Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Apr-2010 | 
                    15-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.23 | 
                        122.30 | 
                        0.07 | 
                        0.1% | 
                        122.19 | 
                     
                    
                        | High | 
                        122.55 | 
                        122.72 | 
                        0.17 | 
                        0.1% | 
                        122.96 | 
                     
                    
                        | Low | 
                        122.20 | 
                        122.28 | 
                        0.08 | 
                        0.1% | 
                        122.13 | 
                     
                    
                        | Close | 
                        122.52 | 
                        122.55 | 
                        0.03 | 
                        0.0% | 
                        122.21 | 
                     
                    
                        | Range | 
                        0.35 | 
                        0.44 | 
                        0.09 | 
                        25.7% | 
                        0.83 | 
                     
                    
                        | ATR | 
                        0.44 | 
                        0.44 | 
                        0.00 | 
                        0.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        216 | 
                        96 | 
                        -120 | 
                        -55.6% | 
                        1,049 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123.84 | 
                123.63 | 
                122.79 | 
                 | 
             
            
                | R3 | 
                123.40 | 
                123.19 | 
                122.67 | 
                 | 
             
            
                | R2 | 
                122.96 | 
                122.96 | 
                122.63 | 
                 | 
             
            
                | R1 | 
                122.75 | 
                122.75 | 
                122.59 | 
                122.86 | 
             
            
                | PP | 
                122.52 | 
                122.52 | 
                122.52 | 
                122.57 | 
             
            
                | S1 | 
                122.31 | 
                122.31 | 
                122.51 | 
                122.42 | 
             
            
                | S2 | 
                122.08 | 
                122.08 | 
                122.47 | 
                 | 
             
            
                | S3 | 
                121.64 | 
                121.87 | 
                122.43 | 
                 | 
             
            
                | S4 | 
                121.20 | 
                121.43 | 
                122.31 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            124.59 | 
         
        
            | 
2.618             | 
            123.87 | 
         
        
            | 
1.618             | 
            123.43 | 
         
        
            | 
1.000             | 
            123.16 | 
         
        
            | 
0.618             | 
            122.99 | 
         
        
            | 
HIGH             | 
            122.72 | 
         
        
            | 
0.618             | 
            122.55 | 
         
        
            | 
0.500             | 
            122.50 | 
         
        
            | 
0.382             | 
            122.45 | 
         
        
            | 
LOW             | 
            122.28 | 
         
        
            | 
0.618             | 
            122.01 | 
         
        
            | 
1.000             | 
            121.84 | 
         
        
            | 
1.618             | 
            121.57 | 
         
        
            | 
2.618             | 
            121.13 | 
         
        
            | 
4.250             | 
            120.41 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.53 | 
                                122.50 | 
                             
                            
                                | PP | 
                                122.52 | 
                                122.45 | 
                             
                            
                                | S1 | 
                                122.50 | 
                                122.41 | 
                             
             
         |