Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 126.95 126.41 -0.54 -0.4% 125.81
High 126.97 127.81 0.84 0.7% 126.85
Low 126.21 126.26 0.05 0.0% 124.94
Close 126.60 126.86 0.26 0.2% 126.53
Range 0.76 1.55 0.79 103.9% 1.91
ATR 0.88 0.93 0.05 5.5% 0.00
Volume 745,267 1,071,747 326,480 43.8% 4,893,152
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 131.63 130.79 127.71
R3 130.08 129.24 127.29
R2 128.53 128.53 127.14
R1 127.69 127.69 127.00 128.11
PP 126.98 126.98 126.98 127.19
S1 126.14 126.14 126.72 126.56
S2 125.43 125.43 126.58
S3 123.88 124.59 126.43
S4 122.33 123.04 126.01
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 131.84 131.09 127.58
R3 129.93 129.18 127.06
R2 128.02 128.02 126.88
R1 127.27 127.27 126.71 127.65
PP 126.11 126.11 126.11 126.29
S1 125.36 125.36 126.35 125.74
S2 124.20 124.20 126.18
S3 122.29 123.45 126.00
S4 120.38 121.54 125.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.81 125.37 2.44 1.9% 0.89 0.7% 61% True False 854,985
10 127.99 124.94 3.05 2.4% 1.07 0.8% 63% False False 1,151,185
20 127.99 123.37 4.62 3.6% 0.92 0.7% 76% False False 1,092,123
40 127.99 122.11 5.88 4.6% 0.70 0.6% 81% False False 961,852
60 127.99 121.10 6.89 5.4% 0.63 0.5% 84% False False 809,550
80 127.99 121.10 6.89 5.4% 0.58 0.5% 84% False False 607,527
100 127.99 119.52 8.47 6.7% 0.53 0.4% 87% False False 486,045
120 127.99 119.52 8.47 6.7% 0.48 0.4% 87% False False 405,056
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134.40
2.618 131.87
1.618 130.32
1.000 129.36
0.618 128.77
HIGH 127.81
0.618 127.22
0.500 127.04
0.382 126.85
LOW 126.26
0.618 125.30
1.000 124.71
1.618 123.75
2.618 122.20
4.250 119.67
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 127.04 126.90
PP 126.98 126.88
S1 126.92 126.87

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

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