Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
123.38 |
122.98 |
-0.40 |
-0.3% |
122.74 |
High |
123.50 |
123.18 |
-0.32 |
-0.3% |
123.52 |
Low |
123.13 |
122.54 |
-0.59 |
-0.5% |
122.62 |
Close |
123.44 |
122.88 |
-0.56 |
-0.5% |
123.44 |
Range |
0.37 |
0.64 |
0.27 |
73.0% |
0.90 |
ATR |
0.48 |
0.51 |
0.03 |
6.4% |
0.00 |
Volume |
664,195 |
884,345 |
220,150 |
33.1% |
2,933,405 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.79 |
124.47 |
123.23 |
|
R3 |
124.15 |
123.83 |
123.06 |
|
R2 |
123.51 |
123.51 |
123.00 |
|
R1 |
123.19 |
123.19 |
122.94 |
123.03 |
PP |
122.87 |
122.87 |
122.87 |
122.79 |
S1 |
122.55 |
122.55 |
122.82 |
122.39 |
S2 |
122.23 |
122.23 |
122.76 |
|
S3 |
121.59 |
121.91 |
122.70 |
|
S4 |
120.95 |
121.27 |
122.53 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.89 |
125.57 |
123.94 |
|
R3 |
124.99 |
124.67 |
123.69 |
|
R2 |
124.09 |
124.09 |
123.61 |
|
R1 |
123.77 |
123.77 |
123.52 |
123.93 |
PP |
123.19 |
123.19 |
123.19 |
123.28 |
S1 |
122.87 |
122.87 |
123.36 |
123.03 |
S2 |
122.29 |
122.29 |
123.28 |
|
S3 |
121.39 |
121.97 |
123.19 |
|
S4 |
120.49 |
121.07 |
122.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.52 |
122.54 |
0.98 |
0.8% |
0.48 |
0.4% |
35% |
False |
True |
763,550 |
10 |
123.78 |
122.53 |
1.25 |
1.0% |
0.49 |
0.4% |
28% |
False |
False |
797,116 |
20 |
123.78 |
122.07 |
1.71 |
1.4% |
0.47 |
0.4% |
47% |
False |
False |
765,980 |
40 |
123.78 |
121.10 |
2.68 |
2.2% |
0.46 |
0.4% |
66% |
False |
False |
452,314 |
60 |
123.78 |
119.80 |
3.98 |
3.2% |
0.45 |
0.4% |
77% |
False |
False |
301,681 |
80 |
123.78 |
119.52 |
4.26 |
3.5% |
0.43 |
0.4% |
79% |
False |
False |
226,283 |
100 |
123.78 |
119.52 |
4.26 |
3.5% |
0.35 |
0.3% |
79% |
False |
False |
181,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.90 |
2.618 |
124.86 |
1.618 |
124.22 |
1.000 |
123.82 |
0.618 |
123.58 |
HIGH |
123.18 |
0.618 |
122.94 |
0.500 |
122.86 |
0.382 |
122.78 |
LOW |
122.54 |
0.618 |
122.14 |
1.000 |
121.90 |
1.618 |
121.50 |
2.618 |
120.86 |
4.250 |
119.82 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
122.87 |
123.03 |
PP |
122.87 |
122.98 |
S1 |
122.86 |
122.93 |
|