Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
123.95 |
123.89 |
-0.06 |
0.0% |
123.71 |
High |
124.12 |
124.34 |
0.22 |
0.2% |
124.31 |
Low |
123.57 |
123.77 |
0.20 |
0.2% |
123.37 |
Close |
123.97 |
124.06 |
0.09 |
0.1% |
123.97 |
Range |
0.55 |
0.57 |
0.02 |
3.6% |
0.94 |
ATR |
0.52 |
0.52 |
0.00 |
0.7% |
0.00 |
Volume |
989,744 |
812,541 |
-177,203 |
-17.9% |
4,750,723 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.77 |
125.48 |
124.37 |
|
R3 |
125.20 |
124.91 |
124.22 |
|
R2 |
124.63 |
124.63 |
124.16 |
|
R1 |
124.34 |
124.34 |
124.11 |
124.49 |
PP |
124.06 |
124.06 |
124.06 |
124.13 |
S1 |
123.77 |
123.77 |
124.01 |
123.92 |
S2 |
123.49 |
123.49 |
123.96 |
|
S3 |
122.92 |
123.20 |
123.90 |
|
S4 |
122.35 |
122.63 |
123.75 |
|
|
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 |
124.34 |
123.37 |
0.97 |
0.8% |
0.53 |
0.4% |
71% |
True |
False |
971,719 |
10 |
124.34 |
122.62 |
1.72 |
1.4% |
0.49 |
0.4% |
84% |
True |
False |
934,368 |
20 |
124.34 |
122.11 |
2.23 |
1.8% |
0.49 |
0.4% |
87% |
True |
False |
860,068 |
40 |
124.34 |
122.07 |
2.27 |
1.8% |
0.48 |
0.4% |
88% |
True |
False |
765,008 |
60 |
124.34 |
121.10 |
3.24 |
2.6% |
0.48 |
0.4% |
91% |
True |
False |
512,378 |
80 |
124.34 |
119.52 |
4.82 |
3.9% |
0.45 |
0.4% |
94% |
True |
False |
384,328 |
100 |
124.34 |
119.52 |
4.82 |
3.9% |
0.42 |
0.3% |
94% |
True |
False |
307,483 |
120 |
124.34 |
119.52 |
4.82 |
3.9% |
0.35 |
0.3% |
94% |
True |
False |
256,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.76 |
2.618 |
125.83 |
1.618 |
125.26 |
1.000 |
124.91 |
0.618 |
124.69 |
HIGH |
124.34 |
0.618 |
124.12 |
0.500 |
124.06 |
0.382 |
123.99 |
LOW |
123.77 |
0.618 |
123.42 |
1.000 |
123.20 |
1.618 |
122.85 |
2.618 |
122.28 |
4.250 |
121.35 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
124.06 |
124.03 |
PP |
124.06 |
123.99 |
S1 |
124.06 |
123.96 |
|