Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
128.20 |
128.05 |
-0.15 |
-0.1% |
127.89 |
| High |
128.66 |
128.36 |
-0.30 |
-0.2% |
129.10 |
| Low |
128.13 |
127.67 |
-0.46 |
-0.4% |
127.58 |
| Close |
128.32 |
128.07 |
-0.25 |
-0.2% |
127.96 |
| Range |
0.53 |
0.69 |
0.16 |
30.2% |
1.52 |
| ATR |
0.82 |
0.81 |
-0.01 |
-1.1% |
0.00 |
| Volume |
329,299 |
591,403 |
262,104 |
79.6% |
76,310 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.10 |
129.78 |
128.45 |
|
| R3 |
129.41 |
129.09 |
128.26 |
|
| R2 |
128.72 |
128.72 |
128.20 |
|
| R1 |
128.40 |
128.40 |
128.13 |
128.56 |
| PP |
128.03 |
128.03 |
128.03 |
128.12 |
| S1 |
127.71 |
127.71 |
128.01 |
127.87 |
| S2 |
127.34 |
127.34 |
127.94 |
|
| S3 |
126.65 |
127.02 |
127.88 |
|
| S4 |
125.96 |
126.33 |
127.69 |
|
|
| 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% |
0.66 |
0.5% |
38% |
False |
False |
220,055 |
| 10 |
129.10 |
127.40 |
1.70 |
1.3% |
0.69 |
0.5% |
39% |
False |
False |
116,268 |
| 20 |
129.10 |
124.37 |
4.73 |
3.7% |
0.80 |
0.6% |
78% |
False |
False |
60,188 |
| 40 |
129.10 |
121.60 |
7.50 |
5.9% |
0.73 |
0.6% |
86% |
False |
False |
30,633 |
| 60 |
129.10 |
121.55 |
7.55 |
5.9% |
0.60 |
0.5% |
86% |
False |
False |
20,473 |
| 80 |
129.10 |
120.76 |
8.34 |
6.5% |
0.48 |
0.4% |
88% |
False |
False |
15,374 |
| 100 |
129.10 |
120.40 |
8.70 |
6.8% |
0.38 |
0.3% |
88% |
False |
False |
12,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.29 |
|
2.618 |
130.17 |
|
1.618 |
129.48 |
|
1.000 |
129.05 |
|
0.618 |
128.79 |
|
HIGH |
128.36 |
|
0.618 |
128.10 |
|
0.500 |
128.02 |
|
0.382 |
127.93 |
|
LOW |
127.67 |
|
0.618 |
127.24 |
|
1.000 |
126.98 |
|
1.618 |
126.55 |
|
2.618 |
125.86 |
|
4.250 |
124.74 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.05 |
128.28 |
| PP |
128.03 |
128.21 |
| S1 |
128.02 |
128.14 |
|