Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
127.55 |
128.17 |
0.62 |
0.5% |
126.95 |
| High |
128.58 |
128.97 |
0.39 |
0.3% |
128.97 |
| Low |
127.19 |
128.10 |
0.91 |
0.7% |
126.21 |
| Close |
128.31 |
128.54 |
0.23 |
0.2% |
128.54 |
| Range |
1.39 |
0.87 |
-0.52 |
-37.4% |
2.76 |
| ATR |
0.96 |
0.96 |
-0.01 |
-0.7% |
0.00 |
| Volume |
1,171,780 |
1,176,464 |
4,684 |
0.4% |
5,285,466 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.15 |
130.71 |
129.02 |
|
| R3 |
130.28 |
129.84 |
128.78 |
|
| R2 |
129.41 |
129.41 |
128.70 |
|
| R1 |
128.97 |
128.97 |
128.62 |
129.19 |
| PP |
128.54 |
128.54 |
128.54 |
128.65 |
| S1 |
128.10 |
128.10 |
128.46 |
128.32 |
| S2 |
127.67 |
127.67 |
128.38 |
|
| S3 |
126.80 |
127.23 |
128.30 |
|
| S4 |
125.93 |
126.36 |
128.06 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.19 |
135.12 |
130.06 |
|
| R3 |
133.43 |
132.36 |
129.30 |
|
| R2 |
130.67 |
130.67 |
129.05 |
|
| R1 |
129.60 |
129.60 |
128.79 |
130.14 |
| PP |
127.91 |
127.91 |
127.91 |
128.17 |
| S1 |
126.84 |
126.84 |
128.29 |
127.38 |
| S2 |
125.15 |
125.15 |
128.03 |
|
| S3 |
122.39 |
124.08 |
127.78 |
|
| S4 |
119.63 |
121.32 |
127.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.97 |
126.21 |
2.76 |
2.1% |
1.07 |
0.8% |
84% |
True |
False |
1,057,093 |
| 10 |
128.97 |
124.94 |
4.03 |
3.1% |
0.92 |
0.7% |
89% |
True |
False |
1,017,861 |
| 20 |
128.97 |
123.77 |
5.20 |
4.0% |
0.99 |
0.8% |
92% |
True |
False |
1,106,945 |
| 40 |
128.97 |
122.11 |
6.86 |
5.3% |
0.75 |
0.6% |
94% |
True |
False |
989,187 |
| 60 |
128.97 |
122.07 |
6.90 |
5.4% |
0.64 |
0.5% |
94% |
True |
False |
866,021 |
| 80 |
128.97 |
121.10 |
7.87 |
6.1% |
0.60 |
0.5% |
95% |
True |
False |
650,870 |
| 100 |
128.97 |
119.52 |
9.45 |
7.4% |
0.55 |
0.4% |
95% |
True |
False |
520,726 |
| 120 |
128.97 |
119.52 |
9.45 |
7.4% |
0.51 |
0.4% |
95% |
True |
False |
433,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.67 |
|
2.618 |
131.25 |
|
1.618 |
130.38 |
|
1.000 |
129.84 |
|
0.618 |
129.51 |
|
HIGH |
128.97 |
|
0.618 |
128.64 |
|
0.500 |
128.54 |
|
0.382 |
128.43 |
|
LOW |
128.10 |
|
0.618 |
127.56 |
|
1.000 |
127.23 |
|
1.618 |
126.69 |
|
2.618 |
125.82 |
|
4.250 |
124.40 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.54 |
128.36 |
| PP |
128.54 |
128.18 |
| S1 |
128.54 |
128.01 |
|