Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Apr-2010 | 
                    13-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121.99 | 
                        122.09 | 
                        0.10 | 
                        0.1% | 
                        122.19 | 
                     
                    
                        | High | 
                        122.10 | 
                        122.49 | 
                        0.39 | 
                        0.3% | 
                        122.96 | 
                     
                    
                        | Low | 
                        121.60 | 
                        122.09 | 
                        0.49 | 
                        0.4% | 
                        122.13 | 
                     
                    
                        | Close | 
                        122.03 | 
                        122.35 | 
                        0.32 | 
                        0.3% | 
                        122.21 | 
                     
                    
                        | Range | 
                        0.50 | 
                        0.40 | 
                        -0.10 | 
                        -20.0% | 
                        0.83 | 
                     
                    
                        | ATR | 
                        0.45 | 
                        0.45 | 
                        0.00 | 
                        0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        573 | 
                        130 | 
                        -443 | 
                        -77.3% | 
                        1,049 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123.51 | 
                123.33 | 
                122.57 | 
                 | 
             
            
                | R3 | 
                123.11 | 
                122.93 | 
                122.46 | 
                 | 
             
            
                | R2 | 
                122.71 | 
                122.71 | 
                122.42 | 
                 | 
             
            
                | R1 | 
                122.53 | 
                122.53 | 
                122.39 | 
                122.62 | 
             
            
                | PP | 
                122.31 | 
                122.31 | 
                122.31 | 
                122.36 | 
             
            
                | S1 | 
                122.13 | 
                122.13 | 
                122.31 | 
                122.22 | 
             
            
                | S2 | 
                121.91 | 
                121.91 | 
                122.28 | 
                 | 
             
            
                | S3 | 
                121.51 | 
                121.73 | 
                122.24 | 
                 | 
             
            
                | S4 | 
                121.11 | 
                121.33 | 
                122.13 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.92 | 
                124.40 | 
                122.67 | 
                 | 
             
            
                | R3 | 
                124.09 | 
                123.57 | 
                122.44 | 
                 | 
             
            
                | R2 | 
                123.26 | 
                123.26 | 
                122.36 | 
                 | 
             
            
                | R1 | 
                122.74 | 
                122.74 | 
                122.29 | 
                123.00 | 
             
            
                | PP | 
                122.43 | 
                122.43 | 
                122.43 | 
                122.57 | 
             
            
                | S1 | 
                121.91 | 
                121.91 | 
                122.13 | 
                122.17 | 
             
            
                | S2 | 
                121.60 | 
                121.60 | 
                122.06 | 
                 | 
             
            
                | S3 | 
                120.77 | 
                121.08 | 
                121.98 | 
                 | 
             
            
                | S4 | 
                119.94 | 
                120.25 | 
                121.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                122.96 | 
                121.60 | 
                1.36 | 
                1.1% | 
                0.46 | 
                0.4% | 
                55% | 
                False | 
                False | 
                337 | 
                 
                
                | 10 | 
                122.96 | 
                121.60 | 
                1.36 | 
                1.1% | 
                0.38 | 
                0.3% | 
                55% | 
                False | 
                False | 
                221 | 
                 
                
                | 20 | 
                123.10 | 
                121.60 | 
                1.50 | 
                1.2% | 
                0.37 | 
                0.3% | 
                50% | 
                False | 
                False | 
                178 | 
                 
                
                | 40 | 
                123.32 | 
                120.76 | 
                2.56 | 
                2.1% | 
                0.27 | 
                0.2% | 
                62% | 
                False | 
                False | 
                127 | 
                 
                
                | 60 | 
                123.32 | 
                120.68 | 
                2.64 | 
                2.2% | 
                0.18 | 
                0.1% | 
                63% | 
                False | 
                False | 
                162 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            124.19 | 
         
        
            | 
2.618             | 
            123.54 | 
         
        
            | 
1.618             | 
            123.14 | 
         
        
            | 
1.000             | 
            122.89 | 
         
        
            | 
0.618             | 
            122.74 | 
         
        
            | 
HIGH             | 
            122.49 | 
         
        
            | 
0.618             | 
            122.34 | 
         
        
            | 
0.500             | 
            122.29 | 
         
        
            | 
0.382             | 
            122.24 | 
         
        
            | 
LOW             | 
            122.09 | 
         
        
            | 
0.618             | 
            121.84 | 
         
        
            | 
1.000             | 
            121.69 | 
         
        
            | 
1.618             | 
            121.44 | 
         
        
            | 
2.618             | 
            121.04 | 
         
        
            | 
4.250             | 
            120.39 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.33 | 
                                122.29 | 
                             
                            
                                | PP | 
                                122.31 | 
                                122.22 | 
                             
                            
                                | S1 | 
                                122.29 | 
                                122.16 | 
                             
             
         |