Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
122.71 |
122.72 |
0.01 |
0.0% |
122.55 |
High |
122.92 |
122.89 |
-0.03 |
0.0% |
123.10 |
Low |
122.69 |
122.65 |
-0.04 |
0.0% |
121.99 |
Close |
122.77 |
122.85 |
0.08 |
0.1% |
122.13 |
Range |
0.23 |
0.24 |
0.01 |
4.3% |
1.11 |
ATR |
0.39 |
0.38 |
-0.01 |
-2.7% |
0.00 |
Volume |
36 |
294 |
258 |
716.7% |
724 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.52 |
123.42 |
122.98 |
|
R3 |
123.28 |
123.18 |
122.92 |
|
R2 |
123.04 |
123.04 |
122.89 |
|
R1 |
122.94 |
122.94 |
122.87 |
122.99 |
PP |
122.80 |
122.80 |
122.80 |
122.82 |
S1 |
122.70 |
122.70 |
122.83 |
122.75 |
S2 |
122.56 |
122.56 |
122.81 |
|
S3 |
122.32 |
122.46 |
122.78 |
|
S4 |
122.08 |
122.22 |
122.72 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.74 |
125.04 |
122.74 |
|
R3 |
124.63 |
123.93 |
122.44 |
|
R2 |
123.52 |
123.52 |
122.33 |
|
R1 |
122.82 |
122.82 |
122.23 |
122.62 |
PP |
122.41 |
122.41 |
122.41 |
122.30 |
S1 |
121.71 |
121.71 |
122.03 |
121.51 |
S2 |
121.30 |
121.30 |
121.93 |
|
S3 |
120.19 |
120.60 |
121.82 |
|
S4 |
119.08 |
119.49 |
121.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.92 |
122.06 |
0.86 |
0.7% |
0.27 |
0.2% |
92% |
False |
False |
112 |
10 |
123.10 |
121.99 |
1.11 |
0.9% |
0.34 |
0.3% |
77% |
False |
False |
129 |
20 |
123.10 |
121.50 |
1.60 |
1.3% |
0.33 |
0.3% |
84% |
False |
False |
113 |
40 |
123.32 |
120.76 |
2.56 |
2.1% |
0.20 |
0.2% |
82% |
False |
False |
110 |
60 |
123.32 |
119.60 |
3.72 |
3.0% |
0.14 |
0.1% |
87% |
False |
False |
146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.91 |
2.618 |
123.52 |
1.618 |
123.28 |
1.000 |
123.13 |
0.618 |
123.04 |
HIGH |
122.89 |
0.618 |
122.80 |
0.500 |
122.77 |
0.382 |
122.74 |
LOW |
122.65 |
0.618 |
122.50 |
1.000 |
122.41 |
1.618 |
122.26 |
2.618 |
122.02 |
4.250 |
121.63 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
122.82 |
122.79 |
PP |
122.80 |
122.73 |
S1 |
122.77 |
122.68 |
|