Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Feb-2010 | 
                    19-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121.87 | 
                        121.54 | 
                        -0.33 | 
                        -0.3% | 
                        121.97 | 
                     
                    
                        | High | 
                        121.93 | 
                        121.56 | 
                        -0.37 | 
                        -0.3% | 
                        122.20 | 
                     
                    
                        | Low | 
                        121.42 | 
                        121.11 | 
                        -0.31 | 
                        -0.3% | 
                        121.11 | 
                     
                    
                        | Close | 
                        121.53 | 
                        121.20 | 
                        -0.33 | 
                        -0.3% | 
                        121.20 | 
                     
                    
                        | Range | 
                        0.51 | 
                        0.45 | 
                        -0.06 | 
                        -11.8% | 
                        1.09 | 
                     
                    
                        | ATR | 
                        0.47 | 
                        0.47 | 
                        0.00 | 
                        -0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,157 | 
                        10,428 | 
                        8,271 | 
                        383.4% | 
                        16,343 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122.64 | 
                122.37 | 
                121.45 | 
                 | 
             
            
                | R3 | 
                122.19 | 
                121.92 | 
                121.32 | 
                 | 
             
            
                | R2 | 
                121.74 | 
                121.74 | 
                121.28 | 
                 | 
             
            
                | R1 | 
                121.47 | 
                121.47 | 
                121.24 | 
                121.38 | 
             
            
                | PP | 
                121.29 | 
                121.29 | 
                121.29 | 
                121.25 | 
             
            
                | S1 | 
                121.02 | 
                121.02 | 
                121.16 | 
                120.93 | 
             
            
                | S2 | 
                120.84 | 
                120.84 | 
                121.12 | 
                 | 
             
            
                | S3 | 
                120.39 | 
                120.57 | 
                121.08 | 
                 | 
             
            
                | S4 | 
                119.94 | 
                120.12 | 
                120.95 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.77 | 
                124.08 | 
                121.80 | 
                 | 
             
            
                | R3 | 
                123.68 | 
                122.99 | 
                121.50 | 
                 | 
             
            
                | R2 | 
                122.59 | 
                122.59 | 
                121.40 | 
                 | 
             
            
                | R1 | 
                121.90 | 
                121.90 | 
                121.30 | 
                121.70 | 
             
            
                | PP | 
                121.50 | 
                121.50 | 
                121.50 | 
                121.41 | 
             
            
                | S1 | 
                120.81 | 
                120.81 | 
                121.10 | 
                120.61 | 
             
            
                | S2 | 
                120.41 | 
                120.41 | 
                121.00 | 
                 | 
             
            
                | S3 | 
                119.32 | 
                119.72 | 
                120.90 | 
                 | 
             
            
                | S4 | 
                118.23 | 
                118.63 | 
                120.60 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                122.20 | 
                121.11 | 
                1.09 | 
                0.9% | 
                0.35 | 
                0.3% | 
                8% | 
                False | 
                True | 
                3,268 | 
                 
                
                | 10 | 
                122.80 | 
                121.11 | 
                1.69 | 
                1.4% | 
                0.41 | 
                0.3% | 
                5% | 
                False | 
                True | 
                2,251 | 
                 
                
                | 20 | 
                123.05 | 
                121.11 | 
                1.94 | 
                1.6% | 
                0.45 | 
                0.4% | 
                5% | 
                False | 
                True | 
                1,458 | 
                 
                
                | 40 | 
                123.05 | 
                119.52 | 
                3.53 | 
                2.9% | 
                0.39 | 
                0.3% | 
                48% | 
                False | 
                False | 
                787 | 
                 
                
                | 60 | 
                123.05 | 
                119.52 | 
                3.53 | 
                2.9% | 
                0.34 | 
                0.3% | 
                48% | 
                False | 
                False | 
                563 | 
                 
                
                | 80 | 
                123.05 | 
                119.52 | 
                3.53 | 
                2.9% | 
                0.25 | 
                0.2% | 
                48% | 
                False | 
                False | 
                444 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123.47 | 
         
        
            | 
2.618             | 
            122.74 | 
         
        
            | 
1.618             | 
            122.29 | 
         
        
            | 
1.000             | 
            122.01 | 
         
        
            | 
0.618             | 
            121.84 | 
         
        
            | 
HIGH             | 
            121.56 | 
         
        
            | 
0.618             | 
            121.39 | 
         
        
            | 
0.500             | 
            121.34 | 
         
        
            | 
0.382             | 
            121.28 | 
         
        
            | 
LOW             | 
            121.11 | 
         
        
            | 
0.618             | 
            120.83 | 
         
        
            | 
1.000             | 
            120.66 | 
         
        
            | 
1.618             | 
            120.38 | 
         
        
            | 
2.618             | 
            119.93 | 
         
        
            | 
4.250             | 
            119.20 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121.34 | 
                                121.61 | 
                             
                            
                                | PP | 
                                121.29 | 
                                121.47 | 
                             
                            
                                | S1 | 
                                121.25 | 
                                121.34 | 
                             
             
         |