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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 4 trading days
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

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These figures are updated between 7pm and 10pm EST after a trading day.

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