Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
125.69 |
125.88 |
0.19 |
0.2% |
124.61 |
| High |
126.29 |
125.95 |
-0.34 |
-0.3% |
127.99 |
| Low |
125.56 |
125.43 |
-0.13 |
-0.1% |
124.27 |
| Close |
125.63 |
125.67 |
0.04 |
0.0% |
126.97 |
| Range |
0.73 |
0.52 |
-0.21 |
-28.8% |
3.72 |
| ATR |
0.92 |
0.89 |
-0.03 |
-3.1% |
0.00 |
| Volume |
1,076,441 |
835,463 |
-240,978 |
-22.4% |
6,439,421 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.24 |
126.98 |
125.96 |
|
| R3 |
126.72 |
126.46 |
125.81 |
|
| R2 |
126.20 |
126.20 |
125.77 |
|
| R1 |
125.94 |
125.94 |
125.72 |
125.81 |
| PP |
125.68 |
125.68 |
125.68 |
125.62 |
| S1 |
125.42 |
125.42 |
125.62 |
125.29 |
| S2 |
125.16 |
125.16 |
125.57 |
|
| S3 |
124.64 |
124.90 |
125.53 |
|
| S4 |
124.12 |
124.38 |
125.38 |
|
|
| 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 |
124.94 |
3.05 |
2.4% |
1.13 |
0.9% |
24% |
False |
False |
1,316,946 |
| 10 |
127.99 |
124.23 |
3.76 |
3.0% |
0.97 |
0.8% |
38% |
False |
False |
1,148,289 |
| 20 |
127.99 |
122.87 |
5.12 |
4.1% |
0.81 |
0.6% |
55% |
False |
False |
1,092,157 |
| 40 |
127.99 |
122.11 |
5.88 |
4.7% |
0.66 |
0.5% |
61% |
False |
False |
953,718 |
| 60 |
127.99 |
121.10 |
6.89 |
5.5% |
0.59 |
0.5% |
66% |
False |
False |
752,495 |
| 80 |
127.99 |
121.01 |
6.98 |
5.6% |
0.56 |
0.4% |
67% |
False |
False |
564,542 |
| 100 |
127.99 |
119.52 |
8.47 |
6.7% |
0.51 |
0.4% |
73% |
False |
False |
451,659 |
| 120 |
127.99 |
119.52 |
8.47 |
6.7% |
0.45 |
0.4% |
73% |
False |
False |
376,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.16 |
|
2.618 |
127.31 |
|
1.618 |
126.79 |
|
1.000 |
126.47 |
|
0.618 |
126.27 |
|
HIGH |
125.95 |
|
0.618 |
125.75 |
|
0.500 |
125.69 |
|
0.382 |
125.63 |
|
LOW |
125.43 |
|
0.618 |
125.11 |
|
1.000 |
124.91 |
|
1.618 |
124.59 |
|
2.618 |
124.07 |
|
4.250 |
123.22 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125.69 |
125.65 |
| PP |
125.68 |
125.63 |
| S1 |
125.68 |
125.62 |
|