Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
129.13 |
128.62 |
-0.51 |
-0.4% |
126.95 |
| High |
129.23 |
128.76 |
-0.47 |
-0.4% |
128.97 |
| Low |
128.60 |
128.11 |
-0.49 |
-0.4% |
126.21 |
| Close |
128.72 |
128.33 |
-0.39 |
-0.3% |
128.54 |
| Range |
0.63 |
0.65 |
0.02 |
3.2% |
2.76 |
| ATR |
0.92 |
0.90 |
-0.02 |
-2.1% |
0.00 |
| Volume |
1,136,668 |
1,006,601 |
-130,067 |
-11.4% |
5,285,466 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.35 |
129.99 |
128.69 |
|
| R3 |
129.70 |
129.34 |
128.51 |
|
| R2 |
129.05 |
129.05 |
128.45 |
|
| R1 |
128.69 |
128.69 |
128.39 |
128.55 |
| PP |
128.40 |
128.40 |
128.40 |
128.33 |
| S1 |
128.04 |
128.04 |
128.27 |
127.90 |
| S2 |
127.75 |
127.75 |
128.21 |
|
| S3 |
127.10 |
127.39 |
128.15 |
|
| S4 |
126.45 |
126.74 |
127.97 |
|
|
| 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 |
128.10 |
1.45 |
1.1% |
0.69 |
0.5% |
16% |
False |
False |
986,678 |
| 10 |
129.55 |
125.98 |
3.57 |
2.8% |
0.88 |
0.7% |
66% |
False |
False |
994,245 |
| 20 |
129.55 |
124.27 |
5.28 |
4.1% |
0.94 |
0.7% |
77% |
False |
False |
1,059,817 |
| 40 |
129.55 |
122.11 |
7.44 |
5.8% |
0.76 |
0.6% |
84% |
False |
False |
1,002,858 |
| 60 |
129.55 |
122.07 |
7.48 |
5.8% |
0.66 |
0.5% |
84% |
False |
False |
920,338 |
| 80 |
129.55 |
121.10 |
8.45 |
6.6% |
0.62 |
0.5% |
86% |
False |
False |
697,807 |
| 100 |
129.55 |
119.78 |
9.77 |
7.6% |
0.57 |
0.4% |
88% |
False |
False |
558,293 |
| 120 |
129.55 |
119.52 |
10.03 |
7.8% |
0.53 |
0.4% |
88% |
False |
False |
465,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.52 |
|
2.618 |
130.46 |
|
1.618 |
129.81 |
|
1.000 |
129.41 |
|
0.618 |
129.16 |
|
HIGH |
128.76 |
|
0.618 |
128.51 |
|
0.500 |
128.44 |
|
0.382 |
128.36 |
|
LOW |
128.11 |
|
0.618 |
127.71 |
|
1.000 |
127.46 |
|
1.618 |
127.06 |
|
2.618 |
126.41 |
|
4.250 |
125.35 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.44 |
128.83 |
| PP |
128.40 |
128.66 |
| S1 |
128.37 |
128.50 |
|