Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 129.13 128.62 -0.51 -0.4% 126.95
High 129.23 128.76 -0.47 -0.4% 128.97
Low 128.60 128.11 -0.49 -0.4% 126.21
Close 128.72 128.33 -0.39 -0.3% 128.54
Range 0.63 0.65 0.02 3.2% 2.76
ATR 0.92 0.90 -0.02 -2.1% 0.00
Volume 1,136,668 1,006,601 -130,067 -11.4% 5,285,466
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 130.35 129.99 128.69
R3 129.70 129.34 128.51
R2 129.05 129.05 128.45
R1 128.69 128.69 128.39 128.55
PP 128.40 128.40 128.40 128.33
S1 128.04 128.04 128.27 127.90
S2 127.75 127.75 128.21
S3 127.10 127.39 128.15
S4 126.45 126.74 127.97
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
5 129.55 128.10 1.45 1.1% 0.69 0.5% 16% False False 986,678
10 129.55 125.98 3.57 2.8% 0.88 0.7% 66% False False 994,245
20 129.55 124.27 5.28 4.1% 0.94 0.7% 77% False False 1,059,817
40 129.55 122.11 7.44 5.8% 0.76 0.6% 84% False False 1,002,858
60 129.55 122.07 7.48 5.8% 0.66 0.5% 84% False False 920,338
80 129.55 121.10 8.45 6.6% 0.62 0.5% 86% False False 697,807
100 129.55 119.78 9.77 7.6% 0.57 0.4% 88% False False 558,293
120 129.55 119.52 10.03 7.8% 0.53 0.4% 88% False False 465,261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.52
2.618 130.46
1.618 129.81
1.000 129.41
0.618 129.16
HIGH 128.76
0.618 128.51
0.500 128.44
0.382 128.36
LOW 128.11
0.618 127.71
1.000 127.46
1.618 127.06
2.618 126.41
4.250 125.35
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 128.44 128.83
PP 128.40 128.66
S1 128.37 128.50

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

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