Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Aug-2010 | 
                    13-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        130.98 | 
                        130.98 | 
                        0.00 | 
                        0.0% | 
                        130.06 | 
                     
                    
                        | High | 
                        131.40 | 
                        131.54 | 
                        0.14 | 
                        0.1% | 
                        131.54 | 
                     
                    
                        | Low | 
                        130.90 | 
                        130.94 | 
                        0.04 | 
                        0.0% | 
                        129.81 | 
                     
                    
                        | Close | 
                        131.22 | 
                        131.48 | 
                        0.26 | 
                        0.2% | 
                        131.48 | 
                     
                    
                        | Range | 
                        0.50 | 
                        0.60 | 
                        0.10 | 
                        20.0% | 
                        1.73 | 
                     
                    
                        | ATR | 
                        0.69 | 
                        0.68 | 
                        -0.01 | 
                        -0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        731,646 | 
                        698,263 | 
                        -33,383 | 
                        -4.6% | 
                        3,095,856 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133.12 | 
                132.90 | 
                131.81 | 
                 | 
             
            
                | R3 | 
                132.52 | 
                132.30 | 
                131.65 | 
                 | 
             
            
                | R2 | 
                131.92 | 
                131.92 | 
                131.59 | 
                 | 
             
            
                | R1 | 
                131.70 | 
                131.70 | 
                131.54 | 
                131.81 | 
             
            
                | PP | 
                131.32 | 
                131.32 | 
                131.32 | 
                131.38 | 
             
            
                | S1 | 
                131.10 | 
                131.10 | 
                131.43 | 
                131.21 | 
             
            
                | S2 | 
                130.72 | 
                130.72 | 
                131.37 | 
                 | 
             
            
                | S3 | 
                130.12 | 
                130.50 | 
                131.32 | 
                 | 
             
            
                | S4 | 
                129.52 | 
                129.90 | 
                131.15 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                136.13 | 
                135.54 | 
                132.43 | 
                 | 
             
            
                | R3 | 
                134.40 | 
                133.81 | 
                131.96 | 
                 | 
             
            
                | R2 | 
                132.67 | 
                132.67 | 
                131.80 | 
                 | 
             
            
                | R1 | 
                132.08 | 
                132.08 | 
                131.64 | 
                132.38 | 
             
            
                | PP | 
                130.94 | 
                130.94 | 
                130.94 | 
                131.09 | 
             
            
                | S1 | 
                130.35 | 
                130.35 | 
                131.32 | 
                130.65 | 
             
            
                | S2 | 
                129.21 | 
                129.21 | 
                131.16 | 
                 | 
             
            
                | S3 | 
                127.48 | 
                128.62 | 
                131.00 | 
                 | 
             
            
                | S4 | 
                125.75 | 
                126.89 | 
                130.53 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                131.54 | 
                129.81 | 
                1.73 | 
                1.3% | 
                0.58 | 
                0.4% | 
                97% | 
                True | 
                False | 
                619,171 | 
                 
                
                | 10 | 
                131.54 | 
                128.09 | 
                3.45 | 
                2.6% | 
                0.61 | 
                0.5% | 
                98% | 
                True | 
                False | 
                642,528 | 
                 
                
                | 20 | 
                131.54 | 
                127.37 | 
                4.17 | 
                3.2% | 
                0.65 | 
                0.5% | 
                99% | 
                True | 
                False | 
                673,523 | 
                 
                
                | 40 | 
                131.54 | 
                127.12 | 
                4.42 | 
                3.4% | 
                0.65 | 
                0.5% | 
                99% | 
                True | 
                False | 
                693,442 | 
                 
                
                | 60 | 
                131.54 | 
                127.12 | 
                4.42 | 
                3.4% | 
                0.69 | 
                0.5% | 
                99% | 
                True | 
                False | 
                625,117 | 
                 
                
                | 80 | 
                131.54 | 
                123.00 | 
                8.54 | 
                6.5% | 
                0.74 | 
                0.6% | 
                99% | 
                True | 
                False | 
                469,551 | 
                 
                
                | 100 | 
                131.54 | 
                121.60 | 
                9.94 | 
                7.6% | 
                0.67 | 
                0.5% | 
                99% | 
                True | 
                False | 
                375,714 | 
                 
                
                | 120 | 
                131.54 | 
                121.50 | 
                10.04 | 
                7.6% | 
                0.61 | 
                0.5% | 
                99% | 
                True | 
                False | 
                313,112 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134.09 | 
         
        
            | 
2.618             | 
            133.11 | 
         
        
            | 
1.618             | 
            132.51 | 
         
        
            | 
1.000             | 
            132.14 | 
         
        
            | 
0.618             | 
            131.91 | 
         
        
            | 
HIGH             | 
            131.54 | 
         
        
            | 
0.618             | 
            131.31 | 
         
        
            | 
0.500             | 
            131.24 | 
         
        
            | 
0.382             | 
            131.17 | 
         
        
            | 
LOW             | 
            130.94 | 
         
        
            | 
0.618             | 
            130.57 | 
         
        
            | 
1.000             | 
            130.34 | 
         
        
            | 
1.618             | 
            129.97 | 
         
        
            | 
2.618             | 
            129.37 | 
         
        
            | 
4.250             | 
            128.39 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131.40 | 
                                131.31 | 
                             
                            
                                | PP | 
                                131.32 | 
                                131.14 | 
                             
                            
                                | S1 | 
                                131.24 | 
                                130.98 | 
                             
             
         |