Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Apr-2010 | 
                    29-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        124.52 | 
                        124.13 | 
                        -0.39 | 
                        -0.3% | 
                        123.19 | 
                     
                    
                        | High | 
                        124.95 | 
                        124.13 | 
                        -0.82 | 
                        -0.7% | 
                        123.67 | 
                     
                    
                        | Low | 
                        123.85 | 
                        123.63 | 
                        -0.22 | 
                        -0.2% | 
                        122.75 | 
                     
                    
                        | Close | 
                        124.04 | 
                        123.83 | 
                        -0.21 | 
                        -0.2% | 
                        123.32 | 
                     
                    
                        | Range | 
                        1.10 | 
                        0.50 | 
                        -0.60 | 
                        -54.5% | 
                        0.92 | 
                     
                    
                        | ATR | 
                        0.55 | 
                        0.55 | 
                        0.00 | 
                        -0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,168 | 
                        564 | 
                        -2,604 | 
                        -82.2% | 
                        5,655 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125.36 | 
                125.10 | 
                124.11 | 
                 | 
             
            
                | R3 | 
                124.86 | 
                124.60 | 
                123.97 | 
                 | 
             
            
                | R2 | 
                124.36 | 
                124.36 | 
                123.92 | 
                 | 
             
            
                | R1 | 
                124.10 | 
                124.10 | 
                123.88 | 
                123.98 | 
             
            
                | PP | 
                123.86 | 
                123.86 | 
                123.86 | 
                123.81 | 
             
            
                | S1 | 
                123.60 | 
                123.60 | 
                123.78 | 
                123.48 | 
             
            
                | S2 | 
                123.36 | 
                123.36 | 
                123.74 | 
                 | 
             
            
                | S3 | 
                122.86 | 
                123.10 | 
                123.69 | 
                 | 
             
            
                | S4 | 
                122.36 | 
                122.60 | 
                123.56 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                124.95 | 
                123.00 | 
                1.95 | 
                1.6% | 
                0.75 | 
                0.6% | 
                43% | 
                False | 
                False | 
                1,711 | 
                 
                
                | 10 | 
                124.95 | 
                122.67 | 
                2.28 | 
                1.8% | 
                0.56 | 
                0.5% | 
                51% | 
                False | 
                False | 
                1,300 | 
                 
                
                | 20 | 
                124.95 | 
                121.60 | 
                3.35 | 
                2.7% | 
                0.47 | 
                0.4% | 
                67% | 
                False | 
                False | 
                770 | 
                 
                
                | 40 | 
                124.95 | 
                121.50 | 
                3.45 | 
                2.8% | 
                0.39 | 
                0.3% | 
                68% | 
                False | 
                False | 
                434 | 
                 
                
                | 60 | 
                124.95 | 
                120.76 | 
                4.19 | 
                3.4% | 
                0.29 | 
                0.2% | 
                73% | 
                False | 
                False | 
                334 | 
                 
                
                | 80 | 
                124.95 | 
                119.43 | 
                5.52 | 
                4.5% | 
                0.21 | 
                0.2% | 
                80% | 
                False | 
                False | 
                298 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            126.26 | 
         
        
            | 
2.618             | 
            125.44 | 
         
        
            | 
1.618             | 
            124.94 | 
         
        
            | 
1.000             | 
            124.63 | 
         
        
            | 
0.618             | 
            124.44 | 
         
        
            | 
HIGH             | 
            124.13 | 
         
        
            | 
0.618             | 
            123.94 | 
         
        
            | 
0.500             | 
            123.88 | 
         
        
            | 
0.382             | 
            123.82 | 
         
        
            | 
LOW             | 
            123.63 | 
         
        
            | 
0.618             | 
            123.32 | 
         
        
            | 
1.000             | 
            123.13 | 
         
        
            | 
1.618             | 
            122.82 | 
         
        
            | 
2.618             | 
            122.32 | 
         
        
            | 
4.250             | 
            121.51 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123.88 | 
                                124.28 | 
                             
                            
                                | PP | 
                                123.86 | 
                                124.13 | 
                             
                            
                                | S1 | 
                                123.85 | 
                                123.98 | 
                             
             
         |