Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
123.56 |
123.66 |
0.10 |
0.1% |
122.55 |
High |
123.78 |
123.77 |
-0.01 |
0.0% |
123.39 |
Low |
123.53 |
123.24 |
-0.29 |
-0.2% |
122.45 |
Close |
123.67 |
123.53 |
-0.14 |
-0.1% |
123.19 |
Range |
0.25 |
0.53 |
0.28 |
112.0% |
0.94 |
ATR |
0.46 |
0.47 |
0.00 |
1.1% |
0.00 |
Volume |
632,006 |
1,102,593 |
470,587 |
74.5% |
3,583,237 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.10 |
124.85 |
123.82 |
|
R3 |
124.57 |
124.32 |
123.68 |
|
R2 |
124.04 |
124.04 |
123.63 |
|
R1 |
123.79 |
123.79 |
123.58 |
123.65 |
PP |
123.51 |
123.51 |
123.51 |
123.45 |
S1 |
123.26 |
123.26 |
123.48 |
123.12 |
S2 |
122.98 |
122.98 |
123.43 |
|
S3 |
122.45 |
122.73 |
123.38 |
|
S4 |
121.92 |
122.20 |
123.24 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.83 |
125.45 |
123.71 |
|
R3 |
124.89 |
124.51 |
123.45 |
|
R2 |
123.95 |
123.95 |
123.36 |
|
R1 |
123.57 |
123.57 |
123.28 |
123.76 |
PP |
123.01 |
123.01 |
123.01 |
123.11 |
S1 |
122.63 |
122.63 |
123.10 |
122.82 |
S2 |
122.07 |
122.07 |
123.02 |
|
S3 |
121.13 |
121.69 |
122.93 |
|
S4 |
120.19 |
120.75 |
122.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.78 |
122.87 |
0.91 |
0.7% |
0.43 |
0.3% |
73% |
False |
False |
768,000 |
10 |
123.78 |
122.07 |
1.71 |
1.4% |
0.47 |
0.4% |
85% |
False |
False |
760,285 |
20 |
123.78 |
122.07 |
1.71 |
1.4% |
0.44 |
0.4% |
85% |
False |
False |
619,691 |
40 |
123.78 |
121.10 |
2.68 |
2.2% |
0.46 |
0.4% |
91% |
False |
False |
312,553 |
60 |
123.78 |
119.52 |
4.26 |
3.4% |
0.42 |
0.3% |
94% |
False |
False |
208,419 |
80 |
123.78 |
119.52 |
4.26 |
3.4% |
0.39 |
0.3% |
94% |
False |
False |
156,342 |
100 |
123.78 |
119.52 |
4.26 |
3.4% |
0.31 |
0.3% |
94% |
False |
False |
125,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.02 |
2.618 |
125.16 |
1.618 |
124.63 |
1.000 |
124.30 |
0.618 |
124.10 |
HIGH |
123.77 |
0.618 |
123.57 |
0.500 |
123.51 |
0.382 |
123.44 |
LOW |
123.24 |
0.618 |
122.91 |
1.000 |
122.71 |
1.618 |
122.38 |
2.618 |
121.85 |
4.250 |
120.99 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
123.52 |
123.51 |
PP |
123.51 |
123.48 |
S1 |
123.51 |
123.46 |
|