Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
125.61 |
126.37 |
0.76 |
0.6% |
123.89 |
| High |
126.59 |
127.99 |
1.40 |
1.1% |
125.51 |
| Low |
125.44 |
125.74 |
0.30 |
0.2% |
123.77 |
| Close |
126.35 |
127.01 |
0.66 |
0.5% |
124.85 |
| Range |
1.15 |
2.25 |
1.10 |
95.7% |
1.74 |
| ATR |
0.70 |
0.81 |
0.11 |
15.7% |
0.00 |
| Volume |
1,487,658 |
1,620,821 |
133,163 |
9.0% |
5,520,880 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.66 |
132.59 |
128.25 |
|
| R3 |
131.41 |
130.34 |
127.63 |
|
| R2 |
129.16 |
129.16 |
127.42 |
|
| R1 |
128.09 |
128.09 |
127.22 |
128.63 |
| PP |
126.91 |
126.91 |
126.91 |
127.18 |
| S1 |
125.84 |
125.84 |
126.80 |
126.38 |
| S2 |
124.66 |
124.66 |
126.60 |
|
| S3 |
122.41 |
123.59 |
126.39 |
|
| S4 |
120.16 |
121.34 |
125.77 |
|
|
| 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 |
127.99 |
124.27 |
3.72 |
2.9% |
1.16 |
0.9% |
74% |
True |
False |
1,113,517 |
| 10 |
127.99 |
123.57 |
4.42 |
3.5% |
0.99 |
0.8% |
78% |
True |
False |
1,125,683 |
| 20 |
127.99 |
122.11 |
5.88 |
4.6% |
0.75 |
0.6% |
83% |
True |
False |
1,027,313 |
| 40 |
127.99 |
122.07 |
5.92 |
4.7% |
0.61 |
0.5% |
83% |
True |
False |
899,736 |
| 60 |
127.99 |
121.10 |
6.89 |
5.4% |
0.56 |
0.4% |
86% |
True |
False |
669,816 |
| 80 |
127.99 |
120.42 |
7.57 |
6.0% |
0.53 |
0.4% |
87% |
True |
False |
502,504 |
| 100 |
127.99 |
119.52 |
8.47 |
6.7% |
0.49 |
0.4% |
88% |
True |
False |
402,022 |
| 120 |
127.99 |
119.52 |
8.47 |
6.7% |
0.42 |
0.3% |
88% |
True |
False |
335,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.55 |
|
2.618 |
133.88 |
|
1.618 |
131.63 |
|
1.000 |
130.24 |
|
0.618 |
129.38 |
|
HIGH |
127.99 |
|
0.618 |
127.13 |
|
0.500 |
126.87 |
|
0.382 |
126.60 |
|
LOW |
125.74 |
|
0.618 |
124.35 |
|
1.000 |
123.49 |
|
1.618 |
122.10 |
|
2.618 |
119.85 |
|
4.250 |
116.18 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126.96 |
126.74 |
| PP |
126.91 |
126.48 |
| S1 |
126.87 |
126.21 |
|