Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Apr-2010 | 
                    21-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123.66 | 
                        123.42 | 
                        -0.24 | 
                        -0.2% | 
                        122.53 | 
                     
                    
                        | High | 
                        123.74 | 
                        123.87 | 
                        0.13 | 
                        0.1% | 
                        123.74 | 
                     
                    
                        | Low | 
                        123.39 | 
                        123.37 | 
                        -0.02 | 
                        0.0% | 
                        122.11 | 
                     
                    
                        | Close | 
                        123.50 | 
                        123.76 | 
                        0.26 | 
                        0.2% | 
                        123.65 | 
                     
                    
                        | Range | 
                        0.35 | 
                        0.50 | 
                        0.15 | 
                        42.9% | 
                        1.63 | 
                     
                    
                        | ATR | 
                        0.51 | 
                        0.51 | 
                        0.00 | 
                        -0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        874,059 | 
                        921,092 | 
                        47,033 | 
                        5.4% | 
                        4,591,799 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125.17 | 
                124.96 | 
                124.04 | 
                 | 
             
            
                | R3 | 
                124.67 | 
                124.46 | 
                123.90 | 
                 | 
             
            
                | R2 | 
                124.17 | 
                124.17 | 
                123.85 | 
                 | 
             
            
                | R1 | 
                123.96 | 
                123.96 | 
                123.81 | 
                124.07 | 
             
            
                | PP | 
                123.67 | 
                123.67 | 
                123.67 | 
                123.72 | 
             
            
                | S1 | 
                123.46 | 
                123.46 | 
                123.71 | 
                123.57 | 
             
            
                | S2 | 
                123.17 | 
                123.17 | 
                123.67 | 
                 | 
             
            
                | S3 | 
                122.67 | 
                122.96 | 
                123.62 | 
                 | 
             
            
                | S4 | 
                122.17 | 
                122.46 | 
                123.49 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                122.87 | 
                1.01 | 
                0.8% | 
                0.43 | 
                0.3% | 
                88% | 
                False | 
                False | 
                872,247 | 
                 
                
                | 10 | 
                123.88 | 
                122.11 | 
                1.77 | 
                1.4% | 
                0.48 | 
                0.4% | 
                93% | 
                False | 
                False | 
                876,018 | 
                 
                
                | 20 | 
                123.88 | 
                122.11 | 
                1.77 | 
                1.4% | 
                0.48 | 
                0.4% | 
                93% | 
                False | 
                False | 
                845,613 | 
                 
                
                | 40 | 
                123.88 | 
                121.23 | 
                2.65 | 
                2.1% | 
                0.48 | 
                0.4% | 
                95% | 
                False | 
                False | 
                691,110 | 
                 
                
                | 60 | 
                123.88 | 
                121.10 | 
                2.78 | 
                2.2% | 
                0.47 | 
                0.4% | 
                96% | 
                False | 
                False | 
                461,346 | 
                 
                
                | 80 | 
                123.88 | 
                119.52 | 
                4.36 | 
                3.5% | 
                0.43 | 
                0.4% | 
                97% | 
                False | 
                False | 
                346,036 | 
                 
                
                | 100 | 
                123.88 | 
                119.52 | 
                4.36 | 
                3.5% | 
                0.40 | 
                0.3% | 
                97% | 
                False | 
                False | 
                276,853 | 
                 
                
                | 120 | 
                123.88 | 
                119.52 | 
                4.36 | 
                3.5% | 
                0.33 | 
                0.3% | 
                97% | 
                False | 
                False | 
                230,725 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            126.00 | 
         
        
            | 
2.618             | 
            125.18 | 
         
        
            | 
1.618             | 
            124.68 | 
         
        
            | 
1.000             | 
            124.37 | 
         
        
            | 
0.618             | 
            124.18 | 
         
        
            | 
HIGH             | 
            123.87 | 
         
        
            | 
0.618             | 
            123.68 | 
         
        
            | 
0.500             | 
            123.62 | 
         
        
            | 
0.382             | 
            123.56 | 
         
        
            | 
LOW             | 
            123.37 | 
         
        
            | 
0.618             | 
            123.06 | 
         
        
            | 
1.000             | 
            122.87 | 
         
        
            | 
1.618             | 
            122.56 | 
         
        
            | 
2.618             | 
            122.06 | 
         
        
            | 
4.250             | 
            121.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123.71 | 
                                123.72 | 
                             
                            
                                | PP | 
                                123.67 | 
                                123.67 | 
                             
                            
                                | S1 | 
                                123.62 | 
                                123.63 | 
                             
             
         |