Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 128.62 128.11 -0.51 -0.4% 128.41
High 128.76 128.87 0.11 0.1% 129.55
Low 128.11 128.11 0.00 0.0% 128.11
Close 128.33 128.50 0.17 0.1% 128.50
Range 0.65 0.76 0.11 16.9% 1.44
ATR 0.90 0.89 -0.01 -1.1% 0.00
Volume 1,006,601 771,500 -235,101 -23.4% 4,528,429
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 130.77 130.40 128.92
R3 130.01 129.64 128.71
R2 129.25 129.25 128.64
R1 128.88 128.88 128.57 129.07
PP 128.49 128.49 128.49 128.59
S1 128.12 128.12 128.43 128.31
S2 127.73 127.73 128.36
S3 126.97 127.36 128.29
S4 126.21 126.60 128.08
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 133.04 132.21 129.29
R3 131.60 130.77 128.90
R2 130.16 130.16 128.76
R1 129.33 129.33 128.63 129.75
PP 128.72 128.72 128.72 128.93
S1 127.89 127.89 128.37 128.31
S2 127.28 127.28 128.24
S3 125.84 126.45 128.10
S4 124.40 125.01 127.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.55 128.11 1.44 1.1% 0.67 0.5% 27% False True 905,685
10 129.55 126.21 3.34 2.6% 0.87 0.7% 69% False False 981,389
20 129.55 124.27 5.28 4.1% 0.95 0.7% 80% False False 1,057,323
40 129.55 122.11 7.44 5.8% 0.77 0.6% 86% False False 1,001,209
60 129.55 122.07 7.48 5.8% 0.67 0.5% 86% False False 923,944
80 129.55 121.10 8.45 6.6% 0.62 0.5% 88% False False 707,441
100 129.55 119.78 9.77 7.6% 0.57 0.4% 89% False False 566,008
120 129.55 119.52 10.03 7.8% 0.54 0.4% 90% False False 471,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132.10
2.618 130.86
1.618 130.10
1.000 129.63
0.618 129.34
HIGH 128.87
0.618 128.58
0.500 128.49
0.382 128.40
LOW 128.11
0.618 127.64
1.000 127.35
1.618 126.88
2.618 126.12
4.250 124.88
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 128.50 128.67
PP 128.49 128.61
S1 128.49 128.56

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

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