Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
127.72 |
127.55 |
-0.17 |
-0.1% |
125.81 |
| High |
127.84 |
128.58 |
0.74 |
0.6% |
126.85 |
| Low |
127.04 |
127.19 |
0.15 |
0.1% |
124.94 |
| Close |
127.47 |
128.31 |
0.84 |
0.7% |
126.53 |
| Range |
0.80 |
1.39 |
0.59 |
73.8% |
1.91 |
| ATR |
0.93 |
0.96 |
0.03 |
3.5% |
0.00 |
| Volume |
1,120,208 |
1,171,780 |
51,572 |
4.6% |
4,893,152 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.20 |
131.64 |
129.07 |
|
| R3 |
130.81 |
130.25 |
128.69 |
|
| R2 |
129.42 |
129.42 |
128.56 |
|
| R1 |
128.86 |
128.86 |
128.44 |
129.14 |
| PP |
128.03 |
128.03 |
128.03 |
128.17 |
| S1 |
127.47 |
127.47 |
128.18 |
127.75 |
| S2 |
126.64 |
126.64 |
128.06 |
|
| S3 |
125.25 |
126.08 |
127.93 |
|
| S4 |
123.86 |
124.69 |
127.55 |
|
|
| 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 |
128.58 |
125.98 |
2.60 |
2.0% |
1.07 |
0.8% |
90% |
True |
False |
1,001,812 |
| 10 |
128.58 |
124.94 |
3.64 |
2.8% |
0.95 |
0.7% |
93% |
True |
False |
1,069,536 |
| 20 |
128.58 |
123.57 |
5.01 |
3.9% |
0.97 |
0.8% |
95% |
True |
False |
1,097,609 |
| 40 |
128.58 |
122.11 |
6.47 |
5.0% |
0.74 |
0.6% |
96% |
True |
False |
987,340 |
| 60 |
128.58 |
122.07 |
6.51 |
5.1% |
0.64 |
0.5% |
96% |
True |
False |
847,252 |
| 80 |
128.58 |
121.10 |
7.48 |
5.8% |
0.60 |
0.5% |
96% |
True |
False |
636,175 |
| 100 |
128.58 |
119.52 |
9.06 |
7.1% |
0.54 |
0.4% |
97% |
True |
False |
508,962 |
| 120 |
128.58 |
119.52 |
9.06 |
7.1% |
0.50 |
0.4% |
97% |
True |
False |
424,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.49 |
|
2.618 |
132.22 |
|
1.618 |
130.83 |
|
1.000 |
129.97 |
|
0.618 |
129.44 |
|
HIGH |
128.58 |
|
0.618 |
128.05 |
|
0.500 |
127.89 |
|
0.382 |
127.72 |
|
LOW |
127.19 |
|
0.618 |
126.33 |
|
1.000 |
125.80 |
|
1.618 |
124.94 |
|
2.618 |
123.55 |
|
4.250 |
121.28 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.17 |
128.01 |
| PP |
128.03 |
127.72 |
| S1 |
127.89 |
127.42 |
|