Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Aug-2010 | 
                    12-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        130.58 | 
                        130.98 | 
                        0.40 | 
                        0.3% | 
                        128.46 | 
                     
                    
                        | High | 
                        131.24 | 
                        131.40 | 
                        0.16 | 
                        0.1% | 
                        130.15 | 
                     
                    
                        | Low | 
                        130.41 | 
                        130.90 | 
                        0.49 | 
                        0.4% | 
                        128.09 | 
                     
                    
                        | Close | 
                        131.14 | 
                        131.22 | 
                        0.08 | 
                        0.1% | 
                        130.10 | 
                     
                    
                        | Range | 
                        0.83 | 
                        0.50 | 
                        -0.33 | 
                        -39.8% | 
                        2.06 | 
                     
                    
                        | ATR | 
                        0.71 | 
                        0.69 | 
                        -0.01 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        803,888 | 
                        731,646 | 
                        -72,242 | 
                        -9.0% | 
                        3,329,429 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                132.67 | 
                132.45 | 
                131.50 | 
                 | 
             
            
                | R3 | 
                132.17 | 
                131.95 | 
                131.36 | 
                 | 
             
            
                | R2 | 
                131.67 | 
                131.67 | 
                131.31 | 
                 | 
             
            
                | R1 | 
                131.45 | 
                131.45 | 
                131.27 | 
                131.56 | 
             
            
                | PP | 
                131.17 | 
                131.17 | 
                131.17 | 
                131.23 | 
             
            
                | S1 | 
                130.95 | 
                130.95 | 
                131.17 | 
                131.06 | 
             
            
                | S2 | 
                130.67 | 
                130.67 | 
                131.13 | 
                 | 
             
            
                | S3 | 
                130.17 | 
                130.45 | 
                131.08 | 
                 | 
             
            
                | S4 | 
                129.67 | 
                129.95 | 
                130.95 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135.63 | 
                134.92 | 
                131.23 | 
                 | 
             
            
                | R3 | 
                133.57 | 
                132.86 | 
                130.67 | 
                 | 
             
            
                | R2 | 
                131.51 | 
                131.51 | 
                130.48 | 
                 | 
             
            
                | R1 | 
                130.80 | 
                130.80 | 
                130.29 | 
                131.16 | 
             
            
                | PP | 
                129.45 | 
                129.45 | 
                129.45 | 
                129.62 | 
             
            
                | S1 | 
                128.74 | 
                128.74 | 
                129.91 | 
                129.10 | 
             
            
                | S2 | 
                127.39 | 
                127.39 | 
                129.72 | 
                 | 
             
            
                | S3 | 
                125.33 | 
                126.68 | 
                129.53 | 
                 | 
             
            
                | S4 | 
                123.27 | 
                124.62 | 
                128.97 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                131.40 | 
                129.44 | 
                1.96 | 
                1.5% | 
                0.60 | 
                0.5% | 
                91% | 
                True | 
                False | 
                622,297 | 
                 
                
                | 10 | 
                131.40 | 
                128.09 | 
                3.31 | 
                2.5% | 
                0.59 | 
                0.4% | 
                95% | 
                True | 
                False | 
                653,326 | 
                 
                
                | 20 | 
                131.40 | 
                127.37 | 
                4.03 | 
                3.1% | 
                0.66 | 
                0.5% | 
                96% | 
                True | 
                False | 
                674,071 | 
                 
                
                | 40 | 
                131.40 | 
                127.12 | 
                4.28 | 
                3.3% | 
                0.65 | 
                0.5% | 
                96% | 
                True | 
                False | 
                701,170 | 
                 
                
                | 60 | 
                131.40 | 
                126.65 | 
                4.75 | 
                3.6% | 
                0.70 | 
                0.5% | 
                96% | 
                True | 
                False | 
                613,567 | 
                 
                
                | 80 | 
                131.40 | 
                123.00 | 
                8.40 | 
                6.4% | 
                0.74 | 
                0.6% | 
                98% | 
                True | 
                False | 
                460,860 | 
                 
                
                | 100 | 
                131.40 | 
                121.60 | 
                9.80 | 
                7.5% | 
                0.67 | 
                0.5% | 
                98% | 
                True | 
                False | 
                368,732 | 
                 
                
                | 120 | 
                131.40 | 
                121.50 | 
                9.90 | 
                7.5% | 
                0.60 | 
                0.5% | 
                98% | 
                True | 
                False | 
                307,294 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            133.53 | 
         
        
            | 
2.618             | 
            132.71 | 
         
        
            | 
1.618             | 
            132.21 | 
         
        
            | 
1.000             | 
            131.90 | 
         
        
            | 
0.618             | 
            131.71 | 
         
        
            | 
HIGH             | 
            131.40 | 
         
        
            | 
0.618             | 
            131.21 | 
         
        
            | 
0.500             | 
            131.15 | 
         
        
            | 
0.382             | 
            131.09 | 
         
        
            | 
LOW             | 
            130.90 | 
         
        
            | 
0.618             | 
            130.59 | 
         
        
            | 
1.000             | 
            130.40 | 
         
        
            | 
1.618             | 
            130.09 | 
         
        
            | 
2.618             | 
            129.59 | 
         
        
            | 
4.250             | 
            128.78 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131.20 | 
                                131.02 | 
                             
                            
                                | PP | 
                                131.17 | 
                                130.81 | 
                             
                            
                                | S1 | 
                                131.15 | 
                                130.61 | 
                             
             
         |