Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
128.50 |
129.60 |
1.10 |
0.9% |
128.61 |
| High |
128.80 |
129.99 |
1.19 |
0.9% |
129.43 |
| Low |
128.13 |
129.41 |
1.28 |
1.0% |
128.13 |
| Close |
128.50 |
129.74 |
1.24 |
1.0% |
128.50 |
| Range |
0.67 |
0.58 |
-0.09 |
-13.4% |
1.30 |
| ATR |
0.83 |
0.88 |
0.05 |
5.6% |
0.00 |
| Volume |
0 |
496,000 |
496,000 |
|
1,212,715 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.45 |
131.18 |
130.06 |
|
| R3 |
130.87 |
130.60 |
129.90 |
|
| R2 |
130.29 |
130.29 |
129.85 |
|
| R1 |
130.02 |
130.02 |
129.79 |
130.16 |
| PP |
129.71 |
129.71 |
129.71 |
129.78 |
| S1 |
129.44 |
129.44 |
129.69 |
129.58 |
| S2 |
129.13 |
129.13 |
129.63 |
|
| S3 |
128.55 |
128.86 |
129.58 |
|
| S4 |
127.97 |
128.28 |
129.42 |
|
|
| 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 |
129.99 |
128.13 |
1.86 |
1.4% |
0.64 |
0.5% |
87% |
True |
False |
341,743 |
| 10 |
129.99 |
128.11 |
1.88 |
1.4% |
0.66 |
0.5% |
87% |
True |
False |
623,714 |
| 20 |
129.99 |
124.94 |
5.05 |
3.9% |
0.79 |
0.6% |
95% |
True |
False |
820,788 |
| 40 |
129.99 |
122.11 |
7.88 |
6.1% |
0.78 |
0.6% |
97% |
True |
False |
942,964 |
| 60 |
129.99 |
122.07 |
7.92 |
6.1% |
0.69 |
0.5% |
97% |
True |
False |
890,124 |
| 80 |
129.99 |
121.10 |
8.89 |
6.9% |
0.62 |
0.5% |
97% |
True |
False |
728,707 |
| 100 |
129.99 |
120.56 |
9.43 |
7.3% |
0.59 |
0.5% |
97% |
True |
False |
583,090 |
| 120 |
129.99 |
119.52 |
10.47 |
8.1% |
0.55 |
0.4% |
98% |
True |
False |
485,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.46 |
|
2.618 |
131.51 |
|
1.618 |
130.93 |
|
1.000 |
130.57 |
|
0.618 |
130.35 |
|
HIGH |
129.99 |
|
0.618 |
129.77 |
|
0.500 |
129.70 |
|
0.382 |
129.63 |
|
LOW |
129.41 |
|
0.618 |
129.05 |
|
1.000 |
128.83 |
|
1.618 |
128.47 |
|
2.618 |
127.89 |
|
4.250 |
126.95 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129.73 |
129.51 |
| PP |
129.71 |
129.29 |
| S1 |
129.70 |
129.06 |
|