Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
126.41 |
127.72 |
1.31 |
1.0% |
125.81 |
| High |
127.81 |
127.84 |
0.03 |
0.0% |
126.85 |
| Low |
126.26 |
127.04 |
0.78 |
0.6% |
124.94 |
| Close |
126.86 |
127.47 |
0.61 |
0.5% |
126.53 |
| Range |
1.55 |
0.80 |
-0.75 |
-48.4% |
1.91 |
| ATR |
0.93 |
0.93 |
0.00 |
0.4% |
0.00 |
| Volume |
1,071,747 |
1,120,208 |
48,461 |
4.5% |
4,893,152 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.85 |
129.46 |
127.91 |
|
| R3 |
129.05 |
128.66 |
127.69 |
|
| R2 |
128.25 |
128.25 |
127.62 |
|
| R1 |
127.86 |
127.86 |
127.54 |
127.66 |
| PP |
127.45 |
127.45 |
127.45 |
127.35 |
| S1 |
127.06 |
127.06 |
127.40 |
126.86 |
| S2 |
126.65 |
126.65 |
127.32 |
|
| S3 |
125.85 |
126.26 |
127.25 |
|
| S4 |
125.05 |
125.46 |
127.03 |
|
|
| 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 |
127.84 |
125.37 |
2.47 |
1.9% |
0.94 |
0.7% |
85% |
True |
False |
911,934 |
| 10 |
127.99 |
124.94 |
3.05 |
2.4% |
1.04 |
0.8% |
83% |
False |
False |
1,114,440 |
| 20 |
127.99 |
123.57 |
4.42 |
3.5% |
0.94 |
0.7% |
88% |
False |
False |
1,102,079 |
| 40 |
127.99 |
122.11 |
5.88 |
4.6% |
0.71 |
0.6% |
91% |
False |
False |
973,846 |
| 60 |
127.99 |
121.23 |
6.76 |
5.3% |
0.63 |
0.5% |
92% |
False |
False |
828,100 |
| 80 |
127.99 |
121.10 |
6.89 |
5.4% |
0.59 |
0.5% |
92% |
False |
False |
621,529 |
| 100 |
127.99 |
119.52 |
8.47 |
6.6% |
0.53 |
0.4% |
94% |
False |
False |
497,245 |
| 120 |
127.99 |
119.52 |
8.47 |
6.6% |
0.49 |
0.4% |
94% |
False |
False |
414,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.24 |
|
2.618 |
129.93 |
|
1.618 |
129.13 |
|
1.000 |
128.64 |
|
0.618 |
128.33 |
|
HIGH |
127.84 |
|
0.618 |
127.53 |
|
0.500 |
127.44 |
|
0.382 |
127.35 |
|
LOW |
127.04 |
|
0.618 |
126.55 |
|
1.000 |
126.24 |
|
1.618 |
125.75 |
|
2.618 |
124.95 |
|
4.250 |
123.64 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.46 |
127.32 |
| PP |
127.45 |
127.17 |
| S1 |
127.44 |
127.03 |
|