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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 8 trading days
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

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These figures are updated between 7pm and 10pm EST after a trading day.

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