Euro Bund Future September 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 |
128.62 |
128.09 |
-0.53 |
-0.4% |
126.30 |
| High |
128.69 |
128.21 |
-0.48 |
-0.4% |
128.44 |
| Low |
128.05 |
127.59 |
-0.46 |
-0.4% |
125.64 |
| Close |
128.16 |
127.78 |
-0.38 |
-0.3% |
128.02 |
| Range |
0.64 |
0.62 |
-0.02 |
-3.1% |
2.80 |
| ATR |
0.89 |
0.88 |
-0.02 |
-2.2% |
0.00 |
| Volume |
15,760 |
19,431 |
3,671 |
23.3% |
36,050 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.72 |
129.37 |
128.12 |
|
| R3 |
129.10 |
128.75 |
127.95 |
|
| R2 |
128.48 |
128.48 |
127.89 |
|
| R1 |
128.13 |
128.13 |
127.84 |
128.00 |
| PP |
127.86 |
127.86 |
127.86 |
127.79 |
| S1 |
127.51 |
127.51 |
127.72 |
127.38 |
| S2 |
127.24 |
127.24 |
127.67 |
|
| S3 |
126.62 |
126.89 |
127.61 |
|
| S4 |
126.00 |
126.27 |
127.44 |
|
|
| 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 |
129.10 |
127.40 |
1.70 |
1.3% |
0.71 |
0.6% |
22% |
False |
False |
12,481 |
| 10 |
129.10 |
125.42 |
3.68 |
2.9% |
0.88 |
0.7% |
64% |
False |
False |
9,219 |
| 20 |
129.10 |
123.73 |
5.37 |
4.2% |
0.90 |
0.7% |
75% |
False |
False |
5,546 |
| 40 |
129.10 |
121.60 |
7.50 |
5.9% |
0.69 |
0.5% |
82% |
False |
False |
3,158 |
| 60 |
129.10 |
121.50 |
7.60 |
5.9% |
0.56 |
0.4% |
83% |
False |
False |
2,138 |
| 80 |
129.10 |
120.76 |
8.34 |
6.5% |
0.44 |
0.3% |
84% |
False |
False |
1,637 |
| 100 |
129.10 |
119.43 |
9.67 |
7.6% |
0.35 |
0.3% |
86% |
False |
False |
1,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.85 |
|
2.618 |
129.83 |
|
1.618 |
129.21 |
|
1.000 |
128.83 |
|
0.618 |
128.59 |
|
HIGH |
128.21 |
|
0.618 |
127.97 |
|
0.500 |
127.90 |
|
0.382 |
127.83 |
|
LOW |
127.59 |
|
0.618 |
127.21 |
|
1.000 |
126.97 |
|
1.618 |
126.59 |
|
2.618 |
125.97 |
|
4.250 |
124.96 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.90 |
128.35 |
| PP |
127.86 |
128.16 |
| S1 |
127.82 |
127.97 |
|