Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
122.89 |
122.93 |
0.04 |
0.0% |
122.98 |
High |
123.26 |
123.39 |
0.13 |
0.1% |
123.60 |
Low |
122.78 |
122.87 |
0.09 |
0.1% |
122.54 |
Close |
123.14 |
123.19 |
0.05 |
0.0% |
122.84 |
Range |
0.48 |
0.52 |
0.04 |
8.3% |
1.06 |
ATR |
0.54 |
0.53 |
0.00 |
-0.2% |
0.00 |
Volume |
998,151 |
1,032,386 |
34,235 |
3.4% |
3,374,304 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.71 |
124.47 |
123.48 |
|
R3 |
124.19 |
123.95 |
123.33 |
|
R2 |
123.67 |
123.67 |
123.29 |
|
R1 |
123.43 |
123.43 |
123.24 |
123.55 |
PP |
123.15 |
123.15 |
123.15 |
123.21 |
S1 |
122.91 |
122.91 |
123.14 |
123.03 |
S2 |
122.63 |
122.63 |
123.09 |
|
S3 |
122.11 |
122.39 |
123.05 |
|
S4 |
121.59 |
121.87 |
122.90 |
|
|
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 |
123.39 |
122.11 |
1.28 |
1.0% |
0.57 |
0.5% |
84% |
True |
False |
939,882 |
10 |
123.60 |
122.11 |
1.49 |
1.2% |
0.51 |
0.4% |
72% |
False |
False |
863,872 |
20 |
123.78 |
122.11 |
1.67 |
1.4% |
0.49 |
0.4% |
65% |
False |
False |
825,156 |
40 |
123.78 |
121.10 |
2.68 |
2.2% |
0.48 |
0.4% |
78% |
False |
False |
608,464 |
60 |
123.78 |
121.10 |
2.68 |
2.2% |
0.48 |
0.4% |
78% |
False |
False |
405,876 |
80 |
123.78 |
119.52 |
4.26 |
3.5% |
0.44 |
0.4% |
86% |
False |
False |
304,437 |
100 |
123.78 |
119.52 |
4.26 |
3.5% |
0.38 |
0.3% |
86% |
False |
False |
243,567 |
120 |
123.78 |
119.52 |
4.26 |
3.5% |
0.32 |
0.3% |
86% |
False |
False |
202,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.60 |
2.618 |
124.75 |
1.618 |
124.23 |
1.000 |
123.91 |
0.618 |
123.71 |
HIGH |
123.39 |
0.618 |
123.19 |
0.500 |
123.13 |
0.382 |
123.07 |
LOW |
122.87 |
0.618 |
122.55 |
1.000 |
122.35 |
1.618 |
122.03 |
2.618 |
121.51 |
4.250 |
120.66 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
123.17 |
123.13 |
PP |
123.15 |
123.07 |
S1 |
123.13 |
123.01 |
|