Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Apr-2010 | 
                    20-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123.19 | 
                        123.04 | 
                        -0.15 | 
                        -0.1% | 
                        121.99 | 
                     
                    
                        | High | 
                        123.21 | 
                        123.04 | 
                        -0.17 | 
                        -0.1% | 
                        123.10 | 
                     
                    
                        | Low | 
                        123.05 | 
                        122.80 | 
                        -0.25 | 
                        -0.2% | 
                        121.60 | 
                     
                    
                        | Close | 
                        123.11 | 
                        122.85 | 
                        -0.26 | 
                        -0.2% | 
                        123.02 | 
                     
                    
                        | Range | 
                        0.16 | 
                        0.24 | 
                        0.08 | 
                        50.0% | 
                        1.50 | 
                     
                    
                        | ATR | 
                        0.43 | 
                        0.42 | 
                        -0.01 | 
                        -2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        128 | 
                        153 | 
                        25 | 
                        19.5% | 
                        1,379 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123.62 | 
                123.47 | 
                122.98 | 
                 | 
             
            
                | R3 | 
                123.38 | 
                123.23 | 
                122.92 | 
                 | 
             
            
                | R2 | 
                123.14 | 
                123.14 | 
                122.89 | 
                 | 
             
            
                | R1 | 
                122.99 | 
                122.99 | 
                122.87 | 
                122.95 | 
             
            
                | PP | 
                122.90 | 
                122.90 | 
                122.90 | 
                122.87 | 
             
            
                | S1 | 
                122.75 | 
                122.75 | 
                122.83 | 
                122.71 | 
             
            
                | S2 | 
                122.66 | 
                122.66 | 
                122.81 | 
                 | 
             
            
                | S3 | 
                122.42 | 
                122.51 | 
                122.78 | 
                 | 
             
            
                | S4 | 
                122.18 | 
                122.27 | 
                122.72 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                123.21 | 
                122.20 | 
                1.01 | 
                0.8% | 
                0.32 | 
                0.3% | 
                64% | 
                False | 
                False | 
                191 | 
                 
                
                | 10 | 
                123.21 | 
                121.60 | 
                1.61 | 
                1.3% | 
                0.39 | 
                0.3% | 
                78% | 
                False | 
                False | 
                264 | 
                 
                
                | 20 | 
                123.21 | 
                121.60 | 
                1.61 | 
                1.3% | 
                0.36 | 
                0.3% | 
                78% | 
                False | 
                False | 
                194 | 
                 
                
                | 40 | 
                123.32 | 
                120.92 | 
                2.40 | 
                2.0% | 
                0.31 | 
                0.3% | 
                80% | 
                False | 
                False | 
                143 | 
                 
                
                | 60 | 
                123.32 | 
                120.76 | 
                2.56 | 
                2.1% | 
                0.21 | 
                0.2% | 
                82% | 
                False | 
                False | 
                159 | 
                 
                
                | 80 | 
                123.32 | 
                119.39 | 
                3.93 | 
                3.2% | 
                0.15 | 
                0.1% | 
                88% | 
                False | 
                False | 
                144 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            124.06 | 
         
        
            | 
2.618             | 
            123.67 | 
         
        
            | 
1.618             | 
            123.43 | 
         
        
            | 
1.000             | 
            123.28 | 
         
        
            | 
0.618             | 
            123.19 | 
         
        
            | 
HIGH             | 
            123.04 | 
         
        
            | 
0.618             | 
            122.95 | 
         
        
            | 
0.500             | 
            122.92 | 
         
        
            | 
0.382             | 
            122.89 | 
         
        
            | 
LOW             | 
            122.80 | 
         
        
            | 
0.618             | 
            122.65 | 
         
        
            | 
1.000             | 
            122.56 | 
         
        
            | 
1.618             | 
            122.41 | 
         
        
            | 
2.618             | 
            122.17 | 
         
        
            | 
4.250             | 
            121.78 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                122.92 | 
                                122.94 | 
                             
                            
                                | PP | 
                                122.90 | 
                                122.91 | 
                             
                            
                                | S1 | 
                                122.87 | 
                                122.88 | 
                             
             
         |