Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Apr-2010 | 
                    23-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123.77 | 
                        123.95 | 
                        0.18 | 
                        0.1% | 
                        123.71 | 
                     
                    
                        | High | 
                        124.31 | 
                        124.12 | 
                        -0.19 | 
                        -0.2% | 
                        124.31 | 
                     
                    
                        | Low | 
                        123.64 | 
                        123.57 | 
                        -0.07 | 
                        -0.1% | 
                        123.37 | 
                     
                    
                        | Close | 
                        124.01 | 
                        123.97 | 
                        -0.04 | 
                        0.0% | 
                        123.97 | 
                     
                    
                        | Range | 
                        0.67 | 
                        0.55 | 
                        -0.12 | 
                        -17.9% | 
                        0.94 | 
                     
                    
                        | ATR | 
                        0.52 | 
                        0.52 | 
                        0.00 | 
                        0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,261,161 | 
                        989,744 | 
                        -271,417 | 
                        -21.5% | 
                        4,750,723 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125.54 | 
                125.30 | 
                124.27 | 
                 | 
             
            
                | R3 | 
                124.99 | 
                124.75 | 
                124.12 | 
                 | 
             
            
                | R2 | 
                124.44 | 
                124.44 | 
                124.07 | 
                 | 
             
            
                | R1 | 
                124.20 | 
                124.20 | 
                124.02 | 
                124.32 | 
             
            
                | PP | 
                123.89 | 
                123.89 | 
                123.89 | 
                123.95 | 
             
            
                | S1 | 
                123.65 | 
                123.65 | 
                123.92 | 
                123.77 | 
             
            
                | S2 | 
                123.34 | 
                123.34 | 
                123.87 | 
                 | 
             
            
                | S3 | 
                122.79 | 
                123.10 | 
                123.82 | 
                 | 
             
            
                | S4 | 
                122.24 | 
                122.55 | 
                123.67 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126.70 | 
                126.28 | 
                124.49 | 
                 | 
             
            
                | R3 | 
                125.76 | 
                125.34 | 
                124.23 | 
                 | 
             
            
                | R2 | 
                124.82 | 
                124.82 | 
                124.14 | 
                 | 
             
            
                | R1 | 
                124.40 | 
                124.40 | 
                124.06 | 
                124.61 | 
             
            
                | PP | 
                123.88 | 
                123.88 | 
                123.88 | 
                123.99 | 
             
            
                | S1 | 
                123.46 | 
                123.46 | 
                123.88 | 
                123.67 | 
             
            
                | S2 | 
                122.94 | 
                122.94 | 
                123.80 | 
                 | 
             
            
                | S3 | 
                122.00 | 
                122.52 | 
                123.71 | 
                 | 
             
            
                | S4 | 
                121.06 | 
                121.58 | 
                123.45 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                124.31 | 
                123.37 | 
                0.94 | 
                0.8% | 
                0.47 | 
                0.4% | 
                64% | 
                False | 
                False | 
                950,144 | 
                 
                
                | 10 | 
                124.31 | 
                122.11 | 
                2.20 | 
                1.8% | 
                0.50 | 
                0.4% | 
                85% | 
                False | 
                False | 
                934,252 | 
                 
                
                | 20 | 
                124.31 | 
                122.11 | 
                2.20 | 
                1.8% | 
                0.51 | 
                0.4% | 
                85% | 
                False | 
                False | 
                871,428 | 
                 
                
                | 40 | 
                124.31 | 
                122.07 | 
                2.24 | 
                1.8% | 
                0.47 | 
                0.4% | 
                85% | 
                False | 
                False | 
                745,560 | 
                 
                
                | 60 | 
                124.31 | 
                121.10 | 
                3.21 | 
                2.6% | 
                0.48 | 
                0.4% | 
                89% | 
                False | 
                False | 
                498,844 | 
                 
                
                | 80 | 
                124.31 | 
                119.52 | 
                4.79 | 
                3.9% | 
                0.44 | 
                0.4% | 
                93% | 
                False | 
                False | 
                374,172 | 
                 
                
                | 100 | 
                124.31 | 
                119.52 | 
                4.79 | 
                3.9% | 
                0.41 | 
                0.3% | 
                93% | 
                False | 
                False | 
                299,359 | 
                 
                
                | 120 | 
                124.31 | 
                119.52 | 
                4.79 | 
                3.9% | 
                0.34 | 
                0.3% | 
                93% | 
                False | 
                False | 
                249,481 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            126.46 | 
         
        
            | 
2.618             | 
            125.56 | 
         
        
            | 
1.618             | 
            125.01 | 
         
        
            | 
1.000             | 
            124.67 | 
         
        
            | 
0.618             | 
            124.46 | 
         
        
            | 
HIGH             | 
            124.12 | 
         
        
            | 
0.618             | 
            123.91 | 
         
        
            | 
0.500             | 
            123.85 | 
         
        
            | 
0.382             | 
            123.78 | 
         
        
            | 
LOW             | 
            123.57 | 
         
        
            | 
0.618             | 
            123.23 | 
         
        
            | 
1.000             | 
            123.02 | 
         
        
            | 
1.618             | 
            122.68 | 
         
        
            | 
2.618             | 
            122.13 | 
         
        
            | 
4.250             | 
            121.23 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123.93 | 
                                123.93 | 
                             
                            
                                | PP | 
                                123.89 | 
                                123.88 | 
                             
                            
                                | S1 | 
                                123.85 | 
                                123.84 | 
                             
             
         |