Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
125.30 |
124.98 |
-0.32 |
-0.3% |
124.11 |
| High |
125.30 |
125.70 |
0.40 |
0.3% |
127.46 |
| Low |
124.37 |
124.98 |
0.61 |
0.5% |
123.73 |
| Close |
124.83 |
125.06 |
0.23 |
0.2% |
126.47 |
| Range |
0.93 |
0.72 |
-0.21 |
-22.6% |
3.73 |
| ATR |
0.87 |
0.87 |
0.00 |
0.0% |
0.00 |
| Volume |
2,161 |
2,267 |
106 |
4.9% |
9,435 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.41 |
126.95 |
125.46 |
|
| R3 |
126.69 |
126.23 |
125.26 |
|
| R2 |
125.97 |
125.97 |
125.19 |
|
| R1 |
125.51 |
125.51 |
125.13 |
125.74 |
| PP |
125.25 |
125.25 |
125.25 |
125.36 |
| S1 |
124.79 |
124.79 |
124.99 |
125.02 |
| S2 |
124.53 |
124.53 |
124.93 |
|
| S3 |
123.81 |
124.07 |
124.86 |
|
| S4 |
123.09 |
123.35 |
124.66 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.08 |
135.50 |
128.52 |
|
| R3 |
133.35 |
131.77 |
127.50 |
|
| R2 |
129.62 |
129.62 |
127.15 |
|
| R1 |
128.04 |
128.04 |
126.81 |
128.83 |
| PP |
125.89 |
125.89 |
125.89 |
126.28 |
| S1 |
124.31 |
124.31 |
126.13 |
125.10 |
| S2 |
122.16 |
122.16 |
125.79 |
|
| S3 |
118.43 |
120.58 |
125.44 |
|
| S4 |
114.70 |
116.85 |
124.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.46 |
124.37 |
3.09 |
2.5% |
1.21 |
1.0% |
22% |
False |
False |
2,603 |
| 10 |
127.46 |
123.63 |
3.83 |
3.1% |
0.99 |
0.8% |
37% |
False |
False |
1,814 |
| 20 |
127.46 |
122.20 |
5.26 |
4.2% |
0.73 |
0.6% |
54% |
False |
False |
1,386 |
| 40 |
127.46 |
121.60 |
5.86 |
4.7% |
0.55 |
0.4% |
59% |
False |
False |
782 |
| 60 |
127.46 |
120.76 |
6.70 |
5.4% |
0.42 |
0.3% |
64% |
False |
False |
546 |
| 80 |
127.46 |
120.68 |
6.78 |
5.4% |
0.32 |
0.3% |
65% |
False |
False |
468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.76 |
|
2.618 |
127.58 |
|
1.618 |
126.86 |
|
1.000 |
126.42 |
|
0.618 |
126.14 |
|
HIGH |
125.70 |
|
0.618 |
125.42 |
|
0.500 |
125.34 |
|
0.382 |
125.26 |
|
LOW |
124.98 |
|
0.618 |
124.54 |
|
1.000 |
124.26 |
|
1.618 |
123.82 |
|
2.618 |
123.10 |
|
4.250 |
121.92 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125.34 |
125.75 |
| PP |
125.25 |
125.52 |
| S1 |
125.15 |
125.29 |
|