Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
31-May-2010 01-Jun-2010 Change Change % Previous Week
Open 128.61 128.65 0.04 0.0% 128.41
High 128.85 129.43 0.58 0.5% 129.55
Low 128.52 128.34 -0.18 -0.1% 128.11
Close 128.80 128.66 -0.14 -0.1% 128.50
Range 0.33 1.09 0.76 230.3% 1.44
ATR 0.85 0.87 0.02 2.0% 0.00
Volume 161,714 1,051,001 889,287 549.9% 4,528,429
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 132.08 131.46 129.26
R3 130.99 130.37 128.96
R2 129.90 129.90 128.86
R1 129.28 129.28 128.76 129.59
PP 128.81 128.81 128.81 128.97
S1 128.19 128.19 128.56 128.50
S2 127.72 127.72 128.46
S3 126.63 127.10 128.36
S4 125.54 126.01 128.06
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
5 129.43 128.11 1.32 1.0% 0.69 0.5% 42% True False 825,496
10 129.55 127.04 2.51 2.0% 0.78 0.6% 65% False False 920,959
20 129.55 124.94 4.61 3.6% 0.93 0.7% 81% False False 1,036,072
40 129.55 122.11 7.44 5.8% 0.78 0.6% 88% False False 992,813
60 129.55 122.07 7.48 5.8% 0.68 0.5% 88% False False 917,202
80 129.55 121.10 8.45 6.6% 0.62 0.5% 89% False False 722,564
100 129.55 119.80 9.75 7.6% 0.58 0.5% 91% False False 578,134
120 129.55 119.52 10.03 7.8% 0.55 0.4% 91% False False 481,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134.06
2.618 132.28
1.618 131.19
1.000 130.52
0.618 130.10
HIGH 129.43
0.618 129.01
0.500 128.89
0.382 128.76
LOW 128.34
0.618 127.67
1.000 127.25
1.618 126.58
2.618 125.49
4.250 123.71
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 128.89 128.77
PP 128.81 128.73
S1 128.74 128.70

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

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