Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
128.34 |
128.62 |
0.28 |
0.2% |
126.30 |
| High |
129.10 |
128.69 |
-0.41 |
-0.3% |
128.44 |
| Low |
128.34 |
128.05 |
-0.29 |
-0.2% |
125.64 |
| Close |
128.90 |
128.16 |
-0.74 |
-0.6% |
128.02 |
| Range |
0.76 |
0.64 |
-0.12 |
-15.8% |
2.80 |
| ATR |
0.90 |
0.89 |
0.00 |
-0.4% |
0.00 |
| Volume |
14,840 |
15,760 |
920 |
6.2% |
36,050 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.22 |
129.83 |
128.51 |
|
| R3 |
129.58 |
129.19 |
128.34 |
|
| R2 |
128.94 |
128.94 |
128.28 |
|
| R1 |
128.55 |
128.55 |
128.22 |
128.43 |
| PP |
128.30 |
128.30 |
128.30 |
128.24 |
| S1 |
127.91 |
127.91 |
128.10 |
127.79 |
| S2 |
127.66 |
127.66 |
128.04 |
|
| S3 |
127.02 |
127.27 |
127.98 |
|
| S4 |
126.38 |
126.63 |
127.81 |
|
|
| 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 |
129.10 |
126.65 |
2.45 |
1.9% |
0.87 |
0.7% |
62% |
False |
False |
9,648 |
| 10 |
129.10 |
124.90 |
4.20 |
3.3% |
0.88 |
0.7% |
78% |
False |
False |
7,379 |
| 20 |
129.10 |
123.63 |
5.47 |
4.3% |
0.90 |
0.7% |
83% |
False |
False |
4,603 |
| 40 |
129.10 |
121.60 |
7.50 |
5.9% |
0.68 |
0.5% |
87% |
False |
False |
2,674 |
| 60 |
129.10 |
121.50 |
7.60 |
5.9% |
0.58 |
0.4% |
88% |
False |
False |
1,814 |
| 80 |
129.10 |
120.76 |
8.34 |
6.5% |
0.43 |
0.3% |
89% |
False |
False |
1,396 |
| 100 |
129.10 |
119.43 |
9.67 |
7.5% |
0.35 |
0.3% |
90% |
False |
False |
1,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.41 |
|
2.618 |
130.37 |
|
1.618 |
129.73 |
|
1.000 |
129.33 |
|
0.618 |
129.09 |
|
HIGH |
128.69 |
|
0.618 |
128.45 |
|
0.500 |
128.37 |
|
0.382 |
128.29 |
|
LOW |
128.05 |
|
0.618 |
127.65 |
|
1.000 |
127.41 |
|
1.618 |
127.01 |
|
2.618 |
126.37 |
|
4.250 |
125.33 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.37 |
128.47 |
| PP |
128.30 |
128.36 |
| S1 |
128.23 |
128.26 |
|