Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
122.72 |
122.19 |
-0.53 |
-0.4% |
122.06 |
High |
122.89 |
122.46 |
-0.43 |
-0.3% |
122.92 |
Low |
122.65 |
122.19 |
-0.46 |
-0.4% |
122.06 |
Close |
122.85 |
122.26 |
-0.59 |
-0.5% |
122.85 |
Range |
0.24 |
0.27 |
0.03 |
12.5% |
0.86 |
ATR |
0.38 |
0.40 |
0.02 |
5.4% |
0.00 |
Volume |
294 |
67 |
-227 |
-77.2% |
458 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.11 |
122.96 |
122.41 |
|
R3 |
122.84 |
122.69 |
122.33 |
|
R2 |
122.57 |
122.57 |
122.31 |
|
R1 |
122.42 |
122.42 |
122.28 |
122.50 |
PP |
122.30 |
122.30 |
122.30 |
122.34 |
S1 |
122.15 |
122.15 |
122.24 |
122.23 |
S2 |
122.03 |
122.03 |
122.21 |
|
S3 |
121.76 |
121.88 |
122.19 |
|
S4 |
121.49 |
121.61 |
122.11 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.19 |
124.88 |
123.32 |
|
R3 |
124.33 |
124.02 |
123.09 |
|
R2 |
123.47 |
123.47 |
123.01 |
|
R1 |
123.16 |
123.16 |
122.93 |
123.32 |
PP |
122.61 |
122.61 |
122.61 |
122.69 |
S1 |
122.30 |
122.30 |
122.77 |
122.46 |
S2 |
121.75 |
121.75 |
122.69 |
|
S3 |
120.89 |
121.44 |
122.61 |
|
S4 |
120.03 |
120.58 |
122.38 |
|
|
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% |
0.30 |
0.2% |
23% |
False |
False |
105 |
10 |
123.10 |
121.99 |
1.11 |
0.9% |
0.34 |
0.3% |
24% |
False |
False |
124 |
20 |
123.10 |
121.50 |
1.60 |
1.3% |
0.34 |
0.3% |
48% |
False |
False |
114 |
40 |
123.32 |
120.76 |
2.56 |
2.1% |
0.21 |
0.2% |
59% |
False |
False |
104 |
60 |
123.32 |
119.91 |
3.41 |
2.8% |
0.14 |
0.1% |
69% |
False |
False |
147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.61 |
2.618 |
123.17 |
1.618 |
122.90 |
1.000 |
122.73 |
0.618 |
122.63 |
HIGH |
122.46 |
0.618 |
122.36 |
0.500 |
122.33 |
0.382 |
122.29 |
LOW |
122.19 |
0.618 |
122.02 |
1.000 |
121.92 |
1.618 |
121.75 |
2.618 |
121.48 |
4.250 |
121.04 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
122.33 |
122.56 |
PP |
122.30 |
122.46 |
S1 |
122.28 |
122.36 |
|