Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 31-May-2010
Day Change Summary
Previous Current
28-May-2010 31-May-2010 Change Change % Previous Week
Open 128.11 128.61 0.50 0.4% 128.41
High 128.87 128.85 -0.02 0.0% 129.55
Low 128.11 128.52 0.41 0.3% 128.11
Close 128.50 128.80 0.30 0.2% 128.50
Range 0.76 0.33 -0.43 -56.6% 1.44
ATR 0.89 0.85 -0.04 -4.3% 0.00
Volume 771,500 161,714 -609,786 -79.0% 4,528,429
Daily Pivots for day following 31-May-2010
Classic Woodie Camarilla DeMark
R4 129.71 129.59 128.98
R3 129.38 129.26 128.89
R2 129.05 129.05 128.86
R1 128.93 128.93 128.83 128.99
PP 128.72 128.72 128.72 128.76
S1 128.60 128.60 128.77 128.66
S2 128.39 128.39 128.74
S3 128.06 128.27 128.71
S4 127.73 127.94 128.62
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 133.04 132.21 129.29
R3 131.60 130.77 128.90
R2 130.16 130.16 128.76
R1 129.33 129.33 128.63 129.75
PP 128.72 128.72 128.72 128.93
S1 127.89 127.89 128.37 128.31
S2 127.28 127.28 128.24
S3 125.84 126.45 128.10
S4 124.40 125.01 127.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.55 128.11 1.44 1.1% 0.62 0.5% 48% False False 818,378
10 129.55 126.26 3.29 2.6% 0.83 0.6% 77% False False 923,034
20 129.55 124.43 5.12 4.0% 0.94 0.7% 85% False False 1,047,730
40 129.55 122.11 7.44 5.8% 0.77 0.6% 90% False False 988,647
60 129.55 122.07 7.48 5.8% 0.67 0.5% 90% False False 915,575
80 129.55 121.10 8.45 6.6% 0.61 0.5% 91% False False 709,456
100 129.55 119.78 9.77 7.6% 0.58 0.4% 92% False False 567,625
120 129.55 119.52 10.03 7.8% 0.54 0.4% 93% False False 473,035
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 130.25
2.618 129.71
1.618 129.38
1.000 129.18
0.618 129.05
HIGH 128.85
0.618 128.72
0.500 128.69
0.382 128.65
LOW 128.52
0.618 128.32
1.000 128.19
1.618 127.99
2.618 127.66
4.250 127.12
Fisher Pivots for day following 31-May-2010
Pivot 1 day 3 day
R1 128.76 128.70
PP 128.72 128.59
S1 128.69 128.49

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

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