Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 09-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
123.28 |
123.32 |
0.04 |
0.0% |
122.98 |
High |
123.60 |
123.36 |
-0.24 |
-0.2% |
123.60 |
Low |
123.27 |
122.71 |
-0.56 |
-0.5% |
122.54 |
Close |
123.47 |
122.84 |
-0.63 |
-0.5% |
122.84 |
Range |
0.33 |
0.65 |
0.32 |
97.0% |
1.06 |
ATR |
0.51 |
0.53 |
0.02 |
3.5% |
0.00 |
Volume |
731,922 |
936,649 |
204,727 |
28.0% |
3,374,304 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.92 |
124.53 |
123.20 |
|
R3 |
124.27 |
123.88 |
123.02 |
|
R2 |
123.62 |
123.62 |
122.96 |
|
R1 |
123.23 |
123.23 |
122.90 |
123.10 |
PP |
122.97 |
122.97 |
122.97 |
122.91 |
S1 |
122.58 |
122.58 |
122.78 |
122.45 |
S2 |
122.32 |
122.32 |
122.72 |
|
S3 |
121.67 |
121.93 |
122.66 |
|
S4 |
121.02 |
121.28 |
122.48 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.17 |
125.57 |
123.42 |
|
R3 |
125.11 |
124.51 |
123.13 |
|
R2 |
124.05 |
124.05 |
123.03 |
|
R1 |
123.45 |
123.45 |
122.94 |
123.22 |
PP |
122.99 |
122.99 |
122.99 |
122.88 |
S1 |
122.39 |
122.39 |
122.74 |
122.16 |
S2 |
121.93 |
121.93 |
122.65 |
|
S3 |
120.87 |
121.33 |
122.55 |
|
S4 |
119.81 |
120.27 |
122.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.60 |
122.54 |
1.06 |
0.9% |
0.51 |
0.4% |
28% |
False |
False |
807,699 |
10 |
123.60 |
122.53 |
1.07 |
0.9% |
0.51 |
0.4% |
29% |
False |
False |
808,605 |
20 |
123.78 |
122.07 |
1.71 |
1.4% |
0.49 |
0.4% |
45% |
False |
False |
784,445 |
40 |
123.78 |
121.10 |
2.68 |
2.2% |
0.46 |
0.4% |
65% |
False |
False |
514,449 |
60 |
123.78 |
120.56 |
3.22 |
2.6% |
0.46 |
0.4% |
71% |
False |
False |
343,174 |
80 |
123.78 |
119.52 |
4.26 |
3.5% |
0.43 |
0.4% |
78% |
False |
False |
257,406 |
100 |
123.78 |
119.52 |
4.26 |
3.5% |
0.36 |
0.3% |
78% |
False |
False |
205,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.12 |
2.618 |
125.06 |
1.618 |
124.41 |
1.000 |
124.01 |
0.618 |
123.76 |
HIGH |
123.36 |
0.618 |
123.11 |
0.500 |
123.04 |
0.382 |
122.96 |
LOW |
122.71 |
0.618 |
122.31 |
1.000 |
122.06 |
1.618 |
121.66 |
2.618 |
121.01 |
4.250 |
119.95 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
123.04 |
123.16 |
PP |
122.97 |
123.05 |
S1 |
122.91 |
122.95 |
|