Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Aug-2010 | 
                    17-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        131.53 | 
                        132.05 | 
                        0.52 | 
                        0.4% | 
                        130.06 | 
                     
                    
                        | High | 
                        132.30 | 
                        132.17 | 
                        -0.13 | 
                        -0.1% | 
                        131.54 | 
                     
                    
                        | Low | 
                        131.38 | 
                        131.64 | 
                        0.26 | 
                        0.2% | 
                        129.81 | 
                     
                    
                        | Close | 
                        132.05 | 
                        131.69 | 
                        -0.36 | 
                        -0.3% | 
                        131.48 | 
                     
                    
                        | Range | 
                        0.92 | 
                        0.53 | 
                        -0.39 | 
                        -42.4% | 
                        1.73 | 
                     
                    
                        | ATR | 
                        0.70 | 
                        0.69 | 
                        -0.01 | 
                        -1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        724,230 | 
                        807,199 | 
                        82,969 | 
                        11.5% | 
                        3,095,856 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133.42 | 
                133.09 | 
                131.98 | 
                 | 
             
            
                | R3 | 
                132.89 | 
                132.56 | 
                131.84 | 
                 | 
             
            
                | R2 | 
                132.36 | 
                132.36 | 
                131.79 | 
                 | 
             
            
                | R1 | 
                132.03 | 
                132.03 | 
                131.74 | 
                131.93 | 
             
            
                | PP | 
                131.83 | 
                131.83 | 
                131.83 | 
                131.79 | 
             
            
                | S1 | 
                131.50 | 
                131.50 | 
                131.64 | 
                131.40 | 
             
            
                | S2 | 
                131.30 | 
                131.30 | 
                131.59 | 
                 | 
             
            
                | S3 | 
                130.77 | 
                130.97 | 
                131.54 | 
                 | 
             
            
                | S4 | 
                130.24 | 
                130.44 | 
                131.40 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                132.30 | 
                130.41 | 
                1.89 | 
                1.4% | 
                0.68 | 
                0.5% | 
                68% | 
                False | 
                False | 
                753,045 | 
                 
                
                | 10 | 
                132.30 | 
                129.05 | 
                3.25 | 
                2.5% | 
                0.61 | 
                0.5% | 
                81% | 
                False | 
                False | 
                670,544 | 
                 
                
                | 20 | 
                132.30 | 
                127.37 | 
                4.93 | 
                3.7% | 
                0.64 | 
                0.5% | 
                88% | 
                False | 
                False | 
                682,886 | 
                 
                
                | 40 | 
                132.30 | 
                127.37 | 
                4.93 | 
                3.7% | 
                0.66 | 
                0.5% | 
                88% | 
                False | 
                False | 
                697,814 | 
                 
                
                | 60 | 
                132.30 | 
                127.12 | 
                5.18 | 
                3.9% | 
                0.68 | 
                0.5% | 
                88% | 
                False | 
                False | 
                650,434 | 
                 
                
                | 80 | 
                132.30 | 
                123.61 | 
                8.69 | 
                6.6% | 
                0.75 | 
                0.6% | 
                93% | 
                False | 
                False | 
                488,647 | 
                 
                
                | 100 | 
                132.30 | 
                121.60 | 
                10.70 | 
                8.1% | 
                0.67 | 
                0.5% | 
                94% | 
                False | 
                False | 
                391,026 | 
                 
                
                | 120 | 
                132.30 | 
                121.50 | 
                10.80 | 
                8.2% | 
                0.62 | 
                0.5% | 
                94% | 
                False | 
                False | 
                325,872 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134.42 | 
         
        
            | 
2.618             | 
            133.56 | 
         
        
            | 
1.618             | 
            133.03 | 
         
        
            | 
1.000             | 
            132.70 | 
         
        
            | 
0.618             | 
            132.50 | 
         
        
            | 
HIGH             | 
            132.17 | 
         
        
            | 
0.618             | 
            131.97 | 
         
        
            | 
0.500             | 
            131.91 | 
         
        
            | 
0.382             | 
            131.84 | 
         
        
            | 
LOW             | 
            131.64 | 
         
        
            | 
0.618             | 
            131.31 | 
         
        
            | 
1.000             | 
            131.11 | 
         
        
            | 
1.618             | 
            130.78 | 
         
        
            | 
2.618             | 
            130.25 | 
         
        
            | 
4.250             | 
            129.39 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131.91 | 
                                131.67 | 
                             
                            
                                | PP | 
                                131.83 | 
                                131.64 | 
                             
                            
                                | S1 | 
                                131.76 | 
                                131.62 | 
                             
             
         |