Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 31-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
122.92 |
123.25 |
0.33 |
0.3% |
123.17 |
High |
123.32 |
123.52 |
0.20 |
0.2% |
123.78 |
Low |
122.77 |
123.18 |
0.41 |
0.3% |
122.53 |
Close |
123.18 |
123.35 |
0.17 |
0.1% |
122.74 |
Range |
0.55 |
0.34 |
-0.21 |
-38.2% |
1.25 |
ATR |
0.49 |
0.48 |
-0.01 |
-2.2% |
0.00 |
Volume |
800,621 |
837,461 |
36,840 |
4.6% |
4,153,415 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.37 |
124.20 |
123.54 |
|
R3 |
124.03 |
123.86 |
123.44 |
|
R2 |
123.69 |
123.69 |
123.41 |
|
R1 |
123.52 |
123.52 |
123.38 |
123.61 |
PP |
123.35 |
123.35 |
123.35 |
123.39 |
S1 |
123.18 |
123.18 |
123.32 |
123.27 |
S2 |
123.01 |
123.01 |
123.29 |
|
S3 |
122.67 |
122.84 |
123.26 |
|
S4 |
122.33 |
122.50 |
123.16 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.77 |
126.00 |
123.43 |
|
R3 |
125.52 |
124.75 |
123.08 |
|
R2 |
124.27 |
124.27 |
122.97 |
|
R1 |
123.50 |
123.50 |
122.85 |
123.26 |
PP |
123.02 |
123.02 |
123.02 |
122.90 |
S1 |
122.25 |
122.25 |
122.63 |
122.01 |
S2 |
121.77 |
121.77 |
122.51 |
|
S3 |
120.52 |
121.00 |
122.40 |
|
S4 |
119.27 |
119.75 |
122.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.52 |
122.53 |
0.99 |
0.8% |
0.50 |
0.4% |
83% |
True |
False |
809,510 |
10 |
123.78 |
122.53 |
1.25 |
1.0% |
0.47 |
0.4% |
66% |
False |
False |
788,755 |
20 |
123.78 |
122.07 |
1.71 |
1.4% |
0.47 |
0.4% |
75% |
False |
False |
769,413 |
40 |
123.78 |
121.10 |
2.68 |
2.2% |
0.48 |
0.4% |
84% |
False |
False |
413,673 |
60 |
123.78 |
119.78 |
4.00 |
3.2% |
0.45 |
0.4% |
89% |
False |
False |
275,874 |
80 |
123.78 |
119.52 |
4.26 |
3.5% |
0.42 |
0.3% |
90% |
False |
False |
206,929 |
100 |
123.78 |
119.52 |
4.26 |
3.5% |
0.34 |
0.3% |
90% |
False |
False |
165,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.97 |
2.618 |
124.41 |
1.618 |
124.07 |
1.000 |
123.86 |
0.618 |
123.73 |
HIGH |
123.52 |
0.618 |
123.39 |
0.500 |
123.35 |
0.382 |
123.31 |
LOW |
123.18 |
0.618 |
122.97 |
1.000 |
122.84 |
1.618 |
122.63 |
2.618 |
122.29 |
4.250 |
121.74 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
123.35 |
123.26 |
PP |
123.35 |
123.16 |
S1 |
123.35 |
123.07 |
|