Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
126.37 |
127.20 |
0.83 |
0.7% |
124.61 |
| High |
127.99 |
127.65 |
-0.34 |
-0.3% |
127.99 |
| Low |
125.74 |
126.41 |
0.67 |
0.5% |
124.27 |
| Close |
127.01 |
126.97 |
-0.04 |
0.0% |
126.97 |
| Range |
2.25 |
1.24 |
-1.01 |
-44.9% |
3.72 |
| ATR |
0.81 |
0.84 |
0.03 |
3.7% |
0.00 |
| Volume |
1,620,821 |
1,693,210 |
72,389 |
4.5% |
6,439,421 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.73 |
130.09 |
127.65 |
|
| R3 |
129.49 |
128.85 |
127.31 |
|
| R2 |
128.25 |
128.25 |
127.20 |
|
| R1 |
127.61 |
127.61 |
127.08 |
127.31 |
| PP |
127.01 |
127.01 |
127.01 |
126.86 |
| S1 |
126.37 |
126.37 |
126.86 |
126.07 |
| S2 |
125.77 |
125.77 |
126.74 |
|
| S3 |
124.53 |
125.13 |
126.63 |
|
| S4 |
123.29 |
123.89 |
126.29 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.57 |
135.99 |
129.02 |
|
| R3 |
133.85 |
132.27 |
127.99 |
|
| R2 |
130.13 |
130.13 |
127.65 |
|
| R1 |
128.55 |
128.55 |
127.31 |
129.34 |
| PP |
126.41 |
126.41 |
126.41 |
126.81 |
| S1 |
124.83 |
124.83 |
126.63 |
125.62 |
| S2 |
122.69 |
122.69 |
126.29 |
|
| S3 |
118.97 |
121.11 |
125.95 |
|
| S4 |
115.25 |
117.39 |
124.92 |
|
|
| 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% |
1.28 |
1.0% |
73% |
False |
False |
1,287,884 |
| 10 |
127.99 |
123.77 |
4.22 |
3.3% |
1.06 |
0.8% |
76% |
False |
False |
1,196,030 |
| 20 |
127.99 |
122.11 |
5.88 |
4.6% |
0.78 |
0.6% |
83% |
False |
False |
1,065,141 |
| 40 |
127.99 |
122.07 |
5.92 |
4.7% |
0.64 |
0.5% |
83% |
False |
False |
924,793 |
| 60 |
127.99 |
121.10 |
6.89 |
5.4% |
0.57 |
0.4% |
85% |
False |
False |
698,013 |
| 80 |
127.99 |
120.56 |
7.43 |
5.9% |
0.54 |
0.4% |
86% |
False |
False |
523,666 |
| 100 |
127.99 |
119.52 |
8.47 |
6.7% |
0.50 |
0.4% |
88% |
False |
False |
418,953 |
| 120 |
127.99 |
119.52 |
8.47 |
6.7% |
0.43 |
0.3% |
88% |
False |
False |
349,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.92 |
|
2.618 |
130.90 |
|
1.618 |
129.66 |
|
1.000 |
128.89 |
|
0.618 |
128.42 |
|
HIGH |
127.65 |
|
0.618 |
127.18 |
|
0.500 |
127.03 |
|
0.382 |
126.88 |
|
LOW |
126.41 |
|
0.618 |
125.64 |
|
1.000 |
125.17 |
|
1.618 |
124.40 |
|
2.618 |
123.16 |
|
4.250 |
121.14 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.03 |
126.89 |
| PP |
127.01 |
126.80 |
| S1 |
126.99 |
126.72 |
|