Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jul-2010 | 
                    30-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        128.00 | 
                        128.30 | 
                        0.30 | 
                        0.2% | 
                        128.03 | 
                     
                    
                        | High | 
                        128.28 | 
                        128.66 | 
                        0.38 | 
                        0.3% | 
                        128.66 | 
                     
                    
                        | Low | 
                        127.78 | 
                        128.21 | 
                        0.43 | 
                        0.3% | 
                        127.37 | 
                     
                    
                        | Close | 
                        128.06 | 
                        128.55 | 
                        0.49 | 
                        0.4% | 
                        128.55 | 
                     
                    
                        | Range | 
                        0.50 | 
                        0.45 | 
                        -0.05 | 
                        -10.0% | 
                        1.29 | 
                     
                    
                        | ATR | 
                        0.71 | 
                        0.70 | 
                        -0.01 | 
                        -1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        656,178 | 
                        806,247 | 
                        150,069 | 
                        22.9% | 
                        3,560,060 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                129.82 | 
                129.64 | 
                128.80 | 
                 | 
             
            
                | R3 | 
                129.37 | 
                129.19 | 
                128.67 | 
                 | 
             
            
                | R2 | 
                128.92 | 
                128.92 | 
                128.63 | 
                 | 
             
            
                | R1 | 
                128.74 | 
                128.74 | 
                128.59 | 
                128.83 | 
             
            
                | PP | 
                128.47 | 
                128.47 | 
                128.47 | 
                128.52 | 
             
            
                | S1 | 
                128.29 | 
                128.29 | 
                128.51 | 
                128.38 | 
             
            
                | S2 | 
                128.02 | 
                128.02 | 
                128.47 | 
                 | 
             
            
                | S3 | 
                127.57 | 
                127.84 | 
                128.43 | 
                 | 
             
            
                | S4 | 
                127.12 | 
                127.39 | 
                128.30 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                132.06 | 
                131.60 | 
                129.26 | 
                 | 
             
            
                | R3 | 
                130.77 | 
                130.31 | 
                128.90 | 
                 | 
             
            
                | R2 | 
                129.48 | 
                129.48 | 
                128.79 | 
                 | 
             
            
                | R1 | 
                129.02 | 
                129.02 | 
                128.67 | 
                129.25 | 
             
            
                | PP | 
                128.19 | 
                128.19 | 
                128.19 | 
                128.31 | 
             
            
                | S1 | 
                127.73 | 
                127.73 | 
                128.43 | 
                127.96 | 
             
            
                | S2 | 
                126.90 | 
                126.90 | 
                128.31 | 
                 | 
             
            
                | S3 | 
                125.61 | 
                126.44 | 
                128.20 | 
                 | 
             
            
                | S4 | 
                124.32 | 
                125.15 | 
                127.84 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                128.66 | 
                127.37 | 
                1.29 | 
                1.0% | 
                0.54 | 
                0.4% | 
                91% | 
                True | 
                False | 
                712,012 | 
                 
                
                | 10 | 
                129.54 | 
                127.37 | 
                2.17 | 
                1.7% | 
                0.69 | 
                0.5% | 
                54% | 
                False | 
                False | 
                704,518 | 
                 
                
                | 20 | 
                129.70 | 
                127.37 | 
                2.33 | 
                1.8% | 
                0.69 | 
                0.5% | 
                51% | 
                False | 
                False | 
                692,163 | 
                 
                
                | 40 | 
                129.93 | 
                127.12 | 
                2.81 | 
                2.2% | 
                0.71 | 
                0.5% | 
                51% | 
                False | 
                False | 
                747,976 | 
                 
                
                | 60 | 
                129.93 | 
                124.37 | 
                5.56 | 
                4.3% | 
                0.74 | 
                0.6% | 
                75% | 
                False | 
                False | 
                518,713 | 
                 
                
                | 80 | 
                129.93 | 
                121.60 | 
                8.33 | 
                6.5% | 
                0.72 | 
                0.6% | 
                83% | 
                False | 
                False | 
                389,304 | 
                 
                
                | 100 | 
                129.93 | 
                121.55 | 
                8.38 | 
                6.5% | 
                0.64 | 
                0.5% | 
                84% | 
                False | 
                False | 
                311,474 | 
                 
                
                | 120 | 
                129.93 | 
                120.76 | 
                9.17 | 
                7.1% | 
                0.56 | 
                0.4% | 
                85% | 
                False | 
                False | 
                259,575 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            130.57 | 
         
        
            | 
2.618             | 
            129.84 | 
         
        
            | 
1.618             | 
            129.39 | 
         
        
            | 
1.000             | 
            129.11 | 
         
        
            | 
0.618             | 
            128.94 | 
         
        
            | 
HIGH             | 
            128.66 | 
         
        
            | 
0.618             | 
            128.49 | 
         
        
            | 
0.500             | 
            128.44 | 
         
        
            | 
0.382             | 
            128.38 | 
         
        
            | 
LOW             | 
            128.21 | 
         
        
            | 
0.618             | 
            127.93 | 
         
        
            | 
1.000             | 
            127.76 | 
         
        
            | 
1.618             | 
            127.48 | 
         
        
            | 
2.618             | 
            127.03 | 
         
        
            | 
4.250             | 
            126.30 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                128.51 | 
                                128.39 | 
                             
                            
                                | PP | 
                                128.47 | 
                                128.22 | 
                             
                            
                                | S1 | 
                                128.44 | 
                                128.06 | 
                             
             
         |