Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Apr-2010 | 
                    03-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123.87 | 
                        124.11 | 
                        0.24 | 
                        0.2% | 
                        123.23 | 
                     
                    
                        | High | 
                        124.30 | 
                        124.11 | 
                        -0.19 | 
                        -0.2% | 
                        124.95 | 
                     
                    
                        | Low | 
                        123.79 | 
                        123.73 | 
                        -0.06 | 
                        0.0% | 
                        123.16 | 
                     
                    
                        | Close | 
                        124.27 | 
                        123.92 | 
                        -0.35 | 
                        -0.3% | 
                        124.27 | 
                     
                    
                        | Range | 
                        0.51 | 
                        0.38 | 
                        -0.13 | 
                        -25.5% | 
                        1.79 | 
                     
                    
                        | ATR | 
                        0.54 | 
                        0.54 | 
                        0.00 | 
                        -0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        551 | 
                        50 | 
                        -501 | 
                        -90.9% | 
                        7,539 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125.06 | 
                124.87 | 
                124.13 | 
                 | 
             
            
                | R3 | 
                124.68 | 
                124.49 | 
                124.02 | 
                 | 
             
            
                | R2 | 
                124.30 | 
                124.30 | 
                123.99 | 
                 | 
             
            
                | R1 | 
                124.11 | 
                124.11 | 
                123.95 | 
                124.02 | 
             
            
                | PP | 
                123.92 | 
                123.92 | 
                123.92 | 
                123.87 | 
             
            
                | S1 | 
                123.73 | 
                123.73 | 
                123.89 | 
                123.64 | 
             
            
                | S2 | 
                123.54 | 
                123.54 | 
                123.85 | 
                 | 
             
            
                | S3 | 
                123.16 | 
                123.35 | 
                123.82 | 
                 | 
             
            
                | S4 | 
                122.78 | 
                122.97 | 
                123.71 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                129.50 | 
                128.67 | 
                125.25 | 
                 | 
             
            
                | R3 | 
                127.71 | 
                126.88 | 
                124.76 | 
                 | 
             
            
                | R2 | 
                125.92 | 
                125.92 | 
                124.60 | 
                 | 
             
            
                | R1 | 
                125.09 | 
                125.09 | 
                124.43 | 
                125.51 | 
             
            
                | PP | 
                124.13 | 
                124.13 | 
                124.13 | 
                124.33 | 
             
            
                | S1 | 
                123.30 | 
                123.30 | 
                124.11 | 
                123.72 | 
             
            
                | S2 | 
                122.34 | 
                122.34 | 
                123.94 | 
                 | 
             
            
                | S3 | 
                120.55 | 
                121.51 | 
                123.78 | 
                 | 
             
            
                | S4 | 
                118.76 | 
                119.72 | 
                123.29 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                124.95 | 
                123.61 | 
                1.34 | 
                1.1% | 
                0.73 | 
                0.6% | 
                23% | 
                False | 
                False | 
                1,083 | 
                 
                
                | 10 | 
                124.95 | 
                122.75 | 
                2.20 | 
                1.8% | 
                0.59 | 
                0.5% | 
                53% | 
                False | 
                False | 
                1,311 | 
                 
                
                | 20 | 
                124.95 | 
                121.60 | 
                3.35 | 
                2.7% | 
                0.49 | 
                0.4% | 
                69% | 
                False | 
                False | 
                783 | 
                 
                
                | 40 | 
                124.95 | 
                121.50 | 
                3.45 | 
                2.8% | 
                0.41 | 
                0.3% | 
                70% | 
                False | 
                False | 
                448 | 
                 
                
                | 60 | 
                124.95 | 
                120.76 | 
                4.19 | 
                3.4% | 
                0.30 | 
                0.2% | 
                75% | 
                False | 
                False | 
                334 | 
                 
                
                | 80 | 
                124.95 | 
                119.60 | 
                5.35 | 
                4.3% | 
                0.23 | 
                0.2% | 
                81% | 
                False | 
                False | 
                306 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            125.73 | 
         
        
            | 
2.618             | 
            125.10 | 
         
        
            | 
1.618             | 
            124.72 | 
         
        
            | 
1.000             | 
            124.49 | 
         
        
            | 
0.618             | 
            124.34 | 
         
        
            | 
HIGH             | 
            124.11 | 
         
        
            | 
0.618             | 
            123.96 | 
         
        
            | 
0.500             | 
            123.92 | 
         
        
            | 
0.382             | 
            123.88 | 
         
        
            | 
LOW             | 
            123.73 | 
         
        
            | 
0.618             | 
            123.50 | 
         
        
            | 
1.000             | 
            123.35 | 
         
        
            | 
1.618             | 
            123.12 | 
         
        
            | 
2.618             | 
            122.74 | 
         
        
            | 
4.250             | 
            122.12 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123.92 | 
                                123.97 | 
                             
                            
                                | PP | 
                                123.92 | 
                                123.95 | 
                             
                            
                                | S1 | 
                                123.92 | 
                                123.94 | 
                             
             
         |