Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
124.47 |
125.61 |
1.14 |
0.9% |
123.89 |
| High |
125.82 |
126.59 |
0.77 |
0.6% |
125.51 |
| Low |
124.43 |
125.44 |
1.01 |
0.8% |
123.77 |
| Close |
125.51 |
126.35 |
0.84 |
0.7% |
124.85 |
| Range |
1.39 |
1.15 |
-0.24 |
-17.3% |
1.74 |
| ATR |
0.67 |
0.70 |
0.03 |
5.1% |
0.00 |
| Volume |
1,284,156 |
1,487,658 |
203,502 |
15.8% |
5,520,880 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.58 |
129.11 |
126.98 |
|
| R3 |
128.43 |
127.96 |
126.67 |
|
| R2 |
127.28 |
127.28 |
126.56 |
|
| R1 |
126.81 |
126.81 |
126.46 |
127.05 |
| PP |
126.13 |
126.13 |
126.13 |
126.24 |
| S1 |
125.66 |
125.66 |
126.24 |
125.90 |
| S2 |
124.98 |
124.98 |
126.14 |
|
| S3 |
123.83 |
124.51 |
126.03 |
|
| S4 |
122.68 |
123.36 |
125.72 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.93 |
129.13 |
125.81 |
|
| R3 |
128.19 |
127.39 |
125.33 |
|
| R2 |
126.45 |
126.45 |
125.17 |
|
| R1 |
125.65 |
125.65 |
125.01 |
126.05 |
| PP |
124.71 |
124.71 |
124.71 |
124.91 |
| S1 |
123.91 |
123.91 |
124.69 |
124.31 |
| S2 |
122.97 |
122.97 |
124.53 |
|
| S3 |
121.23 |
122.17 |
124.37 |
|
| S4 |
119.49 |
120.43 |
123.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.59 |
124.23 |
2.36 |
1.9% |
0.81 |
0.6% |
90% |
True |
False |
979,633 |
| 10 |
126.59 |
123.57 |
3.02 |
2.4% |
0.84 |
0.7% |
92% |
True |
False |
1,089,717 |
| 20 |
126.59 |
122.11 |
4.48 |
3.5% |
0.66 |
0.5% |
95% |
True |
False |
982,868 |
| 40 |
126.59 |
122.07 |
4.52 |
3.6% |
0.57 |
0.5% |
95% |
True |
False |
881,181 |
| 60 |
126.59 |
121.10 |
5.49 |
4.3% |
0.53 |
0.4% |
96% |
True |
False |
642,853 |
| 80 |
126.59 |
120.41 |
6.18 |
4.9% |
0.50 |
0.4% |
96% |
True |
False |
482,245 |
| 100 |
126.59 |
119.52 |
7.07 |
5.6% |
0.47 |
0.4% |
97% |
True |
False |
385,814 |
| 120 |
126.59 |
119.52 |
7.07 |
5.6% |
0.40 |
0.3% |
97% |
True |
False |
321,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.48 |
|
2.618 |
129.60 |
|
1.618 |
128.45 |
|
1.000 |
127.74 |
|
0.618 |
127.30 |
|
HIGH |
126.59 |
|
0.618 |
126.15 |
|
0.500 |
126.02 |
|
0.382 |
125.88 |
|
LOW |
125.44 |
|
0.618 |
124.73 |
|
1.000 |
124.29 |
|
1.618 |
123.58 |
|
2.618 |
122.43 |
|
4.250 |
120.55 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126.24 |
126.04 |
| PP |
126.13 |
125.74 |
| S1 |
126.02 |
125.43 |
|