Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
128.17 |
128.41 |
0.24 |
0.2% |
126.95 |
| High |
128.97 |
128.90 |
-0.07 |
-0.1% |
128.97 |
| Low |
128.10 |
128.31 |
0.21 |
0.2% |
126.21 |
| Close |
128.54 |
128.61 |
0.07 |
0.1% |
128.54 |
| Range |
0.87 |
0.59 |
-0.28 |
-32.2% |
2.76 |
| ATR |
0.96 |
0.93 |
-0.03 |
-2.7% |
0.00 |
| Volume |
1,176,464 |
598,253 |
-578,211 |
-49.1% |
5,285,466 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.38 |
130.08 |
128.93 |
|
| R3 |
129.79 |
129.49 |
128.77 |
|
| R2 |
129.20 |
129.20 |
128.72 |
|
| R1 |
128.90 |
128.90 |
128.66 |
129.05 |
| PP |
128.61 |
128.61 |
128.61 |
128.68 |
| S1 |
128.31 |
128.31 |
128.56 |
128.46 |
| S2 |
128.02 |
128.02 |
128.50 |
|
| S3 |
127.43 |
127.72 |
128.45 |
|
| S4 |
126.84 |
127.13 |
128.29 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.19 |
135.12 |
130.06 |
|
| R3 |
133.43 |
132.36 |
129.30 |
|
| R2 |
130.67 |
130.67 |
129.05 |
|
| R1 |
129.60 |
129.60 |
128.79 |
130.14 |
| PP |
127.91 |
127.91 |
127.91 |
128.17 |
| S1 |
126.84 |
126.84 |
128.29 |
127.38 |
| S2 |
125.15 |
125.15 |
128.03 |
|
| S3 |
122.39 |
124.08 |
127.78 |
|
| S4 |
119.63 |
121.32 |
127.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.97 |
126.26 |
2.71 |
2.1% |
1.04 |
0.8% |
87% |
False |
False |
1,027,690 |
| 10 |
128.97 |
125.37 |
3.60 |
2.8% |
0.88 |
0.7% |
90% |
False |
False |
941,807 |
| 20 |
128.97 |
124.05 |
4.92 |
3.8% |
0.99 |
0.8% |
93% |
False |
False |
1,096,231 |
| 40 |
128.97 |
122.11 |
6.86 |
5.3% |
0.74 |
0.6% |
95% |
False |
False |
978,150 |
| 60 |
128.97 |
122.07 |
6.90 |
5.4% |
0.65 |
0.5% |
95% |
False |
False |
875,416 |
| 80 |
128.97 |
121.10 |
7.87 |
6.1% |
0.61 |
0.5% |
95% |
False |
False |
658,341 |
| 100 |
128.97 |
119.52 |
9.45 |
7.3% |
0.55 |
0.4% |
96% |
False |
False |
526,709 |
| 120 |
128.97 |
119.52 |
9.45 |
7.3% |
0.51 |
0.4% |
96% |
False |
False |
438,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.41 |
|
2.618 |
130.44 |
|
1.618 |
129.85 |
|
1.000 |
129.49 |
|
0.618 |
129.26 |
|
HIGH |
128.90 |
|
0.618 |
128.67 |
|
0.500 |
128.61 |
|
0.382 |
128.54 |
|
LOW |
128.31 |
|
0.618 |
127.95 |
|
1.000 |
127.72 |
|
1.618 |
127.36 |
|
2.618 |
126.77 |
|
4.250 |
125.80 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.61 |
128.43 |
| PP |
128.61 |
128.26 |
| S1 |
128.61 |
128.08 |
|