Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Mar-2010 | 
                    12-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.05 | 
                        121.55 | 
                        -0.50 | 
                        -0.4% | 
                        121.50 | 
                     
                    
                        | High | 
                        122.05 | 
                        121.95 | 
                        -0.10 | 
                        -0.1% | 
                        122.58 | 
                     
                    
                        | Low | 
                        121.60 | 
                        121.55 | 
                        -0.05 | 
                        0.0% | 
                        121.50 | 
                     
                    
                        | Close | 
                        121.75 | 
                        121.91 | 
                        0.16 | 
                        0.1% | 
                        121.91 | 
                     
                    
                        | Range | 
                        0.45 | 
                        0.40 | 
                        -0.05 | 
                        -11.1% | 
                        1.08 | 
                     
                    
                        | ATR | 
                        0.37 | 
                        0.38 | 
                        0.00 | 
                        0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        64 | 
                        172 | 
                        108 | 
                        168.8% | 
                        395 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123.00 | 
                122.86 | 
                122.13 | 
                 | 
             
            
                | R3 | 
                122.60 | 
                122.46 | 
                122.02 | 
                 | 
             
            
                | R2 | 
                122.20 | 
                122.20 | 
                121.98 | 
                 | 
             
            
                | R1 | 
                122.06 | 
                122.06 | 
                121.95 | 
                122.13 | 
             
            
                | PP | 
                121.80 | 
                121.80 | 
                121.80 | 
                121.84 | 
             
            
                | S1 | 
                121.66 | 
                121.66 | 
                121.87 | 
                121.73 | 
             
            
                | S2 | 
                121.40 | 
                121.40 | 
                121.84 | 
                 | 
             
            
                | S3 | 
                121.00 | 
                121.26 | 
                121.80 | 
                 | 
             
            
                | S4 | 
                120.60 | 
                120.86 | 
                121.69 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125.24 | 
                124.65 | 
                122.50 | 
                 | 
             
            
                | R3 | 
                124.16 | 
                123.57 | 
                122.21 | 
                 | 
             
            
                | R2 | 
                123.08 | 
                123.08 | 
                122.11 | 
                 | 
             
            
                | R1 | 
                122.49 | 
                122.49 | 
                122.01 | 
                122.79 | 
             
            
                | PP | 
                122.00 | 
                122.00 | 
                122.00 | 
                122.14 | 
             
            
                | S1 | 
                121.41 | 
                121.41 | 
                121.81 | 
                121.71 | 
             
            
                | S2 | 
                120.92 | 
                120.92 | 
                121.71 | 
                 | 
             
            
                | S3 | 
                119.84 | 
                120.33 | 
                121.61 | 
                 | 
             
            
                | S4 | 
                118.76 | 
                119.25 | 
                121.32 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123.65 | 
         
        
            | 
2.618             | 
            123.00 | 
         
        
            | 
1.618             | 
            122.60 | 
         
        
            | 
1.000             | 
            122.35 | 
         
        
            | 
0.618             | 
            122.20 | 
         
        
            | 
HIGH             | 
            121.95 | 
         
        
            | 
0.618             | 
            121.80 | 
         
        
            | 
0.500             | 
            121.75 | 
         
        
            | 
0.382             | 
            121.70 | 
         
        
            | 
LOW             | 
            121.55 | 
         
        
            | 
0.618             | 
            121.30 | 
         
        
            | 
1.000             | 
            121.15 | 
         
        
            | 
1.618             | 
            120.90 | 
         
        
            | 
2.618             | 
            120.50 | 
         
        
            | 
4.250             | 
            119.85 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121.86 | 
                                121.89 | 
                             
                            
                                | PP | 
                                121.80 | 
                                121.87 | 
                             
                            
                                | S1 | 
                                121.75 | 
                                121.86 | 
                             
             
         |