Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
126.95 |
126.41 |
-0.54 |
-0.4% |
125.81 |
| High |
126.97 |
127.81 |
0.84 |
0.7% |
126.85 |
| Low |
126.21 |
126.26 |
0.05 |
0.0% |
124.94 |
| Close |
126.60 |
126.86 |
0.26 |
0.2% |
126.53 |
| Range |
0.76 |
1.55 |
0.79 |
103.9% |
1.91 |
| ATR |
0.88 |
0.93 |
0.05 |
5.5% |
0.00 |
| Volume |
745,267 |
1,071,747 |
326,480 |
43.8% |
4,893,152 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.63 |
130.79 |
127.71 |
|
| R3 |
130.08 |
129.24 |
127.29 |
|
| R2 |
128.53 |
128.53 |
127.14 |
|
| R1 |
127.69 |
127.69 |
127.00 |
128.11 |
| PP |
126.98 |
126.98 |
126.98 |
127.19 |
| S1 |
126.14 |
126.14 |
126.72 |
126.56 |
| S2 |
125.43 |
125.43 |
126.58 |
|
| S3 |
123.88 |
124.59 |
126.43 |
|
| S4 |
122.33 |
123.04 |
126.01 |
|
|
| 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 |
127.81 |
125.37 |
2.44 |
1.9% |
0.89 |
0.7% |
61% |
True |
False |
854,985 |
| 10 |
127.99 |
124.94 |
3.05 |
2.4% |
1.07 |
0.8% |
63% |
False |
False |
1,151,185 |
| 20 |
127.99 |
123.37 |
4.62 |
3.6% |
0.92 |
0.7% |
76% |
False |
False |
1,092,123 |
| 40 |
127.99 |
122.11 |
5.88 |
4.6% |
0.70 |
0.6% |
81% |
False |
False |
961,852 |
| 60 |
127.99 |
121.10 |
6.89 |
5.4% |
0.63 |
0.5% |
84% |
False |
False |
809,550 |
| 80 |
127.99 |
121.10 |
6.89 |
5.4% |
0.58 |
0.5% |
84% |
False |
False |
607,527 |
| 100 |
127.99 |
119.52 |
8.47 |
6.7% |
0.53 |
0.4% |
87% |
False |
False |
486,045 |
| 120 |
127.99 |
119.52 |
8.47 |
6.7% |
0.48 |
0.4% |
87% |
False |
False |
405,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.40 |
|
2.618 |
131.87 |
|
1.618 |
130.32 |
|
1.000 |
129.36 |
|
0.618 |
128.77 |
|
HIGH |
127.81 |
|
0.618 |
127.22 |
|
0.500 |
127.04 |
|
0.382 |
126.85 |
|
LOW |
126.26 |
|
0.618 |
125.30 |
|
1.000 |
124.71 |
|
1.618 |
123.75 |
|
2.618 |
122.20 |
|
4.250 |
119.67 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.04 |
126.90 |
| PP |
126.98 |
126.88 |
| S1 |
126.92 |
126.87 |
|