Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
128.12 |
128.20 |
0.08 |
0.1% |
127.89 |
| High |
128.88 |
128.66 |
-0.22 |
-0.2% |
129.10 |
| Low |
127.83 |
128.13 |
0.30 |
0.2% |
127.58 |
| Close |
128.16 |
128.32 |
0.16 |
0.1% |
127.96 |
| Range |
1.05 |
0.53 |
-0.52 |
-49.5% |
1.52 |
| ATR |
0.84 |
0.82 |
-0.02 |
-2.7% |
0.00 |
| Volume |
137,379 |
329,299 |
191,920 |
139.7% |
76,310 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.96 |
129.67 |
128.61 |
|
| R3 |
129.43 |
129.14 |
128.47 |
|
| R2 |
128.90 |
128.90 |
128.42 |
|
| R1 |
128.61 |
128.61 |
128.37 |
128.76 |
| PP |
128.37 |
128.37 |
128.37 |
128.44 |
| S1 |
128.08 |
128.08 |
128.27 |
128.23 |
| S2 |
127.84 |
127.84 |
128.22 |
|
| S3 |
127.31 |
127.55 |
128.17 |
|
| S4 |
126.78 |
127.02 |
128.03 |
|
|
| 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 |
128.88 |
127.58 |
1.30 |
1.0% |
0.65 |
0.5% |
57% |
False |
False |
105,661 |
| 10 |
129.10 |
126.65 |
2.45 |
1.9% |
0.76 |
0.6% |
68% |
False |
False |
57,654 |
| 20 |
129.10 |
124.37 |
4.73 |
3.7% |
0.87 |
0.7% |
84% |
False |
False |
30,768 |
| 40 |
129.10 |
121.60 |
7.50 |
5.8% |
0.72 |
0.6% |
90% |
False |
False |
15,849 |
| 60 |
129.10 |
121.55 |
7.55 |
5.9% |
0.60 |
0.5% |
90% |
False |
False |
10,618 |
| 80 |
129.10 |
120.76 |
8.34 |
6.5% |
0.47 |
0.4% |
91% |
False |
False |
7,984 |
| 100 |
129.10 |
120.34 |
8.76 |
6.8% |
0.38 |
0.3% |
91% |
False |
False |
6,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.91 |
|
2.618 |
130.05 |
|
1.618 |
129.52 |
|
1.000 |
129.19 |
|
0.618 |
128.99 |
|
HIGH |
128.66 |
|
0.618 |
128.46 |
|
0.500 |
128.40 |
|
0.382 |
128.33 |
|
LOW |
128.13 |
|
0.618 |
127.80 |
|
1.000 |
127.60 |
|
1.618 |
127.27 |
|
2.618 |
126.74 |
|
4.250 |
125.88 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.40 |
128.36 |
| PP |
128.37 |
128.34 |
| S1 |
128.35 |
128.33 |
|