Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Apr-2010 | 
                    07-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.19 | 
                        122.25 | 
                        0.06 | 
                        0.0% | 
                        122.06 | 
                     
                    
                        | High | 
                        122.46 | 
                        122.78 | 
                        0.32 | 
                        0.3% | 
                        122.92 | 
                     
                    
                        | Low | 
                        122.19 | 
                        122.25 | 
                        0.06 | 
                        0.0% | 
                        122.06 | 
                     
                    
                        | Close | 
                        122.26 | 
                        122.49 | 
                        0.23 | 
                        0.2% | 
                        122.85 | 
                     
                    
                        | Range | 
                        0.27 | 
                        0.53 | 
                        0.26 | 
                        96.3% | 
                        0.86 | 
                     
                    
                        | ATR | 
                        0.40 | 
                        0.41 | 
                        0.01 | 
                        2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        67 | 
                        846 | 
                        779 | 
                        1,162.7% | 
                        458 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.10 | 
                123.82 | 
                122.78 | 
                 | 
             
            
                | R3 | 
                123.57 | 
                123.29 | 
                122.64 | 
                 | 
             
            
                | R2 | 
                123.04 | 
                123.04 | 
                122.59 | 
                 | 
             
            
                | R1 | 
                122.76 | 
                122.76 | 
                122.54 | 
                122.90 | 
             
            
                | PP | 
                122.51 | 
                122.51 | 
                122.51 | 
                122.58 | 
             
            
                | S1 | 
                122.23 | 
                122.23 | 
                122.44 | 
                122.37 | 
             
            
                | S2 | 
                121.98 | 
                121.98 | 
                122.39 | 
                 | 
             
            
                | S3 | 
                121.45 | 
                121.70 | 
                122.34 | 
                 | 
             
            
                | S4 | 
                120.92 | 
                121.17 | 
                122.20 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                122.19 | 
                0.73 | 
                0.6% | 
                0.31 | 
                0.3% | 
                41% | 
                False | 
                False | 
                262 | 
                 
                
                | 10 | 
                123.10 | 
                121.99 | 
                1.11 | 
                0.9% | 
                0.34 | 
                0.3% | 
                45% | 
                False | 
                False | 
                184 | 
                 
                
                | 20 | 
                123.10 | 
                121.55 | 
                1.55 | 
                1.3% | 
                0.37 | 
                0.3% | 
                61% | 
                False | 
                False | 
                156 | 
                 
                
                | 40 | 
                123.32 | 
                120.76 | 
                2.56 | 
                2.1% | 
                0.22 | 
                0.2% | 
                68% | 
                False | 
                False | 
                120 | 
                 
                
                | 60 | 
                123.32 | 
                120.34 | 
                2.98 | 
                2.4% | 
                0.15 | 
                0.1% | 
                72% | 
                False | 
                False | 
                161 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            125.03 | 
         
        
            | 
2.618             | 
            124.17 | 
         
        
            | 
1.618             | 
            123.64 | 
         
        
            | 
1.000             | 
            123.31 | 
         
        
            | 
0.618             | 
            123.11 | 
         
        
            | 
HIGH             | 
            122.78 | 
         
        
            | 
0.618             | 
            122.58 | 
         
        
            | 
0.500             | 
            122.52 | 
         
        
            | 
0.382             | 
            122.45 | 
         
        
            | 
LOW             | 
            122.25 | 
         
        
            | 
0.618             | 
            121.92 | 
         
        
            | 
1.000             | 
            121.72 | 
         
        
            | 
1.618             | 
            121.39 | 
         
        
            | 
2.618             | 
            120.86 | 
         
        
            | 
4.250             | 
            120.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.52 | 
                                122.54 | 
                             
                            
                                | PP | 
                                122.51 | 
                                122.52 | 
                             
                            
                                | S1 | 
                                122.50 | 
                                122.51 | 
                             
             
         |