Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Mar-2010 | 
                    19-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123.26 | 
                        123.06 | 
                        -0.20 | 
                        -0.2% | 
                        122.55 | 
                     
                    
                        | High | 
                        123.39 | 
                        123.27 | 
                        -0.12 | 
                        -0.1% | 
                        123.39 | 
                     
                    
                        | Low | 
                        122.98 | 
                        122.87 | 
                        -0.11 | 
                        -0.1% | 
                        122.45 | 
                     
                    
                        | Close | 
                        123.08 | 
                        123.19 | 
                        0.11 | 
                        0.1% | 
                        123.19 | 
                     
                    
                        | Range | 
                        0.41 | 
                        0.40 | 
                        -0.01 | 
                        -2.4% | 
                        0.94 | 
                     
                    
                        | ATR | 
                        0.48 | 
                        0.47 | 
                        -0.01 | 
                        -1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        741,747 | 
                        723,182 | 
                        -18,565 | 
                        -2.5% | 
                        3,583,237 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.31 | 
                124.15 | 
                123.41 | 
                 | 
             
            
                | R3 | 
                123.91 | 
                123.75 | 
                123.30 | 
                 | 
             
            
                | R2 | 
                123.51 | 
                123.51 | 
                123.26 | 
                 | 
             
            
                | R1 | 
                123.35 | 
                123.35 | 
                123.23 | 
                123.43 | 
             
            
                | PP | 
                123.11 | 
                123.11 | 
                123.11 | 
                123.15 | 
             
            
                | S1 | 
                122.95 | 
                122.95 | 
                123.15 | 
                123.03 | 
             
            
                | S2 | 
                122.71 | 
                122.71 | 
                123.12 | 
                 | 
             
            
                | S3 | 
                122.31 | 
                122.55 | 
                123.08 | 
                 | 
             
            
                | S4 | 
                121.91 | 
                122.15 | 
                122.97 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125.83 | 
                125.45 | 
                123.71 | 
                 | 
             
            
                | R3 | 
                124.89 | 
                124.51 | 
                123.45 | 
                 | 
             
            
                | R2 | 
                123.95 | 
                123.95 | 
                123.36 | 
                 | 
             
            
                | R1 | 
                123.57 | 
                123.57 | 
                123.28 | 
                123.76 | 
             
            
                | PP | 
                123.01 | 
                123.01 | 
                123.01 | 
                123.11 | 
             
            
                | S1 | 
                122.63 | 
                122.63 | 
                123.10 | 
                122.82 | 
             
            
                | S2 | 
                122.07 | 
                122.07 | 
                123.02 | 
                 | 
             
            
                | S3 | 
                121.13 | 
                121.69 | 
                122.93 | 
                 | 
             
            
                | S4 | 
                120.19 | 
                120.75 | 
                122.67 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                123.39 | 
                122.45 | 
                0.94 | 
                0.8% | 
                0.45 | 
                0.4% | 
                79% | 
                False | 
                False | 
                716,647 | 
                 
                
                | 10 | 
                123.39 | 
                122.07 | 
                1.32 | 
                1.1% | 
                0.45 | 
                0.4% | 
                85% | 
                False | 
                False | 
                734,844 | 
                 
                
                | 20 | 
                123.39 | 
                121.10 | 
                2.29 | 
                1.9% | 
                0.47 | 
                0.4% | 
                91% | 
                False | 
                False | 
                504,944 | 
                 
                
                | 40 | 
                123.39 | 
                121.10 | 
                2.29 | 
                1.9% | 
                0.46 | 
                0.4% | 
                91% | 
                False | 
                False | 
                253,201 | 
                 
                
                | 60 | 
                123.39 | 
                119.52 | 
                3.87 | 
                3.1% | 
                0.41 | 
                0.3% | 
                95% | 
                False | 
                False | 
                168,840 | 
                 
                
                | 80 | 
                123.39 | 
                119.52 | 
                3.87 | 
                3.1% | 
                0.37 | 
                0.3% | 
                95% | 
                False | 
                False | 
                126,658 | 
                 
                
                | 100 | 
                123.39 | 
                119.52 | 
                3.87 | 
                3.1% | 
                0.30 | 
                0.2% | 
                95% | 
                False | 
                False | 
                101,344 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            124.97 | 
         
        
            | 
2.618             | 
            124.32 | 
         
        
            | 
1.618             | 
            123.92 | 
         
        
            | 
1.000             | 
            123.67 | 
         
        
            | 
0.618             | 
            123.52 | 
         
        
            | 
HIGH             | 
            123.27 | 
         
        
            | 
0.618             | 
            123.12 | 
         
        
            | 
0.500             | 
            123.07 | 
         
        
            | 
0.382             | 
            123.02 | 
         
        
            | 
LOW             | 
            122.87 | 
         
        
            | 
0.618             | 
            122.62 | 
         
        
            | 
1.000             | 
            122.47 | 
         
        
            | 
1.618             | 
            122.22 | 
         
        
            | 
2.618             | 
            121.82 | 
         
        
            | 
4.250             | 
            121.17 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123.15 | 
                                123.17 | 
                             
                            
                                | PP | 
                                123.11 | 
                                123.15 | 
                             
                            
                                | S1 | 
                                123.07 | 
                                123.13 | 
                             
             
         |