Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
122.98 |
122.88 |
-0.10 |
-0.1% |
122.74 |
High |
123.18 |
123.41 |
0.23 |
0.2% |
123.52 |
Low |
122.54 |
122.83 |
0.29 |
0.2% |
122.62 |
Close |
122.88 |
123.11 |
0.23 |
0.2% |
123.44 |
Range |
0.64 |
0.58 |
-0.06 |
-9.4% |
0.90 |
ATR |
0.51 |
0.51 |
0.01 |
1.0% |
0.00 |
Volume |
884,345 |
821,388 |
-62,957 |
-7.1% |
2,933,405 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.86 |
124.56 |
123.43 |
|
R3 |
124.28 |
123.98 |
123.27 |
|
R2 |
123.70 |
123.70 |
123.22 |
|
R1 |
123.40 |
123.40 |
123.16 |
123.55 |
PP |
123.12 |
123.12 |
123.12 |
123.19 |
S1 |
122.82 |
122.82 |
123.06 |
122.97 |
S2 |
122.54 |
122.54 |
123.00 |
|
S3 |
121.96 |
122.24 |
122.95 |
|
S4 |
121.38 |
121.66 |
122.79 |
|
|
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% |
0.50 |
0.4% |
58% |
False |
False |
801,602 |
10 |
123.78 |
122.53 |
1.25 |
1.0% |
0.49 |
0.4% |
46% |
False |
False |
815,207 |
20 |
123.78 |
122.07 |
1.71 |
1.4% |
0.48 |
0.4% |
61% |
False |
False |
779,494 |
40 |
123.78 |
121.10 |
2.68 |
2.2% |
0.47 |
0.4% |
75% |
False |
False |
472,846 |
60 |
123.78 |
120.41 |
3.37 |
2.7% |
0.45 |
0.4% |
80% |
False |
False |
315,370 |
80 |
123.78 |
119.52 |
4.26 |
3.5% |
0.43 |
0.3% |
84% |
False |
False |
236,550 |
100 |
123.78 |
119.52 |
4.26 |
3.5% |
0.35 |
0.3% |
84% |
False |
False |
189,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.88 |
2.618 |
124.93 |
1.618 |
124.35 |
1.000 |
123.99 |
0.618 |
123.77 |
HIGH |
123.41 |
0.618 |
123.19 |
0.500 |
123.12 |
0.382 |
123.05 |
LOW |
122.83 |
0.618 |
122.47 |
1.000 |
122.25 |
1.618 |
121.89 |
2.618 |
121.31 |
4.250 |
120.37 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
123.12 |
123.08 |
PP |
123.12 |
123.05 |
S1 |
123.11 |
123.02 |
|