Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Apr-2010 | 
                    06-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123.38 | 
                        122.98 | 
                        -0.40 | 
                        -0.3% | 
                        122.74 | 
                     
                    
                        | High | 
                        123.50 | 
                        123.18 | 
                        -0.32 | 
                        -0.3% | 
                        123.52 | 
                     
                    
                        | Low | 
                        123.13 | 
                        122.54 | 
                        -0.59 | 
                        -0.5% | 
                        122.62 | 
                     
                    
                        | Close | 
                        123.44 | 
                        122.88 | 
                        -0.56 | 
                        -0.5% | 
                        123.44 | 
                     
                    
                        | Range | 
                        0.37 | 
                        0.64 | 
                        0.27 | 
                        73.0% | 
                        0.90 | 
                     
                    
                        | ATR | 
                        0.48 | 
                        0.51 | 
                        0.03 | 
                        6.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        664,195 | 
                        884,345 | 
                        220,150 | 
                        33.1% | 
                        2,933,405 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.79 | 
                124.47 | 
                123.23 | 
                 | 
             
            
                | R3 | 
                124.15 | 
                123.83 | 
                123.06 | 
                 | 
             
            
                | R2 | 
                123.51 | 
                123.51 | 
                123.00 | 
                 | 
             
            
                | R1 | 
                123.19 | 
                123.19 | 
                122.94 | 
                123.03 | 
             
            
                | PP | 
                122.87 | 
                122.87 | 
                122.87 | 
                122.79 | 
             
            
                | S1 | 
                122.55 | 
                122.55 | 
                122.82 | 
                122.39 | 
             
            
                | S2 | 
                122.23 | 
                122.23 | 
                122.76 | 
                 | 
             
            
                | S3 | 
                121.59 | 
                121.91 | 
                122.70 | 
                 | 
             
            
                | S4 | 
                120.95 | 
                121.27 | 
                122.53 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125.89 | 
                125.57 | 
                123.94 | 
                 | 
             
            
                | R3 | 
                124.99 | 
                124.67 | 
                123.69 | 
                 | 
             
            
                | R2 | 
                124.09 | 
                124.09 | 
                123.61 | 
                 | 
             
            
                | R1 | 
                123.77 | 
                123.77 | 
                123.52 | 
                123.93 | 
             
            
                | PP | 
                123.19 | 
                123.19 | 
                123.19 | 
                123.28 | 
             
            
                | S1 | 
                122.87 | 
                122.87 | 
                123.36 | 
                123.03 | 
             
            
                | S2 | 
                122.29 | 
                122.29 | 
                123.28 | 
                 | 
             
            
                | S3 | 
                121.39 | 
                121.97 | 
                123.19 | 
                 | 
             
            
                | S4 | 
                120.49 | 
                121.07 | 
                122.95 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                123.52 | 
                122.54 | 
                0.98 | 
                0.8% | 
                0.48 | 
                0.4% | 
                35% | 
                False | 
                True | 
                763,550 | 
                 
                
                | 10 | 
                123.78 | 
                122.53 | 
                1.25 | 
                1.0% | 
                0.49 | 
                0.4% | 
                28% | 
                False | 
                False | 
                797,116 | 
                 
                
                | 20 | 
                123.78 | 
                122.07 | 
                1.71 | 
                1.4% | 
                0.47 | 
                0.4% | 
                47% | 
                False | 
                False | 
                765,980 | 
                 
                
                | 40 | 
                123.78 | 
                121.10 | 
                2.68 | 
                2.2% | 
                0.46 | 
                0.4% | 
                66% | 
                False | 
                False | 
                452,314 | 
                 
                
                | 60 | 
                123.78 | 
                119.80 | 
                3.98 | 
                3.2% | 
                0.45 | 
                0.4% | 
                77% | 
                False | 
                False | 
                301,681 | 
                 
                
                | 80 | 
                123.78 | 
                119.52 | 
                4.26 | 
                3.5% | 
                0.43 | 
                0.4% | 
                79% | 
                False | 
                False | 
                226,283 | 
                 
                
                | 100 | 
                123.78 | 
                119.52 | 
                4.26 | 
                3.5% | 
                0.35 | 
                0.3% | 
                79% | 
                False | 
                False | 
                181,047 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            125.90 | 
         
        
            | 
2.618             | 
            124.86 | 
         
        
            | 
1.618             | 
            124.22 | 
         
        
            | 
1.000             | 
            123.82 | 
         
        
            | 
0.618             | 
            123.58 | 
         
        
            | 
HIGH             | 
            123.18 | 
         
        
            | 
0.618             | 
            122.94 | 
         
        
            | 
0.500             | 
            122.86 | 
         
        
            | 
0.382             | 
            122.78 | 
         
        
            | 
LOW             | 
            122.54 | 
         
        
            | 
0.618             | 
            122.14 | 
         
        
            | 
1.000             | 
            121.90 | 
         
        
            | 
1.618             | 
            121.50 | 
         
        
            | 
2.618             | 
            120.86 | 
         
        
            | 
4.250             | 
            119.82 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.87 | 
                                123.03 | 
                             
                            
                                | PP | 
                                122.87 | 
                                122.98 | 
                             
                            
                                | S1 | 
                                122.86 | 
                                122.93 | 
                             
             
         |