Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
127.60 |
127.89 |
0.29 |
0.2% |
126.30 |
| High |
128.44 |
128.34 |
-0.10 |
-0.1% |
128.44 |
| Low |
127.40 |
127.83 |
0.43 |
0.3% |
125.64 |
| Close |
128.02 |
128.13 |
0.11 |
0.1% |
128.02 |
| Range |
1.04 |
0.51 |
-0.53 |
-51.0% |
2.80 |
| ATR |
0.92 |
0.89 |
-0.03 |
-3.2% |
0.00 |
| Volume |
9,755 |
2,620 |
-7,135 |
-73.1% |
36,050 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.63 |
129.39 |
128.41 |
|
| R3 |
129.12 |
128.88 |
128.27 |
|
| R2 |
128.61 |
128.61 |
128.22 |
|
| R1 |
128.37 |
128.37 |
128.18 |
128.49 |
| PP |
128.10 |
128.10 |
128.10 |
128.16 |
| S1 |
127.86 |
127.86 |
128.08 |
127.98 |
| S2 |
127.59 |
127.59 |
128.04 |
|
| S3 |
127.08 |
127.35 |
127.99 |
|
| S4 |
126.57 |
126.84 |
127.85 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.77 |
134.69 |
129.56 |
|
| R3 |
132.97 |
131.89 |
128.79 |
|
| R2 |
130.17 |
130.17 |
128.53 |
|
| R1 |
129.09 |
129.09 |
128.28 |
129.63 |
| PP |
127.37 |
127.37 |
127.37 |
127.64 |
| S1 |
126.29 |
126.29 |
127.76 |
126.83 |
| S2 |
124.57 |
124.57 |
127.51 |
|
| S3 |
121.77 |
123.49 |
127.25 |
|
| S4 |
118.97 |
120.69 |
126.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.44 |
125.66 |
2.78 |
2.2% |
1.06 |
0.8% |
89% |
False |
False |
7,395 |
| 10 |
128.44 |
124.89 |
3.55 |
2.8% |
0.85 |
0.7% |
91% |
False |
False |
4,875 |
| 20 |
128.44 |
123.61 |
4.83 |
3.8% |
0.94 |
0.7% |
94% |
False |
False |
3,285 |
| 40 |
128.44 |
121.60 |
6.84 |
5.3% |
0.66 |
0.5% |
95% |
False |
False |
1,913 |
| 60 |
128.44 |
121.50 |
6.94 |
5.4% |
0.55 |
0.4% |
96% |
False |
False |
1,311 |
| 80 |
128.44 |
120.76 |
7.68 |
6.0% |
0.41 |
0.3% |
96% |
False |
False |
1,015 |
| 100 |
128.44 |
119.39 |
9.05 |
7.1% |
0.33 |
0.3% |
97% |
False |
False |
847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.51 |
|
2.618 |
129.68 |
|
1.618 |
129.17 |
|
1.000 |
128.85 |
|
0.618 |
128.66 |
|
HIGH |
128.34 |
|
0.618 |
128.15 |
|
0.500 |
128.09 |
|
0.382 |
128.02 |
|
LOW |
127.83 |
|
0.618 |
127.51 |
|
1.000 |
127.32 |
|
1.618 |
127.00 |
|
2.618 |
126.49 |
|
4.250 |
125.66 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.12 |
127.94 |
| PP |
128.10 |
127.74 |
| S1 |
128.09 |
127.55 |
|