Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
125.84 |
127.24 |
1.40 |
1.1% |
125.30 |
| High |
127.18 |
127.24 |
0.06 |
0.0% |
126.23 |
| Low |
125.66 |
126.40 |
0.74 |
0.6% |
124.37 |
| Close |
126.27 |
126.84 |
0.57 |
0.5% |
125.91 |
| Range |
1.52 |
0.84 |
-0.68 |
-44.7% |
1.86 |
| ATR |
0.87 |
0.88 |
0.01 |
0.8% |
0.00 |
| Volume |
6,052 |
13,284 |
7,232 |
119.5% |
12,242 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.35 |
128.93 |
127.30 |
|
| R3 |
128.51 |
128.09 |
127.07 |
|
| R2 |
127.67 |
127.67 |
126.99 |
|
| R1 |
127.25 |
127.25 |
126.92 |
127.04 |
| PP |
126.83 |
126.83 |
126.83 |
126.72 |
| S1 |
126.41 |
126.41 |
126.76 |
126.20 |
| S2 |
125.99 |
125.99 |
126.69 |
|
| S3 |
125.15 |
125.57 |
126.61 |
|
| S4 |
124.31 |
124.73 |
126.38 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.08 |
130.36 |
126.93 |
|
| R3 |
129.22 |
128.50 |
126.42 |
|
| R2 |
127.36 |
127.36 |
126.25 |
|
| R1 |
126.64 |
126.64 |
126.08 |
127.00 |
| PP |
125.50 |
125.50 |
125.50 |
125.69 |
| S1 |
124.78 |
124.78 |
125.74 |
125.14 |
| S2 |
123.64 |
123.64 |
125.57 |
|
| S3 |
121.78 |
122.92 |
125.40 |
|
| S4 |
119.92 |
121.06 |
124.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.24 |
124.90 |
2.34 |
1.8% |
0.88 |
0.7% |
83% |
True |
False |
5,111 |
| 10 |
127.46 |
124.37 |
3.09 |
2.4% |
0.98 |
0.8% |
80% |
False |
False |
3,883 |
| 20 |
127.46 |
123.00 |
4.46 |
3.5% |
0.87 |
0.7% |
86% |
False |
False |
2,741 |
| 40 |
127.46 |
121.60 |
5.86 |
4.6% |
0.62 |
0.5% |
89% |
False |
False |
1,481 |
| 60 |
127.46 |
121.50 |
5.96 |
4.7% |
0.50 |
0.4% |
90% |
False |
False |
1,020 |
| 80 |
127.46 |
120.76 |
6.70 |
5.3% |
0.38 |
0.3% |
91% |
False |
False |
811 |
| 100 |
127.46 |
119.39 |
8.07 |
6.4% |
0.30 |
0.2% |
92% |
False |
False |
671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.81 |
|
2.618 |
129.44 |
|
1.618 |
128.60 |
|
1.000 |
128.08 |
|
0.618 |
127.76 |
|
HIGH |
127.24 |
|
0.618 |
126.92 |
|
0.500 |
126.82 |
|
0.382 |
126.72 |
|
LOW |
126.40 |
|
0.618 |
125.88 |
|
1.000 |
125.56 |
|
1.618 |
125.04 |
|
2.618 |
124.20 |
|
4.250 |
122.83 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126.83 |
126.71 |
| PP |
126.83 |
126.57 |
| S1 |
126.82 |
126.44 |
|