Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Apr-2010 | 
                    15-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.89 | 
                        122.93 | 
                        0.04 | 
                        0.0% | 
                        122.98 | 
                     
                    
                        | High | 
                        123.26 | 
                        123.39 | 
                        0.13 | 
                        0.1% | 
                        123.60 | 
                     
                    
                        | Low | 
                        122.78 | 
                        122.87 | 
                        0.09 | 
                        0.1% | 
                        122.54 | 
                     
                    
                        | Close | 
                        123.14 | 
                        123.19 | 
                        0.05 | 
                        0.0% | 
                        122.84 | 
                     
                    
                        | Range | 
                        0.48 | 
                        0.52 | 
                        0.04 | 
                        8.3% | 
                        1.06 | 
                     
                    
                        | ATR | 
                        0.54 | 
                        0.53 | 
                        0.00 | 
                        -0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        998,151 | 
                        1,032,386 | 
                        34,235 | 
                        3.4% | 
                        3,374,304 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.71 | 
                124.47 | 
                123.48 | 
                 | 
             
            
                | R3 | 
                124.19 | 
                123.95 | 
                123.33 | 
                 | 
             
            
                | R2 | 
                123.67 | 
                123.67 | 
                123.29 | 
                 | 
             
            
                | R1 | 
                123.43 | 
                123.43 | 
                123.24 | 
                123.55 | 
             
            
                | PP | 
                123.15 | 
                123.15 | 
                123.15 | 
                123.21 | 
             
            
                | S1 | 
                122.91 | 
                122.91 | 
                123.14 | 
                123.03 | 
             
            
                | S2 | 
                122.63 | 
                122.63 | 
                123.09 | 
                 | 
             
            
                | S3 | 
                122.11 | 
                122.39 | 
                123.05 | 
                 | 
             
            
                | S4 | 
                121.59 | 
                121.87 | 
                122.90 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126.17 | 
                125.57 | 
                123.42 | 
                 | 
             
            
                | R3 | 
                125.11 | 
                124.51 | 
                123.13 | 
                 | 
             
            
                | R2 | 
                124.05 | 
                124.05 | 
                123.03 | 
                 | 
             
            
                | R1 | 
                123.45 | 
                123.45 | 
                122.94 | 
                123.22 | 
             
            
                | PP | 
                122.99 | 
                122.99 | 
                122.99 | 
                122.88 | 
             
            
                | S1 | 
                122.39 | 
                122.39 | 
                122.74 | 
                122.16 | 
             
            
                | S2 | 
                121.93 | 
                121.93 | 
                122.65 | 
                 | 
             
            
                | S3 | 
                120.87 | 
                121.33 | 
                122.55 | 
                 | 
             
            
                | S4 | 
                119.81 | 
                120.27 | 
                122.26 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                123.39 | 
                122.11 | 
                1.28 | 
                1.0% | 
                0.57 | 
                0.5% | 
                84% | 
                True | 
                False | 
                939,882 | 
                 
                
                | 10 | 
                123.60 | 
                122.11 | 
                1.49 | 
                1.2% | 
                0.51 | 
                0.4% | 
                72% | 
                False | 
                False | 
                863,872 | 
                 
                
                | 20 | 
                123.78 | 
                122.11 | 
                1.67 | 
                1.4% | 
                0.49 | 
                0.4% | 
                65% | 
                False | 
                False | 
                825,156 | 
                 
                
                | 40 | 
                123.78 | 
                121.10 | 
                2.68 | 
                2.2% | 
                0.48 | 
                0.4% | 
                78% | 
                False | 
                False | 
                608,464 | 
                 
                
                | 60 | 
                123.78 | 
                121.10 | 
                2.68 | 
                2.2% | 
                0.48 | 
                0.4% | 
                78% | 
                False | 
                False | 
                405,876 | 
                 
                
                | 80 | 
                123.78 | 
                119.52 | 
                4.26 | 
                3.5% | 
                0.44 | 
                0.4% | 
                86% | 
                False | 
                False | 
                304,437 | 
                 
                
                | 100 | 
                123.78 | 
                119.52 | 
                4.26 | 
                3.5% | 
                0.38 | 
                0.3% | 
                86% | 
                False | 
                False | 
                243,567 | 
                 
                
                | 120 | 
                123.78 | 
                119.52 | 
                4.26 | 
                3.5% | 
                0.32 | 
                0.3% | 
                86% | 
                False | 
                False | 
                202,988 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            125.60 | 
         
        
            | 
2.618             | 
            124.75 | 
         
        
            | 
1.618             | 
            124.23 | 
         
        
            | 
1.000             | 
            123.91 | 
         
        
            | 
0.618             | 
            123.71 | 
         
        
            | 
HIGH             | 
            123.39 | 
         
        
            | 
0.618             | 
            123.19 | 
         
        
            | 
0.500             | 
            123.13 | 
         
        
            | 
0.382             | 
            123.07 | 
         
        
            | 
LOW             | 
            122.87 | 
         
        
            | 
0.618             | 
            122.55 | 
         
        
            | 
1.000             | 
            122.35 | 
         
        
            | 
1.618             | 
            122.03 | 
         
        
            | 
2.618             | 
            121.51 | 
         
        
            | 
4.250             | 
            120.66 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123.17 | 
                                123.13 | 
                             
                            
                                | PP | 
                                123.15 | 
                                123.07 | 
                             
                            
                                | S1 | 
                                123.13 | 
                                123.01 | 
                             
             
         |