Euro Bund Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Apr-2010 | 
                    28-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        124.09 | 
                        125.20 | 
                        1.11 | 
                        0.9% | 
                        123.71 | 
                     
                    
                        | High | 
                        125.34 | 
                        125.51 | 
                        0.17 | 
                        0.1% | 
                        124.31 | 
                     
                    
                        | Low | 
                        124.05 | 
                        124.30 | 
                        0.25 | 
                        0.2% | 
                        123.37 | 
                     
                    
                        | Close | 
                        124.64 | 
                        124.60 | 
                        -0.04 | 
                        0.0% | 
                        123.97 | 
                     
                    
                        | Range | 
                        1.29 | 
                        1.21 | 
                        -0.08 | 
                        -6.2% | 
                        0.94 | 
                     
                    
                        | ATR | 
                        0.58 | 
                        0.62 | 
                        0.05 | 
                        7.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,109,904 | 
                        1,825,659 | 
                        715,755 | 
                        64.5% | 
                        4,750,723 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                128.43 | 
                127.73 | 
                125.27 | 
                 | 
             
            
                | R3 | 
                127.22 | 
                126.52 | 
                124.93 | 
                 | 
             
            
                | R2 | 
                126.01 | 
                126.01 | 
                124.82 | 
                 | 
             
            
                | R1 | 
                125.31 | 
                125.31 | 
                124.71 | 
                125.06 | 
             
            
                | PP | 
                124.80 | 
                124.80 | 
                124.80 | 
                124.68 | 
             
            
                | S1 | 
                124.10 | 
                124.10 | 
                124.49 | 
                123.85 | 
             
            
                | S2 | 
                123.59 | 
                123.59 | 
                124.38 | 
                 | 
             
            
                | S3 | 
                122.38 | 
                122.89 | 
                124.27 | 
                 | 
             
            
                | S4 | 
                121.17 | 
                121.68 | 
                123.93 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                125.51 | 
                123.57 | 
                1.94 | 
                1.6% | 
                0.86 | 
                0.7% | 
                53% | 
                True | 
                False | 
                1,199,801 | 
                 
                
                | 10 | 
                125.51 | 
                122.87 | 
                2.64 | 
                2.1% | 
                0.64 | 
                0.5% | 
                66% | 
                True | 
                False | 
                1,036,024 | 
                 
                
                | 20 | 
                125.51 | 
                122.11 | 
                3.40 | 
                2.7% | 
                0.58 | 
                0.5% | 
                73% | 
                True | 
                False | 
                938,360 | 
                 
                
                | 40 | 
                125.51 | 
                122.07 | 
                3.44 | 
                2.8% | 
                0.52 | 
                0.4% | 
                74% | 
                True | 
                False | 
                832,481 | 
                 
                
                | 60 | 
                125.51 | 
                121.10 | 
                4.41 | 
                3.5% | 
                0.51 | 
                0.4% | 
                79% | 
                True | 
                False | 
                561,295 | 
                 
                
                | 80 | 
                125.51 | 
                119.78 | 
                5.73 | 
                4.6% | 
                0.47 | 
                0.4% | 
                84% | 
                True | 
                False | 
                421,021 | 
                 
                
                | 100 | 
                125.51 | 
                119.52 | 
                5.99 | 
                4.8% | 
                0.44 | 
                0.4% | 
                85% | 
                True | 
                False | 
                336,837 | 
                 
                
                | 120 | 
                125.51 | 
                119.52 | 
                5.99 | 
                4.8% | 
                0.37 | 
                0.3% | 
                85% | 
                True | 
                False | 
                280,714 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            130.65 | 
         
        
            | 
2.618             | 
            128.68 | 
         
        
            | 
1.618             | 
            127.47 | 
         
        
            | 
1.000             | 
            126.72 | 
         
        
            | 
0.618             | 
            126.26 | 
         
        
            | 
HIGH             | 
            125.51 | 
         
        
            | 
0.618             | 
            125.05 | 
         
        
            | 
0.500             | 
            124.91 | 
         
        
            | 
0.382             | 
            124.76 | 
         
        
            | 
LOW             | 
            124.30 | 
         
        
            | 
0.618             | 
            123.55 | 
         
        
            | 
1.000             | 
            123.09 | 
         
        
            | 
1.618             | 
            122.34 | 
         
        
            | 
2.618             | 
            121.13 | 
         
        
            | 
4.250             | 
            119.16 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                124.91 | 
                                124.64 | 
                             
                            
                                | PP | 
                                124.80 | 
                                124.63 | 
                             
                            
                                | S1 | 
                                124.70 | 
                                124.61 | 
                             
             
         |