Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Mar-2010 | 
                    01-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123.25 | 
                        123.38 | 
                        0.13 | 
                        0.1% | 
                        123.17 | 
                     
                    
                        | High | 
                        123.52 | 
                        123.50 | 
                        -0.02 | 
                        0.0% | 
                        123.78 | 
                     
                    
                        | Low | 
                        123.18 | 
                        123.13 | 
                        -0.05 | 
                        0.0% | 
                        122.53 | 
                     
                    
                        | Close | 
                        123.35 | 
                        123.44 | 
                        0.09 | 
                        0.1% | 
                        122.74 | 
                     
                    
                        | Range | 
                        0.34 | 
                        0.37 | 
                        0.03 | 
                        8.8% | 
                        1.25 | 
                     
                    
                        | ATR | 
                        0.48 | 
                        0.48 | 
                        -0.01 | 
                        -1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        837,461 | 
                        664,195 | 
                        -173,266 | 
                        -20.7% | 
                        4,153,415 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.47 | 
                124.32 | 
                123.64 | 
                 | 
             
            
                | R3 | 
                124.10 | 
                123.95 | 
                123.54 | 
                 | 
             
            
                | R2 | 
                123.73 | 
                123.73 | 
                123.51 | 
                 | 
             
            
                | R1 | 
                123.58 | 
                123.58 | 
                123.47 | 
                123.66 | 
             
            
                | PP | 
                123.36 | 
                123.36 | 
                123.36 | 
                123.39 | 
             
            
                | S1 | 
                123.21 | 
                123.21 | 
                123.41 | 
                123.29 | 
             
            
                | S2 | 
                122.99 | 
                122.99 | 
                123.37 | 
                 | 
             
            
                | S3 | 
                122.62 | 
                122.84 | 
                123.34 | 
                 | 
             
            
                | S4 | 
                122.25 | 
                122.47 | 
                123.24 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126.77 | 
                126.00 | 
                123.43 | 
                 | 
             
            
                | R3 | 
                125.52 | 
                124.75 | 
                123.08 | 
                 | 
             
            
                | R2 | 
                124.27 | 
                124.27 | 
                122.97 | 
                 | 
             
            
                | R1 | 
                123.50 | 
                123.50 | 
                122.85 | 
                123.26 | 
             
            
                | PP | 
                123.02 | 
                123.02 | 
                123.02 | 
                122.90 | 
             
            
                | S1 | 
                122.25 | 
                122.25 | 
                122.63 | 
                122.01 | 
             
            
                | S2 | 
                121.77 | 
                121.77 | 
                122.51 | 
                 | 
             
            
                | S3 | 
                120.52 | 
                121.00 | 
                122.40 | 
                 | 
             
            
                | S4 | 
                119.27 | 
                119.75 | 
                122.05 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                123.52 | 
                122.60 | 
                0.92 | 
                0.7% | 
                0.41 | 
                0.3% | 
                91% | 
                False | 
                False | 
                734,400 | 
                 
                
                | 10 | 
                123.78 | 
                122.53 | 
                1.25 | 
                1.0% | 
                0.46 | 
                0.4% | 
                73% | 
                False | 
                False | 
                781,000 | 
                 
                
                | 20 | 
                123.78 | 
                122.07 | 
                1.71 | 
                1.4% | 
                0.46 | 
                0.4% | 
                80% | 
                False | 
                False | 
                769,431 | 
                 
                
                | 40 | 
                123.78 | 
                121.10 | 
                2.68 | 
                2.2% | 
                0.46 | 
                0.4% | 
                87% | 
                False | 
                False | 
                430,264 | 
                 
                
                | 60 | 
                123.78 | 
                119.78 | 
                4.00 | 
                3.2% | 
                0.45 | 
                0.4% | 
                92% | 
                False | 
                False | 
                286,944 | 
                 
                
                | 80 | 
                123.78 | 
                119.52 | 
                4.26 | 
                3.5% | 
                0.42 | 
                0.3% | 
                92% | 
                False | 
                False | 
                215,229 | 
                 
                
                | 100 | 
                123.78 | 
                119.52 | 
                4.26 | 
                3.5% | 
                0.34 | 
                0.3% | 
                92% | 
                False | 
                False | 
                172,204 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            125.07 | 
         
        
            | 
2.618             | 
            124.47 | 
         
        
            | 
1.618             | 
            124.10 | 
         
        
            | 
1.000             | 
            123.87 | 
         
        
            | 
0.618             | 
            123.73 | 
         
        
            | 
HIGH             | 
            123.50 | 
         
        
            | 
0.618             | 
            123.36 | 
         
        
            | 
0.500             | 
            123.32 | 
         
        
            | 
0.382             | 
            123.27 | 
         
        
            | 
LOW             | 
            123.13 | 
         
        
            | 
0.618             | 
            122.90 | 
         
        
            | 
1.000             | 
            122.76 | 
         
        
            | 
1.618             | 
            122.53 | 
         
        
            | 
2.618             | 
            122.16 | 
         
        
            | 
4.250             | 
            121.56 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123.40 | 
                                123.34 | 
                             
                            
                                | PP | 
                                123.36 | 
                                123.24 | 
                             
                            
                                | S1 | 
                                123.32 | 
                                123.15 | 
                             
             
         |