Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Apr-2010 | 
                    19-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123.28 | 
                        123.71 | 
                        0.43 | 
                        0.3% | 
                        122.53 | 
                     
                    
                        | High | 
                        123.74 | 
                        123.88 | 
                        0.14 | 
                        0.1% | 
                        123.74 | 
                     
                    
                        | Low | 
                        123.25 | 
                        123.59 | 
                        0.34 | 
                        0.3% | 
                        122.11 | 
                     
                    
                        | Close | 
                        123.65 | 
                        123.74 | 
                        0.09 | 
                        0.1% | 
                        123.65 | 
                     
                    
                        | Range | 
                        0.49 | 
                        0.29 | 
                        -0.20 | 
                        -40.8% | 
                        1.63 | 
                     
                    
                        | ATR | 
                        0.54 | 
                        0.52 | 
                        -0.02 | 
                        -3.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        829,034 | 
                        704,667 | 
                        -124,367 | 
                        -15.0% | 
                        4,591,799 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.61 | 
                124.46 | 
                123.90 | 
                 | 
             
            
                | R3 | 
                124.32 | 
                124.17 | 
                123.82 | 
                 | 
             
            
                | R2 | 
                124.03 | 
                124.03 | 
                123.79 | 
                 | 
             
            
                | R1 | 
                123.88 | 
                123.88 | 
                123.77 | 
                123.96 | 
             
            
                | PP | 
                123.74 | 
                123.74 | 
                123.74 | 
                123.77 | 
             
            
                | S1 | 
                123.59 | 
                123.59 | 
                123.71 | 
                123.67 | 
             
            
                | S2 | 
                123.45 | 
                123.45 | 
                123.69 | 
                 | 
             
            
                | S3 | 
                123.16 | 
                123.30 | 
                123.66 | 
                 | 
             
            
                | S4 | 
                122.87 | 
                123.01 | 
                123.58 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                128.06 | 
                127.48 | 
                124.55 | 
                 | 
             
            
                | R3 | 
                126.43 | 
                125.85 | 
                124.10 | 
                 | 
             
            
                | R2 | 
                124.80 | 
                124.80 | 
                123.95 | 
                 | 
             
            
                | R1 | 
                124.22 | 
                124.22 | 
                123.80 | 
                124.51 | 
             
            
                | PP | 
                123.17 | 
                123.17 | 
                123.17 | 
                123.31 | 
             
            
                | S1 | 
                122.59 | 
                122.59 | 
                123.50 | 
                122.88 | 
             
            
                | S2 | 
                121.54 | 
                121.54 | 
                123.35 | 
                 | 
             
            
                | S3 | 
                119.91 | 
                120.96 | 
                123.20 | 
                 | 
             
            
                | S4 | 
                118.28 | 
                119.33 | 
                122.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                123.88 | 
                122.62 | 
                1.26 | 
                1.0% | 
                0.46 | 
                0.4% | 
                89% | 
                True | 
                False | 
                897,017 | 
                 
                
                | 10 | 
                123.88 | 
                122.11 | 
                1.77 | 
                1.4% | 
                0.52 | 
                0.4% | 
                92% | 
                True | 
                False | 
                867,077 | 
                 
                
                | 20 | 
                123.88 | 
                122.11 | 
                1.77 | 
                1.4% | 
                0.49 | 
                0.4% | 
                92% | 
                True | 
                False | 
                824,038 | 
                 
                
                | 40 | 
                123.88 | 
                121.10 | 
                2.78 | 
                2.2% | 
                0.48 | 
                0.4% | 
                95% | 
                True | 
                False | 
                646,672 | 
                 
                
                | 60 | 
                123.88 | 
                121.10 | 
                2.78 | 
                2.2% | 
                0.47 | 
                0.4% | 
                95% | 
                True | 
                False | 
                431,431 | 
                 
                
                | 80 | 
                123.88 | 
                119.52 | 
                4.36 | 
                3.5% | 
                0.43 | 
                0.4% | 
                97% | 
                True | 
                False | 
                323,605 | 
                 
                
                | 100 | 
                123.88 | 
                119.52 | 
                4.36 | 
                3.5% | 
                0.39 | 
                0.3% | 
                97% | 
                True | 
                False | 
                258,903 | 
                 
                
                | 120 | 
                123.88 | 
                119.52 | 
                4.36 | 
                3.5% | 
                0.33 | 
                0.3% | 
                97% | 
                True | 
                False | 
                215,768 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            125.11 | 
         
        
            | 
2.618             | 
            124.64 | 
         
        
            | 
1.618             | 
            124.35 | 
         
        
            | 
1.000             | 
            124.17 | 
         
        
            | 
0.618             | 
            124.06 | 
         
        
            | 
HIGH             | 
            123.88 | 
         
        
            | 
0.618             | 
            123.77 | 
         
        
            | 
0.500             | 
            123.74 | 
         
        
            | 
0.382             | 
            123.70 | 
         
        
            | 
LOW             | 
            123.59 | 
         
        
            | 
0.618             | 
            123.41 | 
         
        
            | 
1.000             | 
            123.30 | 
         
        
            | 
1.618             | 
            123.12 | 
         
        
            | 
2.618             | 
            122.83 | 
         
        
            | 
4.250             | 
            122.36 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123.74 | 
                                123.62 | 
                             
                            
                                | PP | 
                                123.74 | 
                                123.50 | 
                             
                            
                                | S1 | 
                                123.74 | 
                                123.38 | 
                             
             
         |