Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
123.77 |
123.95 |
0.18 |
0.1% |
123.71 |
High |
124.31 |
124.12 |
-0.19 |
-0.2% |
124.31 |
Low |
123.64 |
123.57 |
-0.07 |
-0.1% |
123.37 |
Close |
124.01 |
123.97 |
-0.04 |
0.0% |
123.97 |
Range |
0.67 |
0.55 |
-0.12 |
-17.9% |
0.94 |
ATR |
0.52 |
0.52 |
0.00 |
0.5% |
0.00 |
Volume |
1,261,161 |
989,744 |
-271,417 |
-21.5% |
4,750,723 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.54 |
125.30 |
124.27 |
|
R3 |
124.99 |
124.75 |
124.12 |
|
R2 |
124.44 |
124.44 |
124.07 |
|
R1 |
124.20 |
124.20 |
124.02 |
124.32 |
PP |
123.89 |
123.89 |
123.89 |
123.95 |
S1 |
123.65 |
123.65 |
123.92 |
123.77 |
S2 |
123.34 |
123.34 |
123.87 |
|
S3 |
122.79 |
123.10 |
123.82 |
|
S4 |
122.24 |
122.55 |
123.67 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.70 |
126.28 |
124.49 |
|
R3 |
125.76 |
125.34 |
124.23 |
|
R2 |
124.82 |
124.82 |
124.14 |
|
R1 |
124.40 |
124.40 |
124.06 |
124.61 |
PP |
123.88 |
123.88 |
123.88 |
123.99 |
S1 |
123.46 |
123.46 |
123.88 |
123.67 |
S2 |
122.94 |
122.94 |
123.80 |
|
S3 |
122.00 |
122.52 |
123.71 |
|
S4 |
121.06 |
121.58 |
123.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.31 |
123.37 |
0.94 |
0.8% |
0.47 |
0.4% |
64% |
False |
False |
950,144 |
10 |
124.31 |
122.11 |
2.20 |
1.8% |
0.50 |
0.4% |
85% |
False |
False |
934,252 |
20 |
124.31 |
122.11 |
2.20 |
1.8% |
0.51 |
0.4% |
85% |
False |
False |
871,428 |
40 |
124.31 |
122.07 |
2.24 |
1.8% |
0.47 |
0.4% |
85% |
False |
False |
745,560 |
60 |
124.31 |
121.10 |
3.21 |
2.6% |
0.48 |
0.4% |
89% |
False |
False |
498,844 |
80 |
124.31 |
119.52 |
4.79 |
3.9% |
0.44 |
0.4% |
93% |
False |
False |
374,172 |
100 |
124.31 |
119.52 |
4.79 |
3.9% |
0.41 |
0.3% |
93% |
False |
False |
299,359 |
120 |
124.31 |
119.52 |
4.79 |
3.9% |
0.34 |
0.3% |
93% |
False |
False |
249,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.46 |
2.618 |
125.56 |
1.618 |
125.01 |
1.000 |
124.67 |
0.618 |
124.46 |
HIGH |
124.12 |
0.618 |
123.91 |
0.500 |
123.85 |
0.382 |
123.78 |
LOW |
123.57 |
0.618 |
123.23 |
1.000 |
123.02 |
1.618 |
122.68 |
2.618 |
122.13 |
4.250 |
121.23 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
123.93 |
123.93 |
PP |
123.89 |
123.88 |
S1 |
123.85 |
123.84 |
|