Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 125.88 125.55 -0.33 -0.3% 124.61
High 125.95 126.10 0.15 0.1% 127.99
Low 125.43 125.37 -0.06 0.0% 124.27
Close 125.67 125.86 0.19 0.2% 126.97
Range 0.52 0.73 0.21 40.4% 3.72
ATR 0.89 0.88 -0.01 -1.3% 0.00
Volume 835,463 722,392 -113,071 -13.5% 6,439,421
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 127.97 127.64 126.26
R3 127.24 126.91 126.06
R2 126.51 126.51 125.99
R1 126.18 126.18 125.93 126.35
PP 125.78 125.78 125.78 125.86
S1 125.45 125.45 125.79 125.62
S2 125.05 125.05 125.73
S3 124.32 124.72 125.66
S4 123.59 123.99 125.46
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
5 127.65 124.94 2.71 2.2% 0.83 0.7% 34% False False 1,137,260
10 127.99 124.27 3.72 3.0% 0.99 0.8% 43% False False 1,125,389
20 127.99 123.25 4.74 3.8% 0.82 0.7% 55% False False 1,076,657
40 127.99 122.11 5.88 4.7% 0.66 0.5% 64% False False 950,907
60 127.99 121.10 6.89 5.5% 0.59 0.5% 69% False False 764,528
80 127.99 121.10 6.89 5.5% 0.56 0.4% 69% False False 573,572
100 127.99 119.52 8.47 6.7% 0.51 0.4% 75% False False 458,881
120 127.99 119.52 8.47 6.7% 0.46 0.4% 75% False False 382,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.20
2.618 128.01
1.618 127.28
1.000 126.83
0.618 126.55
HIGH 126.10
0.618 125.82
0.500 125.74
0.382 125.65
LOW 125.37
0.618 124.92
1.000 124.64
1.618 124.19
2.618 123.46
4.250 122.27
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 125.82 125.85
PP 125.78 125.84
S1 125.74 125.83

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

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