Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
124.09 |
125.20 |
1.11 |
0.9% |
123.71 |
High |
125.34 |
125.51 |
0.17 |
0.1% |
124.31 |
Low |
124.05 |
124.30 |
0.25 |
0.2% |
123.37 |
Close |
124.64 |
124.60 |
-0.04 |
0.0% |
123.97 |
Range |
1.29 |
1.21 |
-0.08 |
-6.2% |
0.94 |
ATR |
0.58 |
0.62 |
0.05 |
7.8% |
0.00 |
Volume |
1,109,904 |
1,825,659 |
715,755 |
64.5% |
4,750,723 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.43 |
127.73 |
125.27 |
|
R3 |
127.22 |
126.52 |
124.93 |
|
R2 |
126.01 |
126.01 |
124.82 |
|
R1 |
125.31 |
125.31 |
124.71 |
125.06 |
PP |
124.80 |
124.80 |
124.80 |
124.68 |
S1 |
124.10 |
124.10 |
124.49 |
123.85 |
S2 |
123.59 |
123.59 |
124.38 |
|
S3 |
122.38 |
122.89 |
124.27 |
|
S4 |
121.17 |
121.68 |
123.93 |
|
|
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 |
125.51 |
123.57 |
1.94 |
1.6% |
0.86 |
0.7% |
53% |
True |
False |
1,199,801 |
10 |
125.51 |
122.87 |
2.64 |
2.1% |
0.64 |
0.5% |
66% |
True |
False |
1,036,024 |
20 |
125.51 |
122.11 |
3.40 |
2.7% |
0.58 |
0.5% |
73% |
True |
False |
938,360 |
40 |
125.51 |
122.07 |
3.44 |
2.8% |
0.52 |
0.4% |
74% |
True |
False |
832,481 |
60 |
125.51 |
121.10 |
4.41 |
3.5% |
0.51 |
0.4% |
79% |
True |
False |
561,295 |
80 |
125.51 |
119.78 |
5.73 |
4.6% |
0.47 |
0.4% |
84% |
True |
False |
421,021 |
100 |
125.51 |
119.52 |
5.99 |
4.8% |
0.44 |
0.4% |
85% |
True |
False |
336,837 |
120 |
125.51 |
119.52 |
5.99 |
4.8% |
0.37 |
0.3% |
85% |
True |
False |
280,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.65 |
2.618 |
128.68 |
1.618 |
127.47 |
1.000 |
126.72 |
0.618 |
126.26 |
HIGH |
125.51 |
0.618 |
125.05 |
0.500 |
124.91 |
0.382 |
124.76 |
LOW |
124.30 |
0.618 |
123.55 |
1.000 |
123.09 |
1.618 |
122.34 |
2.618 |
121.13 |
4.250 |
119.16 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
124.91 |
124.64 |
PP |
124.80 |
124.63 |
S1 |
124.70 |
124.61 |
|