Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
126.94 |
127.60 |
0.66 |
0.5% |
126.30 |
| High |
128.06 |
128.44 |
0.38 |
0.3% |
128.44 |
| Low |
126.65 |
127.40 |
0.75 |
0.6% |
125.64 |
| Close |
127.80 |
128.02 |
0.22 |
0.2% |
128.02 |
| Range |
1.41 |
1.04 |
-0.37 |
-26.2% |
2.80 |
| ATR |
0.91 |
0.92 |
0.01 |
1.0% |
0.00 |
| Volume |
5,267 |
9,755 |
4,488 |
85.2% |
36,050 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.07 |
130.59 |
128.59 |
|
| R3 |
130.03 |
129.55 |
128.31 |
|
| R2 |
128.99 |
128.99 |
128.21 |
|
| R1 |
128.51 |
128.51 |
128.12 |
128.75 |
| PP |
127.95 |
127.95 |
127.95 |
128.08 |
| S1 |
127.47 |
127.47 |
127.92 |
127.71 |
| S2 |
126.91 |
126.91 |
127.83 |
|
| S3 |
125.87 |
126.43 |
127.73 |
|
| S4 |
124.83 |
125.39 |
127.45 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.77 |
134.69 |
129.56 |
|
| R3 |
132.97 |
131.89 |
128.79 |
|
| R2 |
130.17 |
130.17 |
128.53 |
|
| R1 |
129.09 |
129.09 |
128.28 |
129.63 |
| PP |
127.37 |
127.37 |
127.37 |
127.64 |
| S1 |
126.29 |
126.29 |
127.76 |
126.83 |
| S2 |
124.57 |
124.57 |
127.51 |
|
| S3 |
121.77 |
123.49 |
127.25 |
|
| S4 |
118.97 |
120.69 |
126.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.44 |
125.64 |
2.80 |
2.2% |
1.09 |
0.9% |
85% |
True |
False |
7,210 |
| 10 |
128.44 |
124.37 |
4.07 |
3.2% |
0.89 |
0.7% |
90% |
True |
False |
4,829 |
| 20 |
128.44 |
123.16 |
5.28 |
4.1% |
0.94 |
0.7% |
92% |
True |
False |
3,263 |
| 40 |
128.44 |
121.60 |
6.84 |
5.3% |
0.66 |
0.5% |
94% |
True |
False |
1,854 |
| 60 |
128.44 |
121.50 |
6.94 |
5.4% |
0.54 |
0.4% |
94% |
True |
False |
1,268 |
| 80 |
128.44 |
120.76 |
7.68 |
6.0% |
0.41 |
0.3% |
95% |
True |
False |
995 |
| 100 |
128.44 |
119.39 |
9.05 |
7.1% |
0.33 |
0.3% |
95% |
True |
False |
821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.86 |
|
2.618 |
131.16 |
|
1.618 |
130.12 |
|
1.000 |
129.48 |
|
0.618 |
129.08 |
|
HIGH |
128.44 |
|
0.618 |
128.04 |
|
0.500 |
127.92 |
|
0.382 |
127.80 |
|
LOW |
127.40 |
|
0.618 |
126.76 |
|
1.000 |
126.36 |
|
1.618 |
125.72 |
|
2.618 |
124.68 |
|
4.250 |
122.98 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.99 |
127.82 |
| PP |
127.95 |
127.62 |
| S1 |
127.92 |
127.42 |
|