Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
124.59 |
124.61 |
0.02 |
0.0% |
123.89 |
High |
124.91 |
124.66 |
-0.25 |
-0.2% |
125.51 |
Low |
124.31 |
124.27 |
-0.04 |
0.0% |
123.77 |
Close |
124.85 |
124.50 |
-0.35 |
-0.3% |
124.85 |
Range |
0.60 |
0.39 |
-0.21 |
-35.0% |
1.74 |
ATR |
0.62 |
0.61 |
0.00 |
-0.4% |
0.00 |
Volume |
821,376 |
353,576 |
-467,800 |
-57.0% |
5,520,880 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.65 |
125.46 |
124.71 |
|
R3 |
125.26 |
125.07 |
124.61 |
|
R2 |
124.87 |
124.87 |
124.57 |
|
R1 |
124.68 |
124.68 |
124.54 |
124.58 |
PP |
124.48 |
124.48 |
124.48 |
124.43 |
S1 |
124.29 |
124.29 |
124.46 |
124.19 |
S2 |
124.09 |
124.09 |
124.43 |
|
S3 |
123.70 |
123.90 |
124.39 |
|
S4 |
123.31 |
123.51 |
124.29 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.93 |
129.13 |
125.81 |
|
R3 |
128.19 |
127.39 |
125.33 |
|
R2 |
126.45 |
126.45 |
125.17 |
|
R1 |
125.65 |
125.65 |
125.01 |
126.05 |
PP |
124.71 |
124.71 |
124.71 |
124.91 |
S1 |
123.91 |
123.91 |
124.69 |
124.31 |
S2 |
122.97 |
122.97 |
124.53 |
|
S3 |
121.23 |
122.17 |
124.37 |
|
S4 |
119.49 |
120.43 |
123.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125.51 |
124.05 |
1.46 |
1.2% |
0.80 |
0.6% |
31% |
False |
False |
1,012,383 |
10 |
125.51 |
123.37 |
2.14 |
1.7% |
0.67 |
0.5% |
53% |
False |
False |
992,051 |
20 |
125.51 |
122.11 |
3.40 |
2.7% |
0.59 |
0.5% |
70% |
False |
False |
929,564 |
40 |
125.51 |
122.07 |
3.44 |
2.8% |
0.53 |
0.4% |
71% |
False |
False |
849,497 |
60 |
125.51 |
121.10 |
4.41 |
3.5% |
0.51 |
0.4% |
77% |
False |
False |
596,697 |
80 |
125.51 |
119.78 |
5.73 |
4.6% |
0.49 |
0.4% |
82% |
False |
False |
447,599 |
100 |
125.51 |
119.52 |
5.99 |
4.8% |
0.46 |
0.4% |
83% |
False |
False |
358,096 |
120 |
125.51 |
119.52 |
5.99 |
4.8% |
0.38 |
0.3% |
83% |
False |
False |
298,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.32 |
2.618 |
125.68 |
1.618 |
125.29 |
1.000 |
125.05 |
0.618 |
124.90 |
HIGH |
124.66 |
0.618 |
124.51 |
0.500 |
124.47 |
0.382 |
124.42 |
LOW |
124.27 |
0.618 |
124.03 |
1.000 |
123.88 |
1.618 |
123.64 |
2.618 |
123.25 |
4.250 |
122.61 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
124.49 |
124.57 |
PP |
124.48 |
124.55 |
S1 |
124.47 |
124.52 |
|