Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 31-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
31-May-2010 |
Change |
Change % |
Previous Week |
| Open |
127.58 |
128.03 |
0.45 |
0.4% |
127.89 |
| High |
128.31 |
128.30 |
-0.01 |
0.0% |
129.10 |
| Low |
127.58 |
127.98 |
0.40 |
0.3% |
127.58 |
| Close |
127.96 |
128.26 |
0.30 |
0.2% |
127.96 |
| Range |
0.73 |
0.32 |
-0.41 |
-56.2% |
1.52 |
| ATR |
0.86 |
0.83 |
-0.04 |
-4.3% |
0.00 |
| Volume |
23,659 |
18,537 |
-5,122 |
-21.6% |
76,310 |
|
| Daily Pivots for day following 31-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.14 |
129.02 |
128.44 |
|
| R3 |
128.82 |
128.70 |
128.35 |
|
| R2 |
128.50 |
128.50 |
128.32 |
|
| R1 |
128.38 |
128.38 |
128.29 |
128.44 |
| PP |
128.18 |
128.18 |
128.18 |
128.21 |
| S1 |
128.06 |
128.06 |
128.23 |
128.12 |
| S2 |
127.86 |
127.86 |
128.20 |
|
| S3 |
127.54 |
127.74 |
128.17 |
|
| S4 |
127.22 |
127.42 |
128.08 |
|
|
| 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% |
0.61 |
0.5% |
45% |
False |
False |
18,445 |
| 10 |
129.10 |
125.66 |
3.44 |
2.7% |
0.84 |
0.7% |
76% |
False |
False |
12,920 |
| 20 |
129.10 |
123.95 |
5.15 |
4.0% |
0.91 |
0.7% |
84% |
False |
False |
7,626 |
| 40 |
129.10 |
121.60 |
7.50 |
5.8% |
0.70 |
0.5% |
89% |
False |
False |
4,204 |
| 60 |
129.10 |
121.50 |
7.60 |
5.9% |
0.58 |
0.5% |
89% |
False |
False |
2,841 |
| 80 |
129.10 |
120.76 |
8.34 |
6.5% |
0.45 |
0.4% |
90% |
False |
False |
2,157 |
| 100 |
129.10 |
119.60 |
9.50 |
7.4% |
0.36 |
0.3% |
91% |
False |
False |
1,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.66 |
|
2.618 |
129.14 |
|
1.618 |
128.82 |
|
1.000 |
128.62 |
|
0.618 |
128.50 |
|
HIGH |
128.30 |
|
0.618 |
128.18 |
|
0.500 |
128.14 |
|
0.382 |
128.10 |
|
LOW |
127.98 |
|
0.618 |
127.78 |
|
1.000 |
127.66 |
|
1.618 |
127.46 |
|
2.618 |
127.14 |
|
4.250 |
126.62 |
|
|
| Fisher Pivots for day following 31-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.22 |
128.16 |
| PP |
128.18 |
128.05 |
| S1 |
128.14 |
127.95 |
|