Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 124.47 125.61 1.14 0.9% 123.89
High 125.82 126.59 0.77 0.6% 125.51
Low 124.43 125.44 1.01 0.8% 123.77
Close 125.51 126.35 0.84 0.7% 124.85
Range 1.39 1.15 -0.24 -17.3% 1.74
ATR 0.67 0.70 0.03 5.1% 0.00
Volume 1,284,156 1,487,658 203,502 15.8% 5,520,880
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 129.58 129.11 126.98
R3 128.43 127.96 126.67
R2 127.28 127.28 126.56
R1 126.81 126.81 126.46 127.05
PP 126.13 126.13 126.13 126.24
S1 125.66 125.66 126.24 125.90
S2 124.98 124.98 126.14
S3 123.83 124.51 126.03
S4 122.68 123.36 125.72
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
5 126.59 124.23 2.36 1.9% 0.81 0.6% 90% True False 979,633
10 126.59 123.57 3.02 2.4% 0.84 0.7% 92% True False 1,089,717
20 126.59 122.11 4.48 3.5% 0.66 0.5% 95% True False 982,868
40 126.59 122.07 4.52 3.6% 0.57 0.5% 95% True False 881,181
60 126.59 121.10 5.49 4.3% 0.53 0.4% 96% True False 642,853
80 126.59 120.41 6.18 4.9% 0.50 0.4% 96% True False 482,245
100 126.59 119.52 7.07 5.6% 0.47 0.4% 97% True False 385,814
120 126.59 119.52 7.07 5.6% 0.40 0.3% 97% True False 321,528
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.48
2.618 129.60
1.618 128.45
1.000 127.74
0.618 127.30
HIGH 126.59
0.618 126.15
0.500 126.02
0.382 125.88
LOW 125.44
0.618 124.73
1.000 124.29
1.618 123.58
2.618 122.43
4.250 120.55
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 126.24 126.04
PP 126.13 125.74
S1 126.02 125.43

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

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