Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
127.24 |
126.94 |
-0.30 |
-0.2% |
125.30 |
| High |
127.24 |
128.06 |
0.82 |
0.6% |
126.23 |
| Low |
126.40 |
126.65 |
0.25 |
0.2% |
124.37 |
| Close |
126.84 |
127.80 |
0.96 |
0.8% |
125.91 |
| Range |
0.84 |
1.41 |
0.57 |
67.9% |
1.86 |
| ATR |
0.88 |
0.91 |
0.04 |
4.4% |
0.00 |
| Volume |
13,284 |
5,267 |
-8,017 |
-60.4% |
12,242 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.73 |
131.18 |
128.58 |
|
| R3 |
130.32 |
129.77 |
128.19 |
|
| R2 |
128.91 |
128.91 |
128.06 |
|
| R1 |
128.36 |
128.36 |
127.93 |
128.64 |
| PP |
127.50 |
127.50 |
127.50 |
127.64 |
| S1 |
126.95 |
126.95 |
127.67 |
127.23 |
| S2 |
126.09 |
126.09 |
127.54 |
|
| S3 |
124.68 |
125.54 |
127.41 |
|
| S4 |
123.27 |
124.13 |
127.02 |
|
|
| 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 |
128.06 |
125.42 |
2.64 |
2.1% |
1.05 |
0.8% |
90% |
True |
False |
5,957 |
| 10 |
128.06 |
124.37 |
3.69 |
2.9% |
0.91 |
0.7% |
93% |
True |
False |
4,109 |
| 20 |
128.06 |
123.00 |
5.06 |
4.0% |
0.91 |
0.7% |
95% |
True |
False |
2,853 |
| 40 |
128.06 |
121.60 |
6.46 |
5.1% |
0.65 |
0.5% |
96% |
True |
False |
1,611 |
| 60 |
128.06 |
121.50 |
6.56 |
5.1% |
0.53 |
0.4% |
96% |
True |
False |
1,107 |
| 80 |
128.06 |
120.76 |
7.30 |
5.7% |
0.40 |
0.3% |
96% |
True |
False |
874 |
| 100 |
128.06 |
119.39 |
8.67 |
6.8% |
0.32 |
0.2% |
97% |
True |
False |
724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.05 |
|
2.618 |
131.75 |
|
1.618 |
130.34 |
|
1.000 |
129.47 |
|
0.618 |
128.93 |
|
HIGH |
128.06 |
|
0.618 |
127.52 |
|
0.500 |
127.36 |
|
0.382 |
127.19 |
|
LOW |
126.65 |
|
0.618 |
125.78 |
|
1.000 |
125.24 |
|
1.618 |
124.37 |
|
2.618 |
122.96 |
|
4.250 |
120.66 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.65 |
127.49 |
| PP |
127.50 |
127.17 |
| S1 |
127.36 |
126.86 |
|