Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
129.20 |
129.62 |
0.42 |
0.3% |
128.03 |
| High |
129.93 |
129.72 |
-0.21 |
-0.2% |
129.30 |
| Low |
129.12 |
129.08 |
-0.04 |
0.0% |
127.67 |
| Close |
129.80 |
129.20 |
-0.60 |
-0.5% |
129.05 |
| Range |
0.81 |
0.64 |
-0.17 |
-21.0% |
1.63 |
| ATR |
0.81 |
0.81 |
-0.01 |
-0.8% |
0.00 |
| Volume |
870,275 |
836,065 |
-34,210 |
-3.9% |
1,883,541 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.25 |
130.87 |
129.55 |
|
| R3 |
130.61 |
130.23 |
129.38 |
|
| R2 |
129.97 |
129.97 |
129.32 |
|
| R1 |
129.59 |
129.59 |
129.26 |
129.46 |
| PP |
129.33 |
129.33 |
129.33 |
129.27 |
| S1 |
128.95 |
128.95 |
129.14 |
128.82 |
| S2 |
128.69 |
128.69 |
129.08 |
|
| S3 |
128.05 |
128.31 |
129.02 |
|
| S4 |
127.41 |
127.67 |
128.85 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.56 |
132.94 |
129.95 |
|
| R3 |
131.93 |
131.31 |
129.50 |
|
| R2 |
130.30 |
130.30 |
129.35 |
|
| R1 |
129.68 |
129.68 |
129.20 |
129.99 |
| PP |
128.67 |
128.67 |
128.67 |
128.83 |
| S1 |
128.05 |
128.05 |
128.90 |
128.36 |
| S2 |
127.04 |
127.04 |
128.75 |
|
| S3 |
125.41 |
126.42 |
128.60 |
|
| S4 |
123.78 |
124.79 |
128.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.93 |
127.67 |
2.26 |
1.7% |
0.75 |
0.6% |
68% |
False |
False |
793,595 |
| 10 |
129.93 |
127.58 |
2.35 |
1.8% |
0.70 |
0.5% |
69% |
False |
False |
449,628 |
| 20 |
129.93 |
124.90 |
5.03 |
3.9% |
0.79 |
0.6% |
85% |
False |
False |
228,503 |
| 40 |
129.93 |
122.28 |
7.65 |
5.9% |
0.76 |
0.6% |
90% |
False |
False |
115,022 |
| 60 |
129.93 |
121.60 |
8.33 |
6.4% |
0.63 |
0.5% |
91% |
False |
False |
76,744 |
| 80 |
129.93 |
120.76 |
9.17 |
7.1% |
0.52 |
0.4% |
92% |
False |
False |
57,576 |
| 100 |
129.93 |
120.68 |
9.25 |
7.2% |
0.42 |
0.3% |
92% |
False |
False |
46,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.44 |
|
2.618 |
131.40 |
|
1.618 |
130.76 |
|
1.000 |
130.36 |
|
0.618 |
130.12 |
|
HIGH |
129.72 |
|
0.618 |
129.48 |
|
0.500 |
129.40 |
|
0.382 |
129.32 |
|
LOW |
129.08 |
|
0.618 |
128.68 |
|
1.000 |
128.44 |
|
1.618 |
128.04 |
|
2.618 |
127.40 |
|
4.250 |
126.36 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129.40 |
129.49 |
| PP |
129.33 |
129.39 |
| S1 |
129.27 |
129.30 |
|