Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Mar-2010 | 
                    26-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.62 | 
                        122.12 | 
                        -0.50 | 
                        -0.4% | 
                        122.55 | 
                     
                    
                        | High | 
                        122.68 | 
                        122.24 | 
                        -0.44 | 
                        -0.4% | 
                        123.10 | 
                     
                    
                        | Low | 
                        121.99 | 
                        122.12 | 
                        0.13 | 
                        0.1% | 
                        121.99 | 
                     
                    
                        | Close | 
                        122.27 | 
                        122.13 | 
                        -0.14 | 
                        -0.1% | 
                        122.13 | 
                     
                    
                        | Range | 
                        0.69 | 
                        0.12 | 
                        -0.57 | 
                        -82.6% | 
                        1.11 | 
                     
                    
                        | ATR | 
                        0.41 | 
                        0.39 | 
                        -0.02 | 
                        -4.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        252 | 
                        104 | 
                        -148 | 
                        -58.7% | 
                        724 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122.52 | 
                122.45 | 
                122.20 | 
                 | 
             
            
                | R3 | 
                122.40 | 
                122.33 | 
                122.16 | 
                 | 
             
            
                | R2 | 
                122.28 | 
                122.28 | 
                122.15 | 
                 | 
             
            
                | R1 | 
                122.21 | 
                122.21 | 
                122.14 | 
                122.25 | 
             
            
                | PP | 
                122.16 | 
                122.16 | 
                122.16 | 
                122.18 | 
             
            
                | S1 | 
                122.09 | 
                122.09 | 
                122.12 | 
                122.13 | 
             
            
                | S2 | 
                122.04 | 
                122.04 | 
                122.11 | 
                 | 
             
            
                | S3 | 
                121.92 | 
                121.97 | 
                122.10 | 
                 | 
             
            
                | S4 | 
                121.80 | 
                121.85 | 
                122.06 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125.74 | 
                125.04 | 
                122.74 | 
                 | 
             
            
                | R3 | 
                124.63 | 
                123.93 | 
                122.44 | 
                 | 
             
            
                | R2 | 
                123.52 | 
                123.52 | 
                122.33 | 
                 | 
             
            
                | R1 | 
                122.82 | 
                122.82 | 
                122.23 | 
                122.62 | 
             
            
                | PP | 
                122.41 | 
                122.41 | 
                122.41 | 
                122.30 | 
             
            
                | S1 | 
                121.71 | 
                121.71 | 
                122.03 | 
                121.51 | 
             
            
                | S2 | 
                121.30 | 
                121.30 | 
                121.93 | 
                 | 
             
            
                | S3 | 
                120.19 | 
                120.60 | 
                121.82 | 
                 | 
             
            
                | S4 | 
                119.08 | 
                119.49 | 
                121.52 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                123.10 | 
                121.99 | 
                1.11 | 
                0.9% | 
                0.38 | 
                0.3% | 
                13% | 
                False | 
                False | 
                144 | 
                 
                
                | 10 | 
                123.10 | 
                121.90 | 
                1.20 | 
                1.0% | 
                0.36 | 
                0.3% | 
                19% | 
                False | 
                False | 
                136 | 
                 
                
                | 20 | 
                123.32 | 
                121.50 | 
                1.82 | 
                1.5% | 
                0.35 | 
                0.3% | 
                35% | 
                False | 
                False | 
                102 | 
                 
                
                | 40 | 
                123.32 | 
                120.76 | 
                2.56 | 
                2.1% | 
                0.17 | 
                0.1% | 
                54% | 
                False | 
                False | 
                118 | 
                 
                
                | 60 | 
                123.32 | 
                119.43 | 
                3.89 | 
                3.2% | 
                0.12 | 
                0.1% | 
                69% | 
                False | 
                False | 
                139 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            122.75 | 
         
        
            | 
2.618             | 
            122.55 | 
         
        
            | 
1.618             | 
            122.43 | 
         
        
            | 
1.000             | 
            122.36 | 
         
        
            | 
0.618             | 
            122.31 | 
         
        
            | 
HIGH             | 
            122.24 | 
         
        
            | 
0.618             | 
            122.19 | 
         
        
            | 
0.500             | 
            122.18 | 
         
        
            | 
0.382             | 
            122.17 | 
         
        
            | 
LOW             | 
            122.12 | 
         
        
            | 
0.618             | 
            122.05 | 
         
        
            | 
1.000             | 
            122.00 | 
         
        
            | 
1.618             | 
            121.93 | 
         
        
            | 
2.618             | 
            121.81 | 
         
        
            | 
4.250             | 
            121.61 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.18 | 
                                122.55 | 
                             
                            
                                | PP | 
                                122.16 | 
                                122.41 | 
                             
                            
                                | S1 | 
                                122.15 | 
                                122.27 | 
                             
             
         |