Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
129.62 |
129.27 |
-0.35 |
-0.3% |
128.03 |
| High |
129.72 |
129.39 |
-0.33 |
-0.3% |
129.30 |
| Low |
129.08 |
128.38 |
-0.70 |
-0.5% |
127.67 |
| Close |
129.20 |
128.68 |
-0.52 |
-0.4% |
129.05 |
| Range |
0.64 |
1.01 |
0.37 |
57.8% |
1.63 |
| ATR |
0.81 |
0.82 |
0.01 |
1.8% |
0.00 |
| Volume |
836,065 |
946,258 |
110,193 |
13.2% |
1,883,541 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.85 |
131.27 |
129.24 |
|
| R3 |
130.84 |
130.26 |
128.96 |
|
| R2 |
129.83 |
129.83 |
128.87 |
|
| R1 |
129.25 |
129.25 |
128.77 |
129.04 |
| PP |
128.82 |
128.82 |
128.82 |
128.71 |
| S1 |
128.24 |
128.24 |
128.59 |
128.03 |
| S2 |
127.81 |
127.81 |
128.49 |
|
| S3 |
126.80 |
127.23 |
128.40 |
|
| S4 |
125.79 |
126.22 |
128.12 |
|
|
| 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 |
128.13 |
1.80 |
1.4% |
0.82 |
0.6% |
31% |
False |
False |
864,566 |
| 10 |
129.93 |
127.58 |
2.35 |
1.8% |
0.74 |
0.6% |
47% |
False |
False |
542,310 |
| 20 |
129.93 |
125.42 |
4.51 |
3.5% |
0.81 |
0.6% |
72% |
False |
False |
275,764 |
| 40 |
129.93 |
122.67 |
7.26 |
5.6% |
0.78 |
0.6% |
83% |
False |
False |
138,676 |
| 60 |
129.93 |
121.60 |
8.33 |
6.5% |
0.64 |
0.5% |
85% |
False |
False |
92,514 |
| 80 |
129.93 |
120.76 |
9.17 |
7.1% |
0.53 |
0.4% |
86% |
False |
False |
69,404 |
| 100 |
129.93 |
120.76 |
9.17 |
7.1% |
0.43 |
0.3% |
86% |
False |
False |
55,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.68 |
|
2.618 |
132.03 |
|
1.618 |
131.02 |
|
1.000 |
130.40 |
|
0.618 |
130.01 |
|
HIGH |
129.39 |
|
0.618 |
129.00 |
|
0.500 |
128.89 |
|
0.382 |
128.77 |
|
LOW |
128.38 |
|
0.618 |
127.76 |
|
1.000 |
127.37 |
|
1.618 |
126.75 |
|
2.618 |
125.74 |
|
4.250 |
124.09 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.89 |
129.16 |
| PP |
128.82 |
129.00 |
| S1 |
128.75 |
128.84 |
|