Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
123.42 |
123.77 |
0.35 |
0.3% |
122.53 |
High |
123.87 |
124.31 |
0.44 |
0.4% |
123.74 |
Low |
123.37 |
123.64 |
0.27 |
0.2% |
122.11 |
Close |
123.76 |
124.01 |
0.25 |
0.2% |
123.65 |
Range |
0.50 |
0.67 |
0.17 |
34.0% |
1.63 |
ATR |
0.51 |
0.52 |
0.01 |
2.3% |
0.00 |
Volume |
921,092 |
1,261,161 |
340,069 |
36.9% |
4,591,799 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.00 |
125.67 |
124.38 |
|
R3 |
125.33 |
125.00 |
124.19 |
|
R2 |
124.66 |
124.66 |
124.13 |
|
R1 |
124.33 |
124.33 |
124.07 |
124.50 |
PP |
123.99 |
123.99 |
123.99 |
124.07 |
S1 |
123.66 |
123.66 |
123.95 |
123.83 |
S2 |
123.32 |
123.32 |
123.89 |
|
S3 |
122.65 |
122.99 |
123.83 |
|
S4 |
121.98 |
122.32 |
123.64 |
|
|
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 |
124.31 |
123.25 |
1.06 |
0.9% |
0.46 |
0.4% |
72% |
True |
False |
918,002 |
10 |
124.31 |
122.11 |
2.20 |
1.8% |
0.51 |
0.4% |
86% |
True |
False |
928,942 |
20 |
124.31 |
122.11 |
2.20 |
1.8% |
0.50 |
0.4% |
86% |
True |
False |
877,071 |
40 |
124.31 |
122.07 |
2.24 |
1.8% |
0.47 |
0.4% |
87% |
True |
False |
722,073 |
60 |
124.31 |
121.10 |
3.21 |
2.6% |
0.48 |
0.4% |
91% |
True |
False |
482,364 |
80 |
124.31 |
119.52 |
4.79 |
3.9% |
0.44 |
0.4% |
94% |
True |
False |
361,800 |
100 |
124.31 |
119.52 |
4.79 |
3.9% |
0.41 |
0.3% |
94% |
True |
False |
289,463 |
120 |
124.31 |
119.52 |
4.79 |
3.9% |
0.34 |
0.3% |
94% |
True |
False |
241,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.16 |
2.618 |
126.06 |
1.618 |
125.39 |
1.000 |
124.98 |
0.618 |
124.72 |
HIGH |
124.31 |
0.618 |
124.05 |
0.500 |
123.98 |
0.382 |
123.90 |
LOW |
123.64 |
0.618 |
123.23 |
1.000 |
122.97 |
1.618 |
122.56 |
2.618 |
121.89 |
4.250 |
120.79 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
124.00 |
123.95 |
PP |
123.99 |
123.90 |
S1 |
123.98 |
123.84 |
|