Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
122.93 |
123.28 |
0.35 |
0.3% |
122.53 |
High |
123.39 |
123.74 |
0.35 |
0.3% |
123.74 |
Low |
122.87 |
123.25 |
0.38 |
0.3% |
122.11 |
Close |
123.19 |
123.65 |
0.46 |
0.4% |
123.65 |
Range |
0.52 |
0.49 |
-0.03 |
-5.8% |
1.63 |
ATR |
0.53 |
0.54 |
0.00 |
0.2% |
0.00 |
Volume |
1,032,386 |
829,034 |
-203,352 |
-19.7% |
4,591,799 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.02 |
124.82 |
123.92 |
|
R3 |
124.53 |
124.33 |
123.78 |
|
R2 |
124.04 |
124.04 |
123.74 |
|
R1 |
123.84 |
123.84 |
123.69 |
123.94 |
PP |
123.55 |
123.55 |
123.55 |
123.60 |
S1 |
123.35 |
123.35 |
123.61 |
123.45 |
S2 |
123.06 |
123.06 |
123.56 |
|
S3 |
122.57 |
122.86 |
123.52 |
|
S4 |
122.08 |
122.37 |
123.38 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.06 |
127.48 |
124.55 |
|
R3 |
126.43 |
125.85 |
124.10 |
|
R2 |
124.80 |
124.80 |
123.95 |
|
R1 |
124.22 |
124.22 |
123.80 |
124.51 |
PP |
123.17 |
123.17 |
123.17 |
123.31 |
S1 |
122.59 |
122.59 |
123.50 |
122.88 |
S2 |
121.54 |
121.54 |
123.35 |
|
S3 |
119.91 |
120.96 |
123.20 |
|
S4 |
118.28 |
119.33 |
122.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.74 |
122.11 |
1.63 |
1.3% |
0.53 |
0.4% |
94% |
True |
False |
918,359 |
10 |
123.74 |
122.11 |
1.63 |
1.3% |
0.52 |
0.4% |
94% |
True |
False |
863,029 |
20 |
123.78 |
122.11 |
1.67 |
1.4% |
0.50 |
0.4% |
92% |
False |
False |
825,892 |
40 |
123.78 |
121.10 |
2.68 |
2.2% |
0.49 |
0.4% |
95% |
False |
False |
629,110 |
60 |
123.78 |
121.10 |
2.68 |
2.2% |
0.47 |
0.4% |
95% |
False |
False |
419,689 |
80 |
123.78 |
119.52 |
4.26 |
3.4% |
0.43 |
0.4% |
97% |
False |
False |
314,798 |
100 |
123.78 |
119.52 |
4.26 |
3.4% |
0.39 |
0.3% |
97% |
False |
False |
251,857 |
120 |
123.78 |
119.52 |
4.26 |
3.4% |
0.32 |
0.3% |
97% |
False |
False |
209,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.82 |
2.618 |
125.02 |
1.618 |
124.53 |
1.000 |
124.23 |
0.618 |
124.04 |
HIGH |
123.74 |
0.618 |
123.55 |
0.500 |
123.50 |
0.382 |
123.44 |
LOW |
123.25 |
0.618 |
122.95 |
1.000 |
122.76 |
1.618 |
122.46 |
2.618 |
121.97 |
4.250 |
121.17 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
123.60 |
123.52 |
PP |
123.55 |
123.39 |
S1 |
123.50 |
123.26 |
|