Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
128.03 |
128.12 |
0.09 |
0.1% |
127.89 |
| High |
128.30 |
128.88 |
0.58 |
0.5% |
129.10 |
| Low |
127.98 |
127.83 |
-0.15 |
-0.1% |
127.58 |
| Close |
128.26 |
128.16 |
-0.10 |
-0.1% |
127.96 |
| Range |
0.32 |
1.05 |
0.73 |
228.1% |
1.52 |
| ATR |
0.83 |
0.84 |
0.02 |
1.9% |
0.00 |
| Volume |
18,537 |
137,379 |
118,842 |
641.1% |
76,310 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.44 |
130.85 |
128.74 |
|
| R3 |
130.39 |
129.80 |
128.45 |
|
| R2 |
129.34 |
129.34 |
128.35 |
|
| R1 |
128.75 |
128.75 |
128.26 |
129.05 |
| PP |
128.29 |
128.29 |
128.29 |
128.44 |
| S1 |
127.70 |
127.70 |
128.06 |
128.00 |
| S2 |
127.24 |
127.24 |
127.97 |
|
| S3 |
126.19 |
126.65 |
127.87 |
|
| S4 |
125.14 |
125.60 |
127.58 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.77 |
131.89 |
128.80 |
|
| R3 |
131.25 |
130.37 |
128.38 |
|
| R2 |
129.73 |
129.73 |
128.24 |
|
| R1 |
128.85 |
128.85 |
128.10 |
129.29 |
| PP |
128.21 |
128.21 |
128.21 |
128.44 |
| S1 |
127.33 |
127.33 |
127.82 |
127.77 |
| S2 |
126.69 |
126.69 |
127.68 |
|
| S3 |
125.17 |
125.81 |
127.54 |
|
| S4 |
123.65 |
124.29 |
127.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.88 |
127.58 |
1.30 |
1.0% |
0.67 |
0.5% |
45% |
True |
False |
42,953 |
| 10 |
129.10 |
126.40 |
2.70 |
2.1% |
0.79 |
0.6% |
65% |
False |
False |
26,053 |
| 20 |
129.10 |
124.37 |
4.73 |
3.7% |
0.90 |
0.7% |
80% |
False |
False |
14,455 |
| 40 |
129.10 |
121.60 |
7.50 |
5.9% |
0.72 |
0.6% |
87% |
False |
False |
7,637 |
| 60 |
129.10 |
121.50 |
7.60 |
5.9% |
0.60 |
0.5% |
88% |
False |
False |
5,129 |
| 80 |
129.10 |
120.76 |
8.34 |
6.5% |
0.47 |
0.4% |
89% |
False |
False |
3,871 |
| 100 |
129.10 |
119.91 |
9.19 |
7.2% |
0.37 |
0.3% |
90% |
False |
False |
3,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.34 |
|
2.618 |
131.63 |
|
1.618 |
130.58 |
|
1.000 |
129.93 |
|
0.618 |
129.53 |
|
HIGH |
128.88 |
|
0.618 |
128.48 |
|
0.500 |
128.36 |
|
0.382 |
128.23 |
|
LOW |
127.83 |
|
0.618 |
127.18 |
|
1.000 |
126.78 |
|
1.618 |
126.13 |
|
2.618 |
125.08 |
|
4.250 |
123.37 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.36 |
128.23 |
| PP |
128.29 |
128.21 |
| S1 |
128.23 |
128.18 |
|