Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 128.41 128.85 0.44 0.3% 126.95
High 128.90 129.55 0.65 0.5% 128.97
Low 128.31 128.82 0.51 0.4% 126.21
Close 128.61 129.38 0.77 0.6% 128.54
Range 0.59 0.73 0.14 23.7% 2.76
ATR 0.93 0.93 0.00 0.1% 0.00
Volume 598,253 1,015,407 417,154 69.7% 5,285,466
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 131.44 131.14 129.78
R3 130.71 130.41 129.58
R2 129.98 129.98 129.51
R1 129.68 129.68 129.45 129.83
PP 129.25 129.25 129.25 129.33
S1 128.95 128.95 129.31 129.10
S2 128.52 128.52 129.25
S3 127.79 128.22 129.18
S4 127.06 127.49 128.98
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
5 129.55 127.04 2.51 1.9% 0.88 0.7% 93% True False 1,016,422
10 129.55 125.37 4.18 3.2% 0.88 0.7% 96% True False 935,703
20 129.55 124.23 5.32 4.1% 0.96 0.7% 97% True False 1,091,506
40 129.55 122.11 7.44 5.8% 0.75 0.6% 98% True False 985,070
60 129.55 122.07 7.48 5.8% 0.65 0.5% 98% True False 890,361
80 129.55 121.10 8.45 6.5% 0.61 0.5% 98% True False 671,032
100 129.55 119.52 10.03 7.8% 0.56 0.4% 98% True False 536,862
120 129.55 119.52 10.03 7.8% 0.52 0.4% 98% True False 447,402
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.65
2.618 131.46
1.618 130.73
1.000 130.28
0.618 130.00
HIGH 129.55
0.618 129.27
0.500 129.19
0.382 129.10
LOW 128.82
0.618 128.37
1.000 128.09
1.618 127.64
2.618 126.91
4.250 125.72
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 129.32 129.20
PP 129.25 129.01
S1 129.19 128.83

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

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