Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 124.61 124.47 -0.14 -0.1% 123.89
High 124.66 125.82 1.16 0.9% 125.51
Low 124.27 124.43 0.16 0.1% 123.77
Close 124.50 125.51 1.01 0.8% 124.85
Range 0.39 1.39 1.00 256.4% 1.74
ATR 0.61 0.67 0.06 9.1% 0.00
Volume 353,576 1,284,156 930,580 263.2% 5,520,880
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 129.42 128.86 126.27
R3 128.03 127.47 125.89
R2 126.64 126.64 125.76
R1 126.08 126.08 125.64 126.36
PP 125.25 125.25 125.25 125.40
S1 124.69 124.69 125.38 124.97
S2 123.86 123.86 125.26
S3 122.47 123.30 125.13
S4 121.08 121.91 124.75
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 129.93 129.13 125.81
R3 128.19 127.39 125.33
R2 126.45 126.45 125.17
R1 125.65 125.65 125.01 126.05
PP 124.71 124.71 124.71 124.91
S1 123.91 123.91 124.69 124.31
S2 122.97 122.97 124.53
S3 121.23 122.17 124.37
S4 119.49 120.43 123.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.82 124.23 1.59 1.3% 0.82 0.7% 81% True False 1,047,233
10 125.82 123.37 2.45 2.0% 0.77 0.6% 87% True False 1,033,060
20 125.82 122.11 3.71 3.0% 0.63 0.5% 92% True False 949,554
40 125.82 122.07 3.75 3.0% 0.55 0.4% 92% True False 857,767
60 125.82 121.10 4.72 3.8% 0.52 0.4% 93% True False 618,061
80 125.82 119.80 6.02 4.8% 0.50 0.4% 95% True False 463,649
100 125.82 119.52 6.30 5.0% 0.47 0.4% 95% True False 370,937
120 125.82 119.52 6.30 5.0% 0.39 0.3% 95% True False 309,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 137 trading days
Fibonacci Retracements and Extensions
4.250 131.73
2.618 129.46
1.618 128.07
1.000 127.21
0.618 126.68
HIGH 125.82
0.618 125.29
0.500 125.13
0.382 124.96
LOW 124.43
0.618 123.57
1.000 123.04
1.618 122.18
2.618 120.79
4.250 118.52
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 125.38 125.36
PP 125.25 125.20
S1 125.13 125.05

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These figures are updated between 7pm and 10pm EST after a trading day.

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