Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Mar-2010 | 
                    01-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.71 | 
                        122.72 | 
                        0.01 | 
                        0.0% | 
                        122.55 | 
                     
                    
                        | High | 
                        122.92 | 
                        122.89 | 
                        -0.03 | 
                        0.0% | 
                        123.10 | 
                     
                    
                        | Low | 
                        122.69 | 
                        122.65 | 
                        -0.04 | 
                        0.0% | 
                        121.99 | 
                     
                    
                        | Close | 
                        122.77 | 
                        122.85 | 
                        0.08 | 
                        0.1% | 
                        122.13 | 
                     
                    
                        | Range | 
                        0.23 | 
                        0.24 | 
                        0.01 | 
                        4.3% | 
                        1.11 | 
                     
                    
                        | ATR | 
                        0.39 | 
                        0.38 | 
                        -0.01 | 
                        -2.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        36 | 
                        294 | 
                        258 | 
                        716.7% | 
                        724 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123.52 | 
                123.42 | 
                122.98 | 
                 | 
             
            
                | R3 | 
                123.28 | 
                123.18 | 
                122.92 | 
                 | 
             
            
                | R2 | 
                123.04 | 
                123.04 | 
                122.89 | 
                 | 
             
            
                | R1 | 
                122.94 | 
                122.94 | 
                122.87 | 
                122.99 | 
             
            
                | PP | 
                122.80 | 
                122.80 | 
                122.80 | 
                122.82 | 
             
            
                | S1 | 
                122.70 | 
                122.70 | 
                122.83 | 
                122.75 | 
             
            
                | S2 | 
                122.56 | 
                122.56 | 
                122.81 | 
                 | 
             
            
                | S3 | 
                122.32 | 
                122.46 | 
                122.78 | 
                 | 
             
            
                | S4 | 
                122.08 | 
                122.22 | 
                122.72 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                122.92 | 
                122.06 | 
                0.86 | 
                0.7% | 
                0.27 | 
                0.2% | 
                92% | 
                False | 
                False | 
                112 | 
                 
                
                | 10 | 
                123.10 | 
                121.99 | 
                1.11 | 
                0.9% | 
                0.34 | 
                0.3% | 
                77% | 
                False | 
                False | 
                129 | 
                 
                
                | 20 | 
                123.10 | 
                121.50 | 
                1.60 | 
                1.3% | 
                0.33 | 
                0.3% | 
                84% | 
                False | 
                False | 
                113 | 
                 
                
                | 40 | 
                123.32 | 
                120.76 | 
                2.56 | 
                2.1% | 
                0.20 | 
                0.2% | 
                82% | 
                False | 
                False | 
                110 | 
                 
                
                | 60 | 
                123.32 | 
                119.60 | 
                3.72 | 
                3.0% | 
                0.14 | 
                0.1% | 
                87% | 
                False | 
                False | 
                146 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123.91 | 
         
        
            | 
2.618             | 
            123.52 | 
         
        
            | 
1.618             | 
            123.28 | 
         
        
            | 
1.000             | 
            123.13 | 
         
        
            | 
0.618             | 
            123.04 | 
         
        
            | 
HIGH             | 
            122.89 | 
         
        
            | 
0.618             | 
            122.80 | 
         
        
            | 
0.500             | 
            122.77 | 
         
        
            | 
0.382             | 
            122.74 | 
         
        
            | 
LOW             | 
            122.65 | 
         
        
            | 
0.618             | 
            122.50 | 
         
        
            | 
1.000             | 
            122.41 | 
         
        
            | 
1.618             | 
            122.26 | 
         
        
            | 
2.618             | 
            122.02 | 
         
        
            | 
4.250             | 
            121.63 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.82 | 
                                122.79 | 
                             
                            
                                | PP | 
                                122.80 | 
                                122.73 | 
                             
                            
                                | S1 | 
                                122.77 | 
                                122.68 | 
                             
             
         |