Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
123.28 |
123.71 |
0.43 |
0.3% |
122.53 |
High |
123.74 |
123.88 |
0.14 |
0.1% |
123.74 |
Low |
123.25 |
123.59 |
0.34 |
0.3% |
122.11 |
Close |
123.65 |
123.74 |
0.09 |
0.1% |
123.65 |
Range |
0.49 |
0.29 |
-0.20 |
-40.8% |
1.63 |
ATR |
0.54 |
0.52 |
-0.02 |
-3.3% |
0.00 |
Volume |
829,034 |
704,667 |
-124,367 |
-15.0% |
4,591,799 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.61 |
124.46 |
123.90 |
|
R3 |
124.32 |
124.17 |
123.82 |
|
R2 |
124.03 |
124.03 |
123.79 |
|
R1 |
123.88 |
123.88 |
123.77 |
123.96 |
PP |
123.74 |
123.74 |
123.74 |
123.77 |
S1 |
123.59 |
123.59 |
123.71 |
123.67 |
S2 |
123.45 |
123.45 |
123.69 |
|
S3 |
123.16 |
123.30 |
123.66 |
|
S4 |
122.87 |
123.01 |
123.58 |
|
|
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 |
123.88 |
122.62 |
1.26 |
1.0% |
0.46 |
0.4% |
89% |
True |
False |
897,017 |
10 |
123.88 |
122.11 |
1.77 |
1.4% |
0.52 |
0.4% |
92% |
True |
False |
867,077 |
20 |
123.88 |
122.11 |
1.77 |
1.4% |
0.49 |
0.4% |
92% |
True |
False |
824,038 |
40 |
123.88 |
121.10 |
2.78 |
2.2% |
0.48 |
0.4% |
95% |
True |
False |
646,672 |
60 |
123.88 |
121.10 |
2.78 |
2.2% |
0.47 |
0.4% |
95% |
True |
False |
431,431 |
80 |
123.88 |
119.52 |
4.36 |
3.5% |
0.43 |
0.4% |
97% |
True |
False |
323,605 |
100 |
123.88 |
119.52 |
4.36 |
3.5% |
0.39 |
0.3% |
97% |
True |
False |
258,903 |
120 |
123.88 |
119.52 |
4.36 |
3.5% |
0.33 |
0.3% |
97% |
True |
False |
215,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.11 |
2.618 |
124.64 |
1.618 |
124.35 |
1.000 |
124.17 |
0.618 |
124.06 |
HIGH |
123.88 |
0.618 |
123.77 |
0.500 |
123.74 |
0.382 |
123.70 |
LOW |
123.59 |
0.618 |
123.41 |
1.000 |
123.30 |
1.618 |
123.12 |
2.618 |
122.83 |
4.250 |
122.36 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
123.74 |
123.62 |
PP |
123.74 |
123.50 |
S1 |
123.74 |
123.38 |
|