Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 129.60 129.64 0.04 0.0% 128.61
High 129.99 130.37 0.38 0.3% 129.43
Low 129.41 129.64 0.23 0.2% 128.13
Close 129.74 130.16 0.42 0.3% 128.50
Range 0.58 0.73 0.15 25.9% 1.30
ATR 0.88 0.87 -0.01 -1.2% 0.00
Volume 496,000 34,446 -461,554 -93.1% 1,212,715
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 132.25 131.93 130.56
R3 131.52 131.20 130.36
R2 130.79 130.79 130.29
R1 130.47 130.47 130.23 130.63
PP 130.06 130.06 130.06 130.14
S1 129.74 129.74 130.09 129.90
S2 129.33 129.33 130.03
S3 128.60 129.01 129.96
S4 127.87 128.28 129.76
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 132.59 131.84 129.22
R3 131.29 130.54 128.86
R2 129.99 129.99 128.74
R1 129.24 129.24 128.62 128.97
PP 128.69 128.69 128.69 128.55
S1 127.94 127.94 128.38 127.67
S2 127.39 127.39 128.26
S3 126.09 126.64 128.14
S4 124.79 125.34 127.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.37 128.13 2.24 1.7% 0.72 0.6% 91% True False 316,289
10 130.37 128.11 2.26 1.7% 0.67 0.5% 91% True False 567,333
20 130.37 125.37 5.00 3.8% 0.78 0.6% 96% True False 754,570
40 130.37 122.62 7.75 6.0% 0.79 0.6% 97% True False 923,541
60 130.37 122.07 8.30 6.4% 0.69 0.5% 97% True False 877,033
80 130.37 121.10 9.27 7.1% 0.63 0.5% 98% True False 729,128
100 130.37 120.87 9.50 7.3% 0.59 0.5% 98% True False 583,432
120 130.37 119.52 10.85 8.3% 0.55 0.4% 98% True False 486,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133.47
2.618 132.28
1.618 131.55
1.000 131.10
0.618 130.82
HIGH 130.37
0.618 130.09
0.500 130.01
0.382 129.92
LOW 129.64
0.618 129.19
1.000 128.91
1.618 128.46
2.618 127.73
4.250 126.54
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 130.11 129.86
PP 130.06 129.55
S1 130.01 129.25

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

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