Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
125.55 |
126.12 |
0.57 |
0.5% |
125.81 |
| High |
126.10 |
126.85 |
0.75 |
0.6% |
126.85 |
| Low |
125.37 |
125.98 |
0.61 |
0.5% |
124.94 |
| Close |
125.86 |
126.53 |
0.67 |
0.5% |
126.53 |
| Range |
0.73 |
0.87 |
0.14 |
19.2% |
1.91 |
| ATR |
0.88 |
0.89 |
0.01 |
0.9% |
0.00 |
| Volume |
722,392 |
900,058 |
177,666 |
24.6% |
4,893,152 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.06 |
128.67 |
127.01 |
|
| R3 |
128.19 |
127.80 |
126.77 |
|
| R2 |
127.32 |
127.32 |
126.69 |
|
| R1 |
126.93 |
126.93 |
126.61 |
127.13 |
| PP |
126.45 |
126.45 |
126.45 |
126.55 |
| S1 |
126.06 |
126.06 |
126.45 |
126.26 |
| S2 |
125.58 |
125.58 |
126.37 |
|
| S3 |
124.71 |
125.19 |
126.29 |
|
| S4 |
123.84 |
124.32 |
126.05 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.84 |
131.09 |
127.58 |
|
| R3 |
129.93 |
129.18 |
127.06 |
|
| R2 |
128.02 |
128.02 |
126.88 |
|
| R1 |
127.27 |
127.27 |
126.71 |
127.65 |
| PP |
126.11 |
126.11 |
126.11 |
126.29 |
| S1 |
125.36 |
125.36 |
126.35 |
125.74 |
| S2 |
124.20 |
124.20 |
126.18 |
|
| S3 |
122.29 |
123.45 |
126.00 |
|
| S4 |
120.38 |
121.54 |
125.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.85 |
124.94 |
1.91 |
1.5% |
0.76 |
0.6% |
83% |
True |
False |
978,630 |
| 10 |
127.99 |
124.27 |
3.72 |
2.9% |
1.02 |
0.8% |
61% |
False |
False |
1,133,257 |
| 20 |
127.99 |
123.37 |
4.62 |
3.7% |
0.84 |
0.7% |
68% |
False |
False |
1,080,208 |
| 40 |
127.99 |
122.11 |
5.88 |
4.6% |
0.67 |
0.5% |
75% |
False |
False |
953,050 |
| 60 |
127.99 |
121.10 |
6.89 |
5.4% |
0.60 |
0.5% |
79% |
False |
False |
779,476 |
| 80 |
127.99 |
121.10 |
6.89 |
5.4% |
0.57 |
0.4% |
79% |
False |
False |
584,819 |
| 100 |
127.99 |
119.52 |
8.47 |
6.7% |
0.51 |
0.4% |
83% |
False |
False |
467,880 |
| 120 |
127.99 |
119.52 |
8.47 |
6.7% |
0.46 |
0.4% |
83% |
False |
False |
389,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.55 |
|
2.618 |
129.13 |
|
1.618 |
128.26 |
|
1.000 |
127.72 |
|
0.618 |
127.39 |
|
HIGH |
126.85 |
|
0.618 |
126.52 |
|
0.500 |
126.42 |
|
0.382 |
126.31 |
|
LOW |
125.98 |
|
0.618 |
125.44 |
|
1.000 |
125.11 |
|
1.618 |
124.57 |
|
2.618 |
123.70 |
|
4.250 |
122.28 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126.49 |
126.39 |
| PP |
126.45 |
126.25 |
| S1 |
126.42 |
126.11 |
|