Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Mar-2010 | 
                    29-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.12 | 
                        122.06 | 
                        -0.06 | 
                        0.0% | 
                        122.55 | 
                     
                    
                        | High | 
                        122.24 | 
                        122.52 | 
                        0.28 | 
                        0.2% | 
                        123.10 | 
                     
                    
                        | Low | 
                        122.12 | 
                        122.06 | 
                        -0.06 | 
                        0.0% | 
                        121.99 | 
                     
                    
                        | Close | 
                        122.13 | 
                        122.37 | 
                        0.24 | 
                        0.2% | 
                        122.13 | 
                     
                    
                        | Range | 
                        0.12 | 
                        0.46 | 
                        0.34 | 
                        283.3% | 
                        1.11 | 
                     
                    
                        | ATR | 
                        0.39 | 
                        0.39 | 
                        0.01 | 
                        1.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        104 | 
                        60 | 
                        -44 | 
                        -42.3% | 
                        724 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123.70 | 
                123.49 | 
                122.62 | 
                 | 
             
            
                | R3 | 
                123.24 | 
                123.03 | 
                122.50 | 
                 | 
             
            
                | R2 | 
                122.78 | 
                122.78 | 
                122.45 | 
                 | 
             
            
                | R1 | 
                122.57 | 
                122.57 | 
                122.41 | 
                122.68 | 
             
            
                | PP | 
                122.32 | 
                122.32 | 
                122.32 | 
                122.37 | 
             
            
                | S1 | 
                122.11 | 
                122.11 | 
                122.33 | 
                122.22 | 
             
            
                | S2 | 
                121.86 | 
                121.86 | 
                122.29 | 
                 | 
             
            
                | S3 | 
                121.40 | 
                121.65 | 
                122.24 | 
                 | 
             
            
                | S4 | 
                120.94 | 
                121.19 | 
                122.12 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            124.48 | 
         
        
            | 
2.618             | 
            123.72 | 
         
        
            | 
1.618             | 
            123.26 | 
         
        
            | 
1.000             | 
            122.98 | 
         
        
            | 
0.618             | 
            122.80 | 
         
        
            | 
HIGH             | 
            122.52 | 
         
        
            | 
0.618             | 
            122.34 | 
         
        
            | 
0.500             | 
            122.29 | 
         
        
            | 
0.382             | 
            122.24 | 
         
        
            | 
LOW             | 
            122.06 | 
         
        
            | 
0.618             | 
            121.78 | 
         
        
            | 
1.000             | 
            121.60 | 
         
        
            | 
1.618             | 
            121.32 | 
         
        
            | 
2.618             | 
            120.86 | 
         
        
            | 
4.250             | 
            120.11 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.34 | 
                                122.36 | 
                             
                            
                                | PP | 
                                122.32 | 
                                122.35 | 
                             
                            
                                | S1 | 
                                122.29 | 
                                122.34 | 
                             
             
         |