Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
122.19 |
122.25 |
0.06 |
0.0% |
122.06 |
High |
122.46 |
122.78 |
0.32 |
0.3% |
122.92 |
Low |
122.19 |
122.25 |
0.06 |
0.0% |
122.06 |
Close |
122.26 |
122.49 |
0.23 |
0.2% |
122.85 |
Range |
0.27 |
0.53 |
0.26 |
96.3% |
0.86 |
ATR |
0.40 |
0.41 |
0.01 |
2.4% |
0.00 |
Volume |
67 |
846 |
779 |
1,162.7% |
458 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.10 |
123.82 |
122.78 |
|
R3 |
123.57 |
123.29 |
122.64 |
|
R2 |
123.04 |
123.04 |
122.59 |
|
R1 |
122.76 |
122.76 |
122.54 |
122.90 |
PP |
122.51 |
122.51 |
122.51 |
122.58 |
S1 |
122.23 |
122.23 |
122.44 |
122.37 |
S2 |
121.98 |
121.98 |
122.39 |
|
S3 |
121.45 |
121.70 |
122.34 |
|
S4 |
120.92 |
121.17 |
122.20 |
|
|
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 |
122.19 |
0.73 |
0.6% |
0.31 |
0.3% |
41% |
False |
False |
262 |
10 |
123.10 |
121.99 |
1.11 |
0.9% |
0.34 |
0.3% |
45% |
False |
False |
184 |
20 |
123.10 |
121.55 |
1.55 |
1.3% |
0.37 |
0.3% |
61% |
False |
False |
156 |
40 |
123.32 |
120.76 |
2.56 |
2.1% |
0.22 |
0.2% |
68% |
False |
False |
120 |
60 |
123.32 |
120.34 |
2.98 |
2.4% |
0.15 |
0.1% |
72% |
False |
False |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.03 |
2.618 |
124.17 |
1.618 |
123.64 |
1.000 |
123.31 |
0.618 |
123.11 |
HIGH |
122.78 |
0.618 |
122.58 |
0.500 |
122.52 |
0.382 |
122.45 |
LOW |
122.25 |
0.618 |
121.92 |
1.000 |
121.72 |
1.618 |
121.39 |
2.618 |
120.86 |
4.250 |
120.00 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
122.52 |
122.54 |
PP |
122.51 |
122.52 |
S1 |
122.50 |
122.51 |
|