Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
123.32 |
122.53 |
-0.79 |
-0.6% |
122.98 |
High |
123.36 |
122.78 |
-0.58 |
-0.5% |
123.60 |
Low |
122.71 |
122.11 |
-0.60 |
-0.5% |
122.54 |
Close |
122.84 |
122.67 |
-0.17 |
-0.1% |
122.84 |
Range |
0.65 |
0.67 |
0.02 |
3.1% |
1.06 |
ATR |
0.53 |
0.54 |
0.01 |
2.7% |
0.00 |
Volume |
936,649 |
811,377 |
-125,272 |
-13.4% |
3,374,304 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.53 |
124.27 |
123.04 |
|
R3 |
123.86 |
123.60 |
122.85 |
|
R2 |
123.19 |
123.19 |
122.79 |
|
R1 |
122.93 |
122.93 |
122.73 |
123.06 |
PP |
122.52 |
122.52 |
122.52 |
122.59 |
S1 |
122.26 |
122.26 |
122.61 |
122.39 |
S2 |
121.85 |
121.85 |
122.55 |
|
S3 |
121.18 |
121.59 |
122.49 |
|
S4 |
120.51 |
120.92 |
122.30 |
|
|
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 |
122.11 |
1.49 |
1.2% |
0.57 |
0.5% |
38% |
False |
True |
837,136 |
10 |
123.60 |
122.11 |
1.49 |
1.2% |
0.49 |
0.4% |
38% |
False |
True |
785,768 |
20 |
123.78 |
122.07 |
1.71 |
1.4% |
0.50 |
0.4% |
35% |
False |
False |
784,017 |
40 |
123.78 |
121.10 |
2.68 |
2.2% |
0.47 |
0.4% |
59% |
False |
False |
534,716 |
60 |
123.78 |
120.87 |
2.91 |
2.4% |
0.46 |
0.4% |
62% |
False |
False |
356,692 |
80 |
123.78 |
119.52 |
4.26 |
3.5% |
0.44 |
0.4% |
74% |
False |
False |
267,548 |
100 |
123.78 |
119.52 |
4.26 |
3.5% |
0.37 |
0.3% |
74% |
False |
False |
214,056 |
120 |
123.78 |
119.52 |
4.26 |
3.5% |
0.31 |
0.3% |
74% |
False |
False |
178,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.63 |
2.618 |
124.53 |
1.618 |
123.86 |
1.000 |
123.45 |
0.618 |
123.19 |
HIGH |
122.78 |
0.618 |
122.52 |
0.500 |
122.45 |
0.382 |
122.37 |
LOW |
122.11 |
0.618 |
121.70 |
1.000 |
121.44 |
1.618 |
121.03 |
2.618 |
120.36 |
4.250 |
119.26 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
122.60 |
122.86 |
PP |
122.52 |
122.79 |
S1 |
122.45 |
122.73 |
|