Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jan-2010 | 
                    19-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        120.92 | 
                        120.68 | 
                        -0.24 | 
                        -0.2% | 
                        119.91 | 
                     
                    
                        | High | 
                        120.92 | 
                        120.68 | 
                        -0.24 | 
                        -0.2% | 
                        120.77 | 
                     
                    
                        | Low | 
                        120.92 | 
                        120.68 | 
                        -0.24 | 
                        -0.2% | 
                        119.91 | 
                     
                    
                        | Close | 
                        120.92 | 
                        120.68 | 
                        -0.24 | 
                        -0.2% | 
                        120.77 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.33 | 
                        0.32 | 
                        -0.01 | 
                        -2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        230 | 
                        230 | 
                        0 | 
                        0.0% | 
                        790 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120.68 | 
                120.68 | 
                120.68 | 
                 | 
             
            
                | R3 | 
                120.68 | 
                120.68 | 
                120.68 | 
                 | 
             
            
                | R2 | 
                120.68 | 
                120.68 | 
                120.68 | 
                 | 
             
            
                | R1 | 
                120.68 | 
                120.68 | 
                120.68 | 
                120.68 | 
             
            
                | PP | 
                120.68 | 
                120.68 | 
                120.68 | 
                120.68 | 
             
            
                | S1 | 
                120.68 | 
                120.68 | 
                120.68 | 
                120.68 | 
             
            
                | S2 | 
                120.68 | 
                120.68 | 
                120.68 | 
                 | 
             
            
                | S3 | 
                120.68 | 
                120.68 | 
                120.68 | 
                 | 
             
            
                | S4 | 
                120.68 | 
                120.68 | 
                120.68 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123.06 | 
                122.78 | 
                121.24 | 
                 | 
             
            
                | R3 | 
                122.20 | 
                121.92 | 
                121.01 | 
                 | 
             
            
                | R2 | 
                121.34 | 
                121.34 | 
                120.93 | 
                 | 
             
            
                | R1 | 
                121.06 | 
                121.06 | 
                120.85 | 
                121.20 | 
             
            
                | PP | 
                120.48 | 
                120.48 | 
                120.48 | 
                120.56 | 
             
            
                | S1 | 
                120.20 | 
                120.20 | 
                120.69 | 
                120.34 | 
             
            
                | S2 | 
                119.62 | 
                119.62 | 
                120.61 | 
                 | 
             
            
                | S3 | 
                118.76 | 
                119.34 | 
                120.53 | 
                 | 
             
            
                | S4 | 
                117.90 | 
                118.48 | 
                120.30 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            120.68 | 
         
        
            | 
2.618             | 
            120.68 | 
         
        
            | 
1.618             | 
            120.68 | 
         
        
            | 
1.000             | 
            120.68 | 
         
        
            | 
0.618             | 
            120.68 | 
         
        
            | 
HIGH             | 
            120.68 | 
         
        
            | 
0.618             | 
            120.68 | 
         
        
            | 
0.500             | 
            120.68 | 
         
        
            | 
0.382             | 
            120.68 | 
         
        
            | 
LOW             | 
            120.68 | 
         
        
            | 
0.618             | 
            120.68 | 
         
        
            | 
1.000             | 
            120.68 | 
         
        
            | 
1.618             | 
            120.68 | 
         
        
            | 
2.618             | 
            120.68 | 
         
        
            | 
4.250             | 
            120.68 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                120.68 | 
                                120.80 | 
                             
                            
                                | PP | 
                                120.68 | 
                                120.76 | 
                             
                            
                                | S1 | 
                                120.68 | 
                                120.72 | 
                             
             
         |