Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Apr-2010 | 
                    22-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122.75 | 
                        123.20 | 
                        0.45 | 
                        0.4% | 
                        121.99 | 
                     
                    
                        | High | 
                        123.22 | 
                        123.67 | 
                        0.45 | 
                        0.4% | 
                        123.10 | 
                     
                    
                        | Low | 
                        122.75 | 
                        123.07 | 
                        0.32 | 
                        0.3% | 
                        121.60 | 
                     
                    
                        | Close | 
                        123.12 | 
                        123.39 | 
                        0.27 | 
                        0.2% | 
                        123.02 | 
                     
                    
                        | Range | 
                        0.47 | 
                        0.60 | 
                        0.13 | 
                        27.7% | 
                        1.50 | 
                     
                    
                        | ATR | 
                        0.42 | 
                        0.44 | 
                        0.01 | 
                        3.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        797 | 
                        3,010 | 
                        2,213 | 
                        277.7% | 
                        1,379 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125.18 | 
                124.88 | 
                123.72 | 
                 | 
             
            
                | R3 | 
                124.58 | 
                124.28 | 
                123.56 | 
                 | 
             
            
                | R2 | 
                123.98 | 
                123.98 | 
                123.50 | 
                 | 
             
            
                | R1 | 
                123.68 | 
                123.68 | 
                123.45 | 
                123.83 | 
             
            
                | PP | 
                123.38 | 
                123.38 | 
                123.38 | 
                123.45 | 
             
            
                | S1 | 
                123.08 | 
                123.08 | 
                123.34 | 
                123.23 | 
             
            
                | S2 | 
                122.78 | 
                122.78 | 
                123.28 | 
                 | 
             
            
                | S3 | 
                122.18 | 
                122.48 | 
                123.23 | 
                 | 
             
            
                | S4 | 
                121.58 | 
                121.88 | 
                123.06 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                123.67 | 
                122.67 | 
                1.00 | 
                0.8% | 
                0.38 | 
                0.3% | 
                72% | 
                True | 
                False | 
                890 | 
                 
                
                | 10 | 
                123.67 | 
                121.60 | 
                2.07 | 
                1.7% | 
                0.42 | 
                0.3% | 
                86% | 
                True | 
                False | 
                557 | 
                 
                
                | 20 | 
                123.67 | 
                121.60 | 
                2.07 | 
                1.7% | 
                0.38 | 
                0.3% | 
                86% | 
                True | 
                False | 
                368 | 
                 
                
                | 40 | 
                123.67 | 
                121.50 | 
                2.17 | 
                1.8% | 
                0.33 | 
                0.3% | 
                87% | 
                True | 
                False | 
                233 | 
                 
                
                | 60 | 
                123.67 | 
                120.76 | 
                2.91 | 
                2.4% | 
                0.22 | 
                0.2% | 
                90% | 
                True | 
                False | 
                214 | 
                 
                
                | 80 | 
                123.67 | 
                119.39 | 
                4.28 | 
                3.5% | 
                0.17 | 
                0.1% | 
                93% | 
                True | 
                False | 
                191 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            126.22 | 
         
        
            | 
2.618             | 
            125.24 | 
         
        
            | 
1.618             | 
            124.64 | 
         
        
            | 
1.000             | 
            124.27 | 
         
        
            | 
0.618             | 
            124.04 | 
         
        
            | 
HIGH             | 
            123.67 | 
         
        
            | 
0.618             | 
            123.44 | 
         
        
            | 
0.500             | 
            123.37 | 
         
        
            | 
0.382             | 
            123.30 | 
         
        
            | 
LOW             | 
            123.07 | 
         
        
            | 
0.618             | 
            122.70 | 
         
        
            | 
1.000             | 
            122.47 | 
         
        
            | 
1.618             | 
            122.10 | 
         
        
            | 
2.618             | 
            121.50 | 
         
        
            | 
4.250             | 
            120.52 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123.38 | 
                                123.33 | 
                             
                            
                                | PP | 
                                123.38 | 
                                123.27 | 
                             
                            
                                | S1 | 
                                123.37 | 
                                123.21 | 
                             
             
         |