Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
125.20 |
124.75 |
-0.45 |
-0.4% |
123.71 |
High |
125.51 |
124.76 |
-0.75 |
-0.6% |
124.31 |
Low |
124.30 |
124.23 |
-0.07 |
-0.1% |
123.37 |
Close |
124.60 |
124.43 |
-0.17 |
-0.1% |
123.97 |
Range |
1.21 |
0.53 |
-0.68 |
-56.2% |
0.94 |
ATR |
0.62 |
0.62 |
-0.01 |
-1.1% |
0.00 |
Volume |
1,825,659 |
951,400 |
-874,259 |
-47.9% |
4,750,723 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.06 |
125.78 |
124.72 |
|
R3 |
125.53 |
125.25 |
124.58 |
|
R2 |
125.00 |
125.00 |
124.53 |
|
R1 |
124.72 |
124.72 |
124.48 |
124.60 |
PP |
124.47 |
124.47 |
124.47 |
124.41 |
S1 |
124.19 |
124.19 |
124.38 |
124.07 |
S2 |
123.94 |
123.94 |
124.33 |
|
S3 |
123.41 |
123.66 |
124.28 |
|
S4 |
122.88 |
123.13 |
124.14 |
|
|
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% |
0.83 |
0.7% |
44% |
False |
False |
1,137,849 |
10 |
125.51 |
123.25 |
2.26 |
1.8% |
0.65 |
0.5% |
52% |
False |
False |
1,027,926 |
20 |
125.51 |
122.11 |
3.40 |
2.7% |
0.58 |
0.5% |
68% |
False |
False |
945,899 |
40 |
125.51 |
122.07 |
3.44 |
2.8% |
0.52 |
0.4% |
69% |
False |
False |
850,599 |
60 |
125.51 |
121.10 |
4.41 |
3.5% |
0.51 |
0.4% |
76% |
False |
False |
577,137 |
80 |
125.51 |
119.78 |
5.73 |
4.6% |
0.48 |
0.4% |
81% |
False |
False |
432,912 |
100 |
125.51 |
119.52 |
5.99 |
4.8% |
0.45 |
0.4% |
82% |
False |
False |
346,350 |
120 |
125.51 |
119.52 |
5.99 |
4.8% |
0.37 |
0.3% |
82% |
False |
False |
288,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.01 |
2.618 |
126.15 |
1.618 |
125.62 |
1.000 |
125.29 |
0.618 |
125.09 |
HIGH |
124.76 |
0.618 |
124.56 |
0.500 |
124.50 |
0.382 |
124.43 |
LOW |
124.23 |
0.618 |
123.90 |
1.000 |
123.70 |
1.618 |
123.37 |
2.618 |
122.84 |
4.250 |
121.98 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
124.50 |
124.78 |
PP |
124.47 |
124.66 |
S1 |
124.45 |
124.55 |
|