Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
122.53 |
122.70 |
0.17 |
0.1% |
122.98 |
High |
122.78 |
123.13 |
0.35 |
0.3% |
123.60 |
Low |
122.11 |
122.62 |
0.51 |
0.4% |
122.54 |
Close |
122.67 |
122.98 |
0.31 |
0.3% |
122.84 |
Range |
0.67 |
0.51 |
-0.16 |
-23.9% |
1.06 |
ATR |
0.54 |
0.54 |
0.00 |
-0.4% |
0.00 |
Volume |
811,377 |
920,851 |
109,474 |
13.5% |
3,374,304 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.44 |
124.22 |
123.26 |
|
R3 |
123.93 |
123.71 |
123.12 |
|
R2 |
123.42 |
123.42 |
123.07 |
|
R1 |
123.20 |
123.20 |
123.03 |
123.31 |
PP |
122.91 |
122.91 |
122.91 |
122.97 |
S1 |
122.69 |
122.69 |
122.93 |
122.80 |
S2 |
122.40 |
122.40 |
122.89 |
|
S3 |
121.89 |
122.18 |
122.84 |
|
S4 |
121.38 |
121.67 |
122.70 |
|
|
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% |
0.55 |
0.4% |
58% |
False |
False |
844,437 |
10 |
123.60 |
122.11 |
1.49 |
1.2% |
0.52 |
0.4% |
58% |
False |
False |
803,993 |
20 |
123.78 |
122.11 |
1.67 |
1.4% |
0.49 |
0.4% |
52% |
False |
False |
788,829 |
40 |
123.78 |
121.10 |
2.68 |
2.2% |
0.47 |
0.4% |
70% |
False |
False |
557,714 |
60 |
123.78 |
121.01 |
2.77 |
2.3% |
0.47 |
0.4% |
71% |
False |
False |
372,034 |
80 |
123.78 |
119.52 |
4.26 |
3.5% |
0.44 |
0.4% |
81% |
False |
False |
279,059 |
100 |
123.78 |
119.52 |
4.26 |
3.5% |
0.37 |
0.3% |
81% |
False |
False |
223,263 |
120 |
123.78 |
119.52 |
4.26 |
3.5% |
0.31 |
0.3% |
81% |
False |
False |
186,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.30 |
2.618 |
124.47 |
1.618 |
123.96 |
1.000 |
123.64 |
0.618 |
123.45 |
HIGH |
123.13 |
0.618 |
122.94 |
0.500 |
122.88 |
0.382 |
122.81 |
LOW |
122.62 |
0.618 |
122.30 |
1.000 |
122.11 |
1.618 |
121.79 |
2.618 |
121.28 |
4.250 |
120.45 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
122.95 |
122.90 |
PP |
122.91 |
122.82 |
S1 |
122.88 |
122.74 |
|