Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
126.12 |
126.95 |
0.83 |
0.7% |
125.81 |
High |
126.85 |
126.97 |
0.12 |
0.1% |
126.85 |
Low |
125.98 |
126.21 |
0.23 |
0.2% |
124.94 |
Close |
126.53 |
126.60 |
0.07 |
0.1% |
126.53 |
Range |
0.87 |
0.76 |
-0.11 |
-12.6% |
1.91 |
ATR |
0.89 |
0.88 |
-0.01 |
-1.0% |
0.00 |
Volume |
900,058 |
745,267 |
-154,791 |
-17.2% |
4,893,152 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.87 |
128.50 |
127.02 |
|
R3 |
128.11 |
127.74 |
126.81 |
|
R2 |
127.35 |
127.35 |
126.74 |
|
R1 |
126.98 |
126.98 |
126.67 |
126.79 |
PP |
126.59 |
126.59 |
126.59 |
126.50 |
S1 |
126.22 |
126.22 |
126.53 |
126.03 |
S2 |
125.83 |
125.83 |
126.46 |
|
S3 |
125.07 |
125.46 |
126.39 |
|
S4 |
124.31 |
124.70 |
126.18 |
|
|
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 |
126.97 |
125.37 |
1.60 |
1.3% |
0.72 |
0.6% |
77% |
True |
False |
855,924 |
10 |
127.99 |
124.43 |
3.56 |
2.8% |
1.06 |
0.8% |
61% |
False |
False |
1,172,426 |
20 |
127.99 |
123.37 |
4.62 |
3.6% |
0.86 |
0.7% |
70% |
False |
False |
1,082,238 |
40 |
127.99 |
122.11 |
5.88 |
4.6% |
0.68 |
0.5% |
76% |
False |
False |
953,138 |
60 |
127.99 |
121.10 |
6.89 |
5.4% |
0.61 |
0.5% |
80% |
False |
False |
791,861 |
80 |
127.99 |
121.10 |
6.89 |
5.4% |
0.57 |
0.4% |
80% |
False |
False |
594,133 |
100 |
127.99 |
119.52 |
8.47 |
6.7% |
0.52 |
0.4% |
84% |
False |
False |
475,331 |
120 |
127.99 |
119.52 |
8.47 |
6.7% |
0.47 |
0.4% |
84% |
False |
False |
396,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.20 |
2.618 |
128.96 |
1.618 |
128.20 |
1.000 |
127.73 |
0.618 |
127.44 |
HIGH |
126.97 |
0.618 |
126.68 |
0.500 |
126.59 |
0.382 |
126.50 |
LOW |
126.21 |
0.618 |
125.74 |
1.000 |
125.45 |
1.618 |
124.98 |
2.618 |
124.22 |
4.250 |
122.98 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
126.60 |
126.46 |
PP |
126.59 |
126.31 |
S1 |
126.59 |
126.17 |
|