Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Apr-2010 | 
                    16-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.30 | 
                        122.70 | 
                        0.40 | 
                        0.3% | 
                        121.99 | 
                     
                    
                        | High | 
                        122.72 | 
                        123.10 | 
                        0.38 | 
                        0.3% | 
                        123.10 | 
                     
                    
                        | Low | 
                        122.28 | 
                        122.67 | 
                        0.39 | 
                        0.3% | 
                        121.60 | 
                     
                    
                        | Close | 
                        122.55 | 
                        123.02 | 
                        0.47 | 
                        0.4% | 
                        123.02 | 
                     
                    
                        | Range | 
                        0.44 | 
                        0.43 | 
                        -0.01 | 
                        -2.3% | 
                        1.50 | 
                     
                    
                        | ATR | 
                        0.44 | 
                        0.45 | 
                        0.01 | 
                        1.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        96 | 
                        364 | 
                        268 | 
                        279.2% | 
                        1,379 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.22 | 
                124.05 | 
                123.26 | 
                 | 
             
            
                | R3 | 
                123.79 | 
                123.62 | 
                123.14 | 
                 | 
             
            
                | R2 | 
                123.36 | 
                123.36 | 
                123.10 | 
                 | 
             
            
                | R1 | 
                123.19 | 
                123.19 | 
                123.06 | 
                123.28 | 
             
            
                | PP | 
                122.93 | 
                122.93 | 
                122.93 | 
                122.97 | 
             
            
                | S1 | 
                122.76 | 
                122.76 | 
                122.98 | 
                122.85 | 
             
            
                | S2 | 
                122.50 | 
                122.50 | 
                122.94 | 
                 | 
             
            
                | S3 | 
                122.07 | 
                122.33 | 
                122.90 | 
                 | 
             
            
                | S4 | 
                121.64 | 
                121.90 | 
                122.78 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                127.07 | 
                126.55 | 
                123.85 | 
                 | 
             
            
                | R3 | 
                125.57 | 
                125.05 | 
                123.43 | 
                 | 
             
            
                | R2 | 
                124.07 | 
                124.07 | 
                123.30 | 
                 | 
             
            
                | R1 | 
                123.55 | 
                123.55 | 
                123.16 | 
                123.81 | 
             
            
                | PP | 
                122.57 | 
                122.57 | 
                122.57 | 
                122.71 | 
             
            
                | S1 | 
                122.05 | 
                122.05 | 
                122.88 | 
                122.31 | 
             
            
                | S2 | 
                121.07 | 
                121.07 | 
                122.75 | 
                 | 
             
            
                | S3 | 
                119.57 | 
                120.55 | 
                122.61 | 
                 | 
             
            
                | S4 | 
                118.07 | 
                119.05 | 
                122.20 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            124.93 | 
         
        
            | 
2.618             | 
            124.23 | 
         
        
            | 
1.618             | 
            123.80 | 
         
        
            | 
1.000             | 
            123.53 | 
         
        
            | 
0.618             | 
            123.37 | 
         
        
            | 
HIGH             | 
            123.10 | 
         
        
            | 
0.618             | 
            122.94 | 
         
        
            | 
0.500             | 
            122.89 | 
         
        
            | 
0.382             | 
            122.83 | 
         
        
            | 
LOW             | 
            122.67 | 
         
        
            | 
0.618             | 
            122.40 | 
         
        
            | 
1.000             | 
            122.24 | 
         
        
            | 
1.618             | 
            121.97 | 
         
        
            | 
2.618             | 
            121.54 | 
         
        
            | 
4.250             | 
            120.84 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.98 | 
                                122.90 | 
                             
                            
                                | PP | 
                                122.93 | 
                                122.77 | 
                             
                            
                                | S1 | 
                                122.89 | 
                                122.65 | 
                             
             
         |