Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Apr-2010 | 
                    23-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123.20 | 
                        123.45 | 
                        0.25 | 
                        0.2% | 
                        123.19 | 
                     
                    
                        | High | 
                        123.67 | 
                        123.47 | 
                        -0.20 | 
                        -0.2% | 
                        123.67 | 
                     
                    
                        | Low | 
                        123.07 | 
                        123.00 | 
                        -0.07 | 
                        -0.1% | 
                        122.75 | 
                     
                    
                        | Close | 
                        123.39 | 
                        123.32 | 
                        -0.07 | 
                        -0.1% | 
                        123.32 | 
                     
                    
                        | Range | 
                        0.60 | 
                        0.47 | 
                        -0.13 | 
                        -21.7% | 
                        0.92 | 
                     
                    
                        | ATR | 
                        0.44 | 
                        0.44 | 
                        0.00 | 
                        0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,010 | 
                        1,567 | 
                        -1,443 | 
                        -47.9% | 
                        5,655 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124.67 | 
                124.47 | 
                123.58 | 
                 | 
             
            
                | R3 | 
                124.20 | 
                124.00 | 
                123.45 | 
                 | 
             
            
                | R2 | 
                123.73 | 
                123.73 | 
                123.41 | 
                 | 
             
            
                | R1 | 
                123.53 | 
                123.53 | 
                123.36 | 
                123.40 | 
             
            
                | PP | 
                123.26 | 
                123.26 | 
                123.26 | 
                123.20 | 
             
            
                | S1 | 
                123.06 | 
                123.06 | 
                123.28 | 
                122.93 | 
             
            
                | S2 | 
                122.79 | 
                122.79 | 
                123.23 | 
                 | 
             
            
                | S3 | 
                122.32 | 
                122.59 | 
                123.19 | 
                 | 
             
            
                | S4 | 
                121.85 | 
                122.12 | 
                123.06 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126.01 | 
                125.58 | 
                123.83 | 
                 | 
             
            
                | R3 | 
                125.09 | 
                124.66 | 
                123.57 | 
                 | 
             
            
                | R2 | 
                124.17 | 
                124.17 | 
                123.49 | 
                 | 
             
            
                | R1 | 
                123.74 | 
                123.74 | 
                123.40 | 
                123.96 | 
             
            
                | PP | 
                123.25 | 
                123.25 | 
                123.25 | 
                123.35 | 
             
            
                | S1 | 
                122.82 | 
                122.82 | 
                123.24 | 
                123.04 | 
             
            
                | S2 | 
                122.33 | 
                122.33 | 
                123.15 | 
                 | 
             
            
                | S3 | 
                121.41 | 
                121.90 | 
                123.07 | 
                 | 
             
            
                | S4 | 
                120.49 | 
                120.98 | 
                122.81 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                123.67 | 
                122.75 | 
                0.92 | 
                0.7% | 
                0.39 | 
                0.3% | 
                62% | 
                False | 
                False | 
                1,131 | 
                 
                
                | 10 | 
                123.67 | 
                121.60 | 
                2.07 | 
                1.7% | 
                0.41 | 
                0.3% | 
                83% | 
                False | 
                False | 
                703 | 
                 
                
                | 20 | 
                123.67 | 
                121.60 | 
                2.07 | 
                1.7% | 
                0.39 | 
                0.3% | 
                83% | 
                False | 
                False | 
                444 | 
                 
                
                | 40 | 
                123.67 | 
                121.50 | 
                2.17 | 
                1.8% | 
                0.35 | 
                0.3% | 
                84% | 
                False | 
                False | 
                270 | 
                 
                
                | 60 | 
                123.67 | 
                120.76 | 
                2.91 | 
                2.4% | 
                0.23 | 
                0.2% | 
                88% | 
                False | 
                False | 
                240 | 
                 
                
                | 80 | 
                123.67 | 
                119.39 | 
                4.28 | 
                3.5% | 
                0.17 | 
                0.1% | 
                92% | 
                False | 
                False | 
                211 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            125.47 | 
         
        
            | 
2.618             | 
            124.70 | 
         
        
            | 
1.618             | 
            124.23 | 
         
        
            | 
1.000             | 
            123.94 | 
         
        
            | 
0.618             | 
            123.76 | 
         
        
            | 
HIGH             | 
            123.47 | 
         
        
            | 
0.618             | 
            123.29 | 
         
        
            | 
0.500             | 
            123.24 | 
         
        
            | 
0.382             | 
            123.18 | 
         
        
            | 
LOW             | 
            123.00 | 
         
        
            | 
0.618             | 
            122.71 | 
         
        
            | 
1.000             | 
            122.53 | 
         
        
            | 
1.618             | 
            122.24 | 
         
        
            | 
2.618             | 
            121.77 | 
         
        
            | 
4.250             | 
            121.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123.29 | 
                                123.28 | 
                             
                            
                                | PP | 
                                123.26 | 
                                123.25 | 
                             
                            
                                | S1 | 
                                123.24 | 
                                123.21 | 
                             
             
         |