Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
128.09 |
127.58 |
-0.51 |
-0.4% |
127.89 |
| High |
128.21 |
128.31 |
0.10 |
0.1% |
129.10 |
| Low |
127.59 |
127.58 |
-0.01 |
0.0% |
127.58 |
| Close |
127.78 |
127.96 |
0.18 |
0.1% |
127.96 |
| Range |
0.62 |
0.73 |
0.11 |
17.7% |
1.52 |
| ATR |
0.88 |
0.86 |
-0.01 |
-1.2% |
0.00 |
| Volume |
19,431 |
23,659 |
4,228 |
21.8% |
76,310 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.14 |
129.78 |
128.36 |
|
| R3 |
129.41 |
129.05 |
128.16 |
|
| R2 |
128.68 |
128.68 |
128.09 |
|
| R1 |
128.32 |
128.32 |
128.03 |
128.50 |
| PP |
127.95 |
127.95 |
127.95 |
128.04 |
| S1 |
127.59 |
127.59 |
127.89 |
127.77 |
| S2 |
127.22 |
127.22 |
127.83 |
|
| S3 |
126.49 |
126.86 |
127.76 |
|
| S4 |
125.76 |
126.13 |
127.56 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.77 |
131.89 |
128.80 |
|
| R3 |
131.25 |
130.37 |
128.38 |
|
| R2 |
129.73 |
129.73 |
128.24 |
|
| R1 |
128.85 |
128.85 |
128.10 |
129.29 |
| PP |
128.21 |
128.21 |
128.21 |
128.44 |
| S1 |
127.33 |
127.33 |
127.82 |
127.77 |
| S2 |
126.69 |
126.69 |
127.68 |
|
| S3 |
125.17 |
125.81 |
127.54 |
|
| S4 |
123.65 |
124.29 |
127.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.10 |
127.58 |
1.52 |
1.2% |
0.65 |
0.5% |
25% |
False |
True |
15,262 |
| 10 |
129.10 |
125.64 |
3.46 |
2.7% |
0.87 |
0.7% |
67% |
False |
False |
11,236 |
| 20 |
129.10 |
123.73 |
5.37 |
4.2% |
0.91 |
0.7% |
79% |
False |
False |
6,701 |
| 40 |
129.10 |
121.60 |
7.50 |
5.9% |
0.70 |
0.5% |
85% |
False |
False |
3,748 |
| 60 |
129.10 |
121.50 |
7.60 |
5.9% |
0.57 |
0.4% |
85% |
False |
False |
2,532 |
| 80 |
129.10 |
120.76 |
8.34 |
6.5% |
0.45 |
0.4% |
86% |
False |
False |
1,929 |
| 100 |
129.10 |
119.60 |
9.50 |
7.4% |
0.36 |
0.3% |
88% |
False |
False |
1,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.41 |
|
2.618 |
130.22 |
|
1.618 |
129.49 |
|
1.000 |
129.04 |
|
0.618 |
128.76 |
|
HIGH |
128.31 |
|
0.618 |
128.03 |
|
0.500 |
127.95 |
|
0.382 |
127.86 |
|
LOW |
127.58 |
|
0.618 |
127.13 |
|
1.000 |
126.85 |
|
1.618 |
126.40 |
|
2.618 |
125.67 |
|
4.250 |
124.48 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.96 |
128.14 |
| PP |
127.95 |
128.08 |
| S1 |
127.95 |
128.02 |
|