Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Mar-2010 | 
                    24-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123.04 | 
                        123.10 | 
                        0.06 | 
                        0.0% | 
                        122.12 | 
                     
                    
                        | High | 
                        123.10 | 
                        123.10 | 
                        0.00 | 
                        0.0% | 
                        122.71 | 
                     
                    
                        | Low | 
                        122.91 | 
                        122.70 | 
                        -0.21 | 
                        -0.2% | 
                        121.90 | 
                     
                    
                        | Close | 
                        123.05 | 
                        122.93 | 
                        -0.12 | 
                        -0.1% | 
                        122.56 | 
                     
                    
                        | Range | 
                        0.19 | 
                        0.40 | 
                        0.21 | 
                        110.5% | 
                        0.81 | 
                     
                    
                        | ATR | 
                        0.36 | 
                        0.37 | 
                        0.00 | 
                        0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        67 | 
                        48 | 
                        -19 | 
                        -28.4% | 
                        638 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.11 | 
                123.92 | 
                123.15 | 
                 | 
             
            
                | R3 | 
                123.71 | 
                123.52 | 
                123.04 | 
                 | 
             
            
                | R2 | 
                123.31 | 
                123.31 | 
                123.00 | 
                 | 
             
            
                | R1 | 
                123.12 | 
                123.12 | 
                122.97 | 
                123.02 | 
             
            
                | PP | 
                122.91 | 
                122.91 | 
                122.91 | 
                122.86 | 
             
            
                | S1 | 
                122.72 | 
                122.72 | 
                122.89 | 
                122.62 | 
             
            
                | S2 | 
                122.51 | 
                122.51 | 
                122.86 | 
                 | 
             
            
                | S3 | 
                122.11 | 
                122.32 | 
                122.82 | 
                 | 
             
            
                | S4 | 
                121.71 | 
                121.92 | 
                122.71 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.82 | 
                124.50 | 
                123.01 | 
                 | 
             
            
                | R3 | 
                124.01 | 
                123.69 | 
                122.78 | 
                 | 
             
            
                | R2 | 
                123.20 | 
                123.20 | 
                122.71 | 
                 | 
             
            
                | R1 | 
                122.88 | 
                122.88 | 
                122.63 | 
                123.04 | 
             
            
                | PP | 
                122.39 | 
                122.39 | 
                122.39 | 
                122.47 | 
             
            
                | S1 | 
                122.07 | 
                122.07 | 
                122.49 | 
                122.23 | 
             
            
                | S2 | 
                121.58 | 
                121.58 | 
                122.41 | 
                 | 
             
            
                | S3 | 
                120.77 | 
                121.26 | 
                122.34 | 
                 | 
             
            
                | S4 | 
                119.96 | 
                120.45 | 
                122.11 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            124.80 | 
         
        
            | 
2.618             | 
            124.15 | 
         
        
            | 
1.618             | 
            123.75 | 
         
        
            | 
1.000             | 
            123.50 | 
         
        
            | 
0.618             | 
            123.35 | 
         
        
            | 
HIGH             | 
            123.10 | 
         
        
            | 
0.618             | 
            122.95 | 
         
        
            | 
0.500             | 
            122.90 | 
         
        
            | 
0.382             | 
            122.85 | 
         
        
            | 
LOW             | 
            122.70 | 
         
        
            | 
0.618             | 
            122.45 | 
         
        
            | 
1.000             | 
            122.30 | 
         
        
            | 
1.618             | 
            122.05 | 
         
        
            | 
2.618             | 
            121.65 | 
         
        
            | 
4.250             | 
            121.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.92 | 
                                122.90 | 
                             
                            
                                | PP | 
                                122.91 | 
                                122.86 | 
                             
                            
                                | S1 | 
                                122.90 | 
                                122.83 | 
                             
             
         |