Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
125.88 |
125.55 |
-0.33 |
-0.3% |
124.61 |
| High |
125.95 |
126.10 |
0.15 |
0.1% |
127.99 |
| Low |
125.43 |
125.37 |
-0.06 |
0.0% |
124.27 |
| Close |
125.67 |
125.86 |
0.19 |
0.2% |
126.97 |
| Range |
0.52 |
0.73 |
0.21 |
40.4% |
3.72 |
| ATR |
0.89 |
0.88 |
-0.01 |
-1.3% |
0.00 |
| Volume |
835,463 |
722,392 |
-113,071 |
-13.5% |
6,439,421 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.97 |
127.64 |
126.26 |
|
| R3 |
127.24 |
126.91 |
126.06 |
|
| R2 |
126.51 |
126.51 |
125.99 |
|
| R1 |
126.18 |
126.18 |
125.93 |
126.35 |
| PP |
125.78 |
125.78 |
125.78 |
125.86 |
| S1 |
125.45 |
125.45 |
125.79 |
125.62 |
| S2 |
125.05 |
125.05 |
125.73 |
|
| S3 |
124.32 |
124.72 |
125.66 |
|
| S4 |
123.59 |
123.99 |
125.46 |
|
|
| 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 |
127.65 |
124.94 |
2.71 |
2.2% |
0.83 |
0.7% |
34% |
False |
False |
1,137,260 |
| 10 |
127.99 |
124.27 |
3.72 |
3.0% |
0.99 |
0.8% |
43% |
False |
False |
1,125,389 |
| 20 |
127.99 |
123.25 |
4.74 |
3.8% |
0.82 |
0.7% |
55% |
False |
False |
1,076,657 |
| 40 |
127.99 |
122.11 |
5.88 |
4.7% |
0.66 |
0.5% |
64% |
False |
False |
950,907 |
| 60 |
127.99 |
121.10 |
6.89 |
5.5% |
0.59 |
0.5% |
69% |
False |
False |
764,528 |
| 80 |
127.99 |
121.10 |
6.89 |
5.5% |
0.56 |
0.4% |
69% |
False |
False |
573,572 |
| 100 |
127.99 |
119.52 |
8.47 |
6.7% |
0.51 |
0.4% |
75% |
False |
False |
458,881 |
| 120 |
127.99 |
119.52 |
8.47 |
6.7% |
0.46 |
0.4% |
75% |
False |
False |
382,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.20 |
|
2.618 |
128.01 |
|
1.618 |
127.28 |
|
1.000 |
126.83 |
|
0.618 |
126.55 |
|
HIGH |
126.10 |
|
0.618 |
125.82 |
|
0.500 |
125.74 |
|
0.382 |
125.65 |
|
LOW |
125.37 |
|
0.618 |
124.92 |
|
1.000 |
124.64 |
|
1.618 |
124.19 |
|
2.618 |
123.46 |
|
4.250 |
122.27 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125.82 |
125.85 |
| PP |
125.78 |
125.84 |
| S1 |
125.74 |
125.83 |
|