Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
128.71 |
128.50 |
-0.21 |
-0.2% |
128.61 |
High |
129.17 |
128.80 |
-0.37 |
-0.3% |
129.43 |
Low |
128.62 |
128.13 |
-0.49 |
-0.4% |
128.13 |
Close |
128.80 |
128.50 |
-0.30 |
-0.2% |
128.50 |
Range |
0.55 |
0.67 |
0.12 |
21.8% |
1.30 |
ATR |
0.85 |
0.83 |
-0.01 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.49 |
130.16 |
128.87 |
|
R3 |
129.82 |
129.49 |
128.68 |
|
R2 |
129.15 |
129.15 |
128.62 |
|
R1 |
128.82 |
128.82 |
128.56 |
128.84 |
PP |
128.48 |
128.48 |
128.48 |
128.48 |
S1 |
128.15 |
128.15 |
128.44 |
128.17 |
S2 |
127.81 |
127.81 |
128.38 |
|
S3 |
127.14 |
127.48 |
128.32 |
|
S4 |
126.47 |
126.81 |
128.13 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.59 |
131.84 |
129.22 |
|
R3 |
131.29 |
130.54 |
128.86 |
|
R2 |
129.99 |
129.99 |
128.74 |
|
R1 |
129.24 |
129.24 |
128.62 |
128.97 |
PP |
128.69 |
128.69 |
128.69 |
128.55 |
S1 |
127.94 |
127.94 |
128.38 |
127.67 |
S2 |
127.39 |
127.39 |
128.26 |
|
S3 |
126.09 |
126.64 |
128.14 |
|
S4 |
124.79 |
125.34 |
127.79 |
|
|
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% |
0.68 |
0.5% |
30% |
False |
False |
396,843 |
10 |
129.55 |
128.10 |
1.45 |
1.1% |
0.69 |
0.5% |
28% |
False |
False |
691,760 |
20 |
129.55 |
124.94 |
4.61 |
3.6% |
0.82 |
0.6% |
77% |
False |
False |
880,648 |
40 |
129.55 |
122.11 |
7.44 |
5.8% |
0.79 |
0.6% |
86% |
False |
False |
953,980 |
60 |
129.55 |
122.07 |
7.48 |
5.8% |
0.68 |
0.5% |
86% |
False |
False |
893,374 |
80 |
129.55 |
121.10 |
8.45 |
6.6% |
0.62 |
0.5% |
88% |
False |
False |
722,524 |
100 |
129.55 |
120.42 |
9.13 |
7.1% |
0.59 |
0.5% |
88% |
False |
False |
578,133 |
120 |
129.55 |
119.52 |
10.03 |
7.8% |
0.55 |
0.4% |
90% |
False |
False |
481,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.65 |
2.618 |
130.55 |
1.618 |
129.88 |
1.000 |
129.47 |
0.618 |
129.21 |
HIGH |
128.80 |
0.618 |
128.54 |
0.500 |
128.47 |
0.382 |
128.39 |
LOW |
128.13 |
0.618 |
127.72 |
1.000 |
127.46 |
1.618 |
127.05 |
2.618 |
126.38 |
4.250 |
125.28 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
128.49 |
128.78 |
PP |
128.48 |
128.69 |
S1 |
128.47 |
128.59 |
|