Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Apr-2010 | 
                    06-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.72 | 
                        122.19 | 
                        -0.53 | 
                        -0.4% | 
                        122.06 | 
                     
                    
                        | High | 
                        122.89 | 
                        122.46 | 
                        -0.43 | 
                        -0.3% | 
                        122.92 | 
                     
                    
                        | Low | 
                        122.65 | 
                        122.19 | 
                        -0.46 | 
                        -0.4% | 
                        122.06 | 
                     
                    
                        | Close | 
                        122.85 | 
                        122.26 | 
                        -0.59 | 
                        -0.5% | 
                        122.85 | 
                     
                    
                        | Range | 
                        0.24 | 
                        0.27 | 
                        0.03 | 
                        12.5% | 
                        0.86 | 
                     
                    
                        | ATR | 
                        0.38 | 
                        0.40 | 
                        0.02 | 
                        5.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        294 | 
                        67 | 
                        -227 | 
                        -77.2% | 
                        458 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123.11 | 
                122.96 | 
                122.41 | 
                 | 
             
            
                | R3 | 
                122.84 | 
                122.69 | 
                122.33 | 
                 | 
             
            
                | R2 | 
                122.57 | 
                122.57 | 
                122.31 | 
                 | 
             
            
                | R1 | 
                122.42 | 
                122.42 | 
                122.28 | 
                122.50 | 
             
            
                | PP | 
                122.30 | 
                122.30 | 
                122.30 | 
                122.34 | 
             
            
                | S1 | 
                122.15 | 
                122.15 | 
                122.24 | 
                122.23 | 
             
            
                | S2 | 
                122.03 | 
                122.03 | 
                122.21 | 
                 | 
             
            
                | S3 | 
                121.76 | 
                121.88 | 
                122.19 | 
                 | 
             
            
                | S4 | 
                121.49 | 
                121.61 | 
                122.11 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125.19 | 
                124.88 | 
                123.32 | 
                 | 
             
            
                | R3 | 
                124.33 | 
                124.02 | 
                123.09 | 
                 | 
             
            
                | R2 | 
                123.47 | 
                123.47 | 
                123.01 | 
                 | 
             
            
                | R1 | 
                123.16 | 
                123.16 | 
                122.93 | 
                123.32 | 
             
            
                | PP | 
                122.61 | 
                122.61 | 
                122.61 | 
                122.69 | 
             
            
                | S1 | 
                122.30 | 
                122.30 | 
                122.77 | 
                122.46 | 
             
            
                | S2 | 
                121.75 | 
                121.75 | 
                122.69 | 
                 | 
             
            
                | S3 | 
                120.89 | 
                121.44 | 
                122.61 | 
                 | 
             
            
                | S4 | 
                120.03 | 
                120.58 | 
                122.38 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                0.30 | 
                0.2% | 
                23% | 
                False | 
                False | 
                105 | 
                 
                
                | 10 | 
                123.10 | 
                121.99 | 
                1.11 | 
                0.9% | 
                0.34 | 
                0.3% | 
                24% | 
                False | 
                False | 
                124 | 
                 
                
                | 20 | 
                123.10 | 
                121.50 | 
                1.60 | 
                1.3% | 
                0.34 | 
                0.3% | 
                48% | 
                False | 
                False | 
                114 | 
                 
                
                | 40 | 
                123.32 | 
                120.76 | 
                2.56 | 
                2.1% | 
                0.21 | 
                0.2% | 
                59% | 
                False | 
                False | 
                104 | 
                 
                
                | 60 | 
                123.32 | 
                119.91 | 
                3.41 | 
                2.8% | 
                0.14 | 
                0.1% | 
                69% | 
                False | 
                False | 
                147 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123.61 | 
         
        
            | 
2.618             | 
            123.17 | 
         
        
            | 
1.618             | 
            122.90 | 
         
        
            | 
1.000             | 
            122.73 | 
         
        
            | 
0.618             | 
            122.63 | 
         
        
            | 
HIGH             | 
            122.46 | 
         
        
            | 
0.618             | 
            122.36 | 
         
        
            | 
0.500             | 
            122.33 | 
         
        
            | 
0.382             | 
            122.29 | 
         
        
            | 
LOW             | 
            122.19 | 
         
        
            | 
0.618             | 
            122.02 | 
         
        
            | 
1.000             | 
            121.92 | 
         
        
            | 
1.618             | 
            121.75 | 
         
        
            | 
2.618             | 
            121.48 | 
         
        
            | 
4.250             | 
            121.04 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.33 | 
                                122.56 | 
                             
                            
                                | PP | 
                                122.30 | 
                                122.46 | 
                             
                            
                                | S1 | 
                                122.28 | 
                                122.36 | 
                             
             
         |