Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 31-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
31-May-2010 |
Change |
Change % |
Previous Week |
Open |
128.11 |
128.61 |
0.50 |
0.4% |
128.41 |
High |
128.87 |
128.85 |
-0.02 |
0.0% |
129.55 |
Low |
128.11 |
128.52 |
0.41 |
0.3% |
128.11 |
Close |
128.50 |
128.80 |
0.30 |
0.2% |
128.50 |
Range |
0.76 |
0.33 |
-0.43 |
-56.6% |
1.44 |
ATR |
0.89 |
0.85 |
-0.04 |
-4.3% |
0.00 |
Volume |
771,500 |
161,714 |
-609,786 |
-79.0% |
4,528,429 |
|
Daily Pivots for day following 31-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.71 |
129.59 |
128.98 |
|
R3 |
129.38 |
129.26 |
128.89 |
|
R2 |
129.05 |
129.05 |
128.86 |
|
R1 |
128.93 |
128.93 |
128.83 |
128.99 |
PP |
128.72 |
128.72 |
128.72 |
128.76 |
S1 |
128.60 |
128.60 |
128.77 |
128.66 |
S2 |
128.39 |
128.39 |
128.74 |
|
S3 |
128.06 |
128.27 |
128.71 |
|
S4 |
127.73 |
127.94 |
128.62 |
|
|
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% |
0.62 |
0.5% |
48% |
False |
False |
818,378 |
10 |
129.55 |
126.26 |
3.29 |
2.6% |
0.83 |
0.6% |
77% |
False |
False |
923,034 |
20 |
129.55 |
124.43 |
5.12 |
4.0% |
0.94 |
0.7% |
85% |
False |
False |
1,047,730 |
40 |
129.55 |
122.11 |
7.44 |
5.8% |
0.77 |
0.6% |
90% |
False |
False |
988,647 |
60 |
129.55 |
122.07 |
7.48 |
5.8% |
0.67 |
0.5% |
90% |
False |
False |
915,575 |
80 |
129.55 |
121.10 |
8.45 |
6.6% |
0.61 |
0.5% |
91% |
False |
False |
709,456 |
100 |
129.55 |
119.78 |
9.77 |
7.6% |
0.58 |
0.4% |
92% |
False |
False |
567,625 |
120 |
129.55 |
119.52 |
10.03 |
7.8% |
0.54 |
0.4% |
93% |
False |
False |
473,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.25 |
2.618 |
129.71 |
1.618 |
129.38 |
1.000 |
129.18 |
0.618 |
129.05 |
HIGH |
128.85 |
0.618 |
128.72 |
0.500 |
128.69 |
0.382 |
128.65 |
LOW |
128.52 |
0.618 |
128.32 |
1.000 |
128.19 |
1.618 |
127.99 |
2.618 |
127.66 |
4.250 |
127.12 |
|
|
Fisher Pivots for day following 31-May-2010 |
Pivot |
1 day |
3 day |
R1 |
128.76 |
128.70 |
PP |
128.72 |
128.59 |
S1 |
128.69 |
128.49 |
|