Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
128.05 |
128.31 |
0.26 |
0.2% |
128.03 |
| High |
128.36 |
129.30 |
0.94 |
0.7% |
129.30 |
| Low |
127.67 |
128.13 |
0.46 |
0.4% |
127.67 |
| Close |
128.07 |
129.05 |
0.98 |
0.8% |
129.05 |
| Range |
0.69 |
1.17 |
0.48 |
69.6% |
1.63 |
| ATR |
0.81 |
0.84 |
0.03 |
3.7% |
0.00 |
| Volume |
591,403 |
806,923 |
215,520 |
36.4% |
1,883,541 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.34 |
131.86 |
129.69 |
|
| R3 |
131.17 |
130.69 |
129.37 |
|
| R2 |
130.00 |
130.00 |
129.26 |
|
| R1 |
129.52 |
129.52 |
129.16 |
129.76 |
| PP |
128.83 |
128.83 |
128.83 |
128.95 |
| S1 |
128.35 |
128.35 |
128.94 |
128.59 |
| S2 |
127.66 |
127.66 |
128.84 |
|
| S3 |
126.49 |
127.18 |
128.73 |
|
| S4 |
125.32 |
126.01 |
128.41 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.56 |
132.94 |
129.95 |
|
| R3 |
131.93 |
131.31 |
129.50 |
|
| R2 |
130.30 |
130.30 |
129.35 |
|
| R1 |
129.68 |
129.68 |
129.20 |
129.99 |
| PP |
128.67 |
128.67 |
128.67 |
128.83 |
| S1 |
128.05 |
128.05 |
128.90 |
128.36 |
| S2 |
127.04 |
127.04 |
128.75 |
|
| S3 |
125.41 |
126.42 |
128.60 |
|
| S4 |
123.78 |
124.79 |
128.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.30 |
127.67 |
1.63 |
1.3% |
0.75 |
0.6% |
85% |
True |
False |
376,708 |
| 10 |
129.30 |
127.58 |
1.72 |
1.3% |
0.70 |
0.5% |
85% |
True |
False |
195,985 |
| 20 |
129.30 |
124.37 |
4.93 |
3.8% |
0.80 |
0.6% |
95% |
True |
False |
100,407 |
| 40 |
129.30 |
121.60 |
7.70 |
6.0% |
0.75 |
0.6% |
97% |
True |
False |
50,803 |
| 60 |
129.30 |
121.55 |
7.75 |
6.0% |
0.62 |
0.5% |
97% |
True |
False |
33,920 |
| 80 |
129.30 |
120.76 |
8.54 |
6.6% |
0.50 |
0.4% |
97% |
True |
False |
25,459 |
| 100 |
129.30 |
120.44 |
8.86 |
6.9% |
0.40 |
0.3% |
97% |
True |
False |
20,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.27 |
|
2.618 |
132.36 |
|
1.618 |
131.19 |
|
1.000 |
130.47 |
|
0.618 |
130.02 |
|
HIGH |
129.30 |
|
0.618 |
128.85 |
|
0.500 |
128.72 |
|
0.382 |
128.58 |
|
LOW |
128.13 |
|
0.618 |
127.41 |
|
1.000 |
126.96 |
|
1.618 |
126.24 |
|
2.618 |
125.07 |
|
4.250 |
123.16 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.94 |
128.86 |
| PP |
128.83 |
128.67 |
| S1 |
128.72 |
128.49 |
|