 | 
                        121.78 | 
                        -0.16 | 
                        -0.1% | 
                        121.50 | 
                     
                    
                        | Close | 
                        122.04 | 
                        121.99 | 
                        -0.05 | 
                        0.0% | 
                        121.91 | 
                     
                    
                        | Range | 
                        0.20 | 
                        0.28 | 
                        0.08 | 
                        40.0% | 
                        0.70 | 
                     
                    
                        | ATR | 
                        0.42 | 
                        0.41 | 
                        -0.01 | 
                        -2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        433 | 
                        896 | 
                        463 | 
                        106.9% | 
                        1,650 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122.78 | 
                122.67 | 
                122.14 | 
                 | 
             
            
                | R3 | 
                122.50 | 
                122.39 | 
                122.07 | 
                 | 
             
            
                | R2 | 
                122.22 | 
                122.22 | 
                122.04 | 
                 | 
             
            
                | R1 | 
                122.11 | 
                122.11 | 
                122.02 | 
                122.17 | 
             
            
                | PP | 
                121.94 | 
                121.94 | 
                121.94 | 
                121.97 | 
             
            
                | S1 | 
                121.83 | 
                121.83 | 
                121.96 | 
                121.89 | 
             
            
                | S2 | 
                121.66 | 
                121.66 | 
                121.94 | 
                 | 
             
            
                | S3 | 
                121.38 | 
                121.55 | 
                121.91 | 
                 | 
             
            
                | S4 | 
                121.10 | 
                121.27 | 
                121.84 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                122.20 | 
                121.50 | 
                0.70 | 
                0.6% | 
                0.41 | 
                0.3% | 
                70% | 
                False | 
                False | 
                578 | 
                 
                
                | 10 | 
                122.20 | 
                121.12 | 
                1.08 | 
                0.9% | 
                0.44 | 
                0.4% | 
                81% | 
                False | 
                False | 
                364 | 
                 
                
                | 20 | 
                122.20 | 
                119.78 | 
                2.42 | 
                2.0% | 
                0.37 | 
                0.3% | 
                91% | 
                False | 
                False | 
                238 | 
                 
                
                | 40 | 
                122.23 | 
                119.52 | 
                2.71 | 
                2.2% | 
                0.35 | 
                0.3% | 
                91% | 
                False | 
                False | 
                169 | 
                 
                
                | 60 | 
                122.66 | 
                119.52 | 
                3.14 | 
                2.6% | 
                0.24 | 
                0.2% | 
                79% | 
                False | 
                False | 
                145 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123.25 | 
         
        
            | 
2.618             | 
            122.79 | 
         
        
            | 
1.618             | 
            122.51 | 
         
        
            | 
1.000             | 
            122.34 | 
         
        
            | 
0.618             | 
            122.23 | 
         
        
            | 
HIGH             | 
            122.06 | 
         
        
            | 
0.618             | 
            121.95 | 
         
        
            | 
0.500             | 
            121.92 | 
         
        
            | 
0.382             | 
            121.89 | 
         
        
            | 
LOW             | 
            121.78 | 
         
        
            | 
0.618             | 
            121.61 | 
         
        
            | 
1.000             | 
            121.50 | 
         
        
            | 
1.618             | 
            121.33 | 
         
        
            | 
2.618             | 
            121.05 | 
         
        
            | 
4.250             | 
            120.59 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121.97 | 
                                121.95 | 
                             
                            
                                | PP | 
                                121.94 | 
                                121.91 | 
                             
                            
                                | S1 | 
                                121.92 | 
                                121.87 | 
                             
             
         |