Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
127.20 |
125.81 |
-1.39 |
-1.1% |
124.61 |
| High |
127.65 |
125.87 |
-1.78 |
-1.4% |
127.99 |
| Low |
126.41 |
124.94 |
-1.47 |
-1.2% |
124.27 |
| Close |
126.97 |
125.49 |
-1.48 |
-1.2% |
126.97 |
| Range |
1.24 |
0.93 |
-0.31 |
-25.0% |
3.72 |
| ATR |
0.84 |
0.93 |
0.08 |
10.0% |
0.00 |
| Volume |
1,693,210 |
1,358,798 |
-334,412 |
-19.8% |
6,439,421 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.22 |
127.79 |
126.00 |
|
| R3 |
127.29 |
126.86 |
125.75 |
|
| R2 |
126.36 |
126.36 |
125.66 |
|
| R1 |
125.93 |
125.93 |
125.58 |
125.68 |
| PP |
125.43 |
125.43 |
125.43 |
125.31 |
| S1 |
125.00 |
125.00 |
125.40 |
124.75 |
| S2 |
124.50 |
124.50 |
125.32 |
|
| S3 |
123.57 |
124.07 |
125.23 |
|
| S4 |
122.64 |
123.14 |
124.98 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.57 |
135.99 |
129.02 |
|
| R3 |
133.85 |
132.27 |
127.99 |
|
| R2 |
130.13 |
130.13 |
127.65 |
|
| R1 |
128.55 |
128.55 |
127.31 |
129.34 |
| PP |
126.41 |
126.41 |
126.41 |
126.81 |
| S1 |
124.83 |
124.83 |
126.63 |
125.62 |
| S2 |
122.69 |
122.69 |
126.29 |
|
| S3 |
118.97 |
121.11 |
125.95 |
|
| S4 |
115.25 |
117.39 |
124.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.99 |
124.43 |
3.56 |
2.8% |
1.39 |
1.1% |
30% |
False |
False |
1,488,928 |
| 10 |
127.99 |
124.05 |
3.94 |
3.1% |
1.10 |
0.9% |
37% |
False |
False |
1,250,655 |
| 20 |
127.99 |
122.62 |
5.37 |
4.3% |
0.80 |
0.6% |
53% |
False |
False |
1,092,512 |
| 40 |
127.99 |
122.07 |
5.92 |
4.7% |
0.65 |
0.5% |
58% |
False |
False |
938,264 |
| 60 |
127.99 |
121.10 |
6.89 |
5.5% |
0.58 |
0.5% |
64% |
False |
False |
720,648 |
| 80 |
127.99 |
120.87 |
7.12 |
5.7% |
0.55 |
0.4% |
65% |
False |
False |
540,647 |
| 100 |
127.99 |
119.52 |
8.47 |
6.7% |
0.51 |
0.4% |
70% |
False |
False |
432,541 |
| 120 |
127.99 |
119.52 |
8.47 |
6.7% |
0.44 |
0.4% |
70% |
False |
False |
360,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.82 |
|
2.618 |
128.30 |
|
1.618 |
127.37 |
|
1.000 |
126.80 |
|
0.618 |
126.44 |
|
HIGH |
125.87 |
|
0.618 |
125.51 |
|
0.500 |
125.41 |
|
0.382 |
125.30 |
|
LOW |
124.94 |
|
0.618 |
124.37 |
|
1.000 |
124.01 |
|
1.618 |
123.44 |
|
2.618 |
122.51 |
|
4.250 |
120.99 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125.46 |
126.47 |
| PP |
125.43 |
126.14 |
| S1 |
125.41 |
125.82 |
|