Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
128.85 |
129.13 |
0.28 |
0.2% |
126.95 |
| High |
129.55 |
129.23 |
-0.32 |
-0.2% |
128.97 |
| Low |
128.82 |
128.60 |
-0.22 |
-0.2% |
126.21 |
| Close |
129.38 |
128.72 |
-0.66 |
-0.5% |
128.54 |
| Range |
0.73 |
0.63 |
-0.10 |
-13.7% |
2.76 |
| ATR |
0.93 |
0.92 |
-0.01 |
-1.2% |
0.00 |
| Volume |
1,015,407 |
1,136,668 |
121,261 |
11.9% |
5,285,466 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.74 |
130.36 |
129.07 |
|
| R3 |
130.11 |
129.73 |
128.89 |
|
| R2 |
129.48 |
129.48 |
128.84 |
|
| R1 |
129.10 |
129.10 |
128.78 |
128.98 |
| PP |
128.85 |
128.85 |
128.85 |
128.79 |
| S1 |
128.47 |
128.47 |
128.66 |
128.35 |
| S2 |
128.22 |
128.22 |
128.60 |
|
| S3 |
127.59 |
127.84 |
128.55 |
|
| S4 |
126.96 |
127.21 |
128.37 |
|
|
| 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 |
127.19 |
2.36 |
1.8% |
0.84 |
0.7% |
65% |
False |
False |
1,019,714 |
| 10 |
129.55 |
125.37 |
4.18 |
3.2% |
0.89 |
0.7% |
80% |
False |
False |
965,824 |
| 20 |
129.55 |
124.23 |
5.32 |
4.1% |
0.93 |
0.7% |
84% |
False |
False |
1,057,057 |
| 40 |
129.55 |
122.11 |
7.44 |
5.8% |
0.76 |
0.6% |
89% |
False |
False |
997,708 |
| 60 |
129.55 |
122.07 |
7.48 |
5.8% |
0.66 |
0.5% |
89% |
False |
False |
907,340 |
| 80 |
129.55 |
121.10 |
8.45 |
6.6% |
0.61 |
0.5% |
90% |
False |
False |
685,235 |
| 100 |
129.55 |
119.78 |
9.77 |
7.6% |
0.56 |
0.4% |
92% |
False |
False |
548,228 |
| 120 |
129.55 |
119.52 |
10.03 |
7.8% |
0.52 |
0.4% |
92% |
False |
False |
456,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.91 |
|
2.618 |
130.88 |
|
1.618 |
130.25 |
|
1.000 |
129.86 |
|
0.618 |
129.62 |
|
HIGH |
129.23 |
|
0.618 |
128.99 |
|
0.500 |
128.92 |
|
0.382 |
128.84 |
|
LOW |
128.60 |
|
0.618 |
128.21 |
|
1.000 |
127.97 |
|
1.618 |
127.58 |
|
2.618 |
126.95 |
|
4.250 |
125.92 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.92 |
128.93 |
| PP |
128.85 |
128.86 |
| S1 |
128.79 |
128.79 |
|