Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Feb-2010 | 
                    05-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121.58 | 
                        122.33 | 
                        0.75 | 
                        0.6% | 
                        122.14 | 
                     
                    
                        | High | 
                        122.47 | 
                        123.05 | 
                        0.58 | 
                        0.5% | 
                        123.05 | 
                     
                    
                        | Low | 
                        121.54 | 
                        122.32 | 
                        0.78 | 
                        0.6% | 
                        121.50 | 
                     
                    
                        | Close | 
                        122.23 | 
                        122.72 | 
                        0.49 | 
                        0.4% | 
                        122.72 | 
                     
                    
                        | Range | 
                        0.93 | 
                        0.73 | 
                        -0.20 | 
                        -21.5% | 
                        1.55 | 
                     
                    
                        | ATR | 
                        0.45 | 
                        0.48 | 
                        0.03 | 
                        5.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        551 | 
                        2,360 | 
                        1,809 | 
                        328.3% | 
                        5,000 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.89 | 
                124.53 | 
                123.12 | 
                 | 
             
            
                | R3 | 
                124.16 | 
                123.80 | 
                122.92 | 
                 | 
             
            
                | R2 | 
                123.43 | 
                123.43 | 
                122.85 | 
                 | 
             
            
                | R1 | 
                123.07 | 
                123.07 | 
                122.79 | 
                123.25 | 
             
            
                | PP | 
                122.70 | 
                122.70 | 
                122.70 | 
                122.79 | 
             
            
                | S1 | 
                122.34 | 
                122.34 | 
                122.65 | 
                122.52 | 
             
            
                | S2 | 
                121.97 | 
                121.97 | 
                122.59 | 
                 | 
             
            
                | S3 | 
                121.24 | 
                121.61 | 
                122.52 | 
                 | 
             
            
                | S4 | 
                120.51 | 
                120.88 | 
                122.32 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                127.07 | 
                126.45 | 
                123.57 | 
                 | 
             
            
                | R3 | 
                125.52 | 
                124.90 | 
                123.15 | 
                 | 
             
            
                | R2 | 
                123.97 | 
                123.97 | 
                123.00 | 
                 | 
             
            
                | R1 | 
                123.35 | 
                123.35 | 
                122.86 | 
                123.66 | 
             
            
                | PP | 
                122.42 | 
                122.42 | 
                122.42 | 
                122.58 | 
             
            
                | S1 | 
                121.80 | 
                121.80 | 
                122.58 | 
                122.11 | 
             
            
                | S2 | 
                120.87 | 
                120.87 | 
                122.44 | 
                 | 
             
            
                | S3 | 
                119.32 | 
                120.25 | 
                122.29 | 
                 | 
             
            
                | S4 | 
                117.77 | 
                118.70 | 
                121.87 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            126.15 | 
         
        
            | 
2.618             | 
            124.96 | 
         
        
            | 
1.618             | 
            124.23 | 
         
        
            | 
1.000             | 
            123.78 | 
         
        
            | 
0.618             | 
            123.50 | 
         
        
            | 
HIGH             | 
            123.05 | 
         
        
            | 
0.618             | 
            122.77 | 
         
        
            | 
0.500             | 
            122.69 | 
         
        
            | 
0.382             | 
            122.60 | 
         
        
            | 
LOW             | 
            122.32 | 
         
        
            | 
0.618             | 
            121.87 | 
         
        
            | 
1.000             | 
            121.59 | 
         
        
            | 
1.618             | 
            121.14 | 
         
        
            | 
2.618             | 
            120.41 | 
         
        
            | 
4.250             | 
            119.22 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.71 | 
                                122.57 | 
                             
                            
                                | PP | 
                                122.70 | 
                                122.42 | 
                             
                            
                                | S1 | 
                                122.69 | 
                                122.28 | 
                             
             
         |