Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Feb-2010 | 
                    09-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.80 | 
                        122.40 | 
                        -0.40 | 
                        -0.3% | 
                        122.14 | 
                     
                    
                        | High | 
                        122.80 | 
                        122.57 | 
                        -0.23 | 
                        -0.2% | 
                        123.05 | 
                     
                    
                        | Low | 
                        122.46 | 
                        121.88 | 
                        -0.58 | 
                        -0.5% | 
                        121.50 | 
                     
                    
                        | Close | 
                        122.43 | 
                        122.51 | 
                        0.08 | 
                        0.1% | 
                        122.72 | 
                     
                    
                        | Range | 
                        0.34 | 
                        0.69 | 
                        0.35 | 
                        102.9% | 
                        1.55 | 
                     
                    
                        | ATR | 
                        0.47 | 
                        0.48 | 
                        0.02 | 
                        3.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        116 | 
                        3,066 | 
                        2,950 | 
                        2,543.1% | 
                        5,000 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.39 | 
                124.14 | 
                122.89 | 
                 | 
             
            
                | R3 | 
                123.70 | 
                123.45 | 
                122.70 | 
                 | 
             
            
                | R2 | 
                123.01 | 
                123.01 | 
                122.64 | 
                 | 
             
            
                | R1 | 
                122.76 | 
                122.76 | 
                122.57 | 
                122.89 | 
             
            
                | PP | 
                122.32 | 
                122.32 | 
                122.32 | 
                122.38 | 
             
            
                | S1 | 
                122.07 | 
                122.07 | 
                122.45 | 
                122.20 | 
             
            
                | S2 | 
                121.63 | 
                121.63 | 
                122.38 | 
                 | 
             
            
                | S3 | 
                120.94 | 
                121.38 | 
                122.32 | 
                 | 
             
            
                | S4 | 
                120.25 | 
                120.69 | 
                122.13 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                123.05 | 
                121.50 | 
                1.55 | 
                1.3% | 
                0.61 | 
                0.5% | 
                65% | 
                False | 
                False | 
                1,370 | 
                 
                
                | 10 | 
                123.05 | 
                121.50 | 
                1.55 | 
                1.3% | 
                0.51 | 
                0.4% | 
                65% | 
                False | 
                False | 
                974 | 
                 
                
                | 20 | 
                123.05 | 
                120.42 | 
                2.63 | 
                2.1% | 
                0.45 | 
                0.4% | 
                79% | 
                False | 
                False | 
                568 | 
                 
                
                | 40 | 
                123.05 | 
                119.52 | 
                3.53 | 
                2.9% | 
                0.40 | 
                0.3% | 
                85% | 
                False | 
                False | 
                331 | 
                 
                
                | 60 | 
                123.05 | 
                119.52 | 
                3.53 | 
                2.9% | 
                0.29 | 
                0.2% | 
                85% | 
                False | 
                False | 
                252 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            125.50 | 
         
        
            | 
2.618             | 
            124.38 | 
         
        
            | 
1.618             | 
            123.69 | 
         
        
            | 
1.000             | 
            123.26 | 
         
        
            | 
0.618             | 
            123.00 | 
         
        
            | 
HIGH             | 
            122.57 | 
         
        
            | 
0.618             | 
            122.31 | 
         
        
            | 
0.500             | 
            122.23 | 
         
        
            | 
0.382             | 
            122.14 | 
         
        
            | 
LOW             | 
            121.88 | 
         
        
            | 
0.618             | 
            121.45 | 
         
        
            | 
1.000             | 
            121.19 | 
         
        
            | 
1.618             | 
            120.76 | 
         
        
            | 
2.618             | 
            120.07 | 
         
        
            | 
4.250             | 
            118.95 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.42 | 
                                122.50 | 
                             
                            
                                | PP | 
                                122.32 | 
                                122.48 | 
                             
                            
                                | S1 | 
                                122.23 | 
                                122.47 | 
                             
             
         |