Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
122.09 |
122.23 |
0.14 |
0.1% |
122.19 |
High |
122.49 |
122.55 |
0.06 |
0.0% |
122.96 |
Low |
122.09 |
122.20 |
0.11 |
0.1% |
122.13 |
Close |
122.35 |
122.52 |
0.17 |
0.1% |
122.21 |
Range |
0.40 |
0.35 |
-0.05 |
-12.5% |
0.83 |
ATR |
0.45 |
0.44 |
-0.01 |
-1.5% |
0.00 |
Volume |
130 |
216 |
86 |
66.2% |
1,049 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.47 |
123.35 |
122.71 |
|
R3 |
123.12 |
123.00 |
122.62 |
|
R2 |
122.77 |
122.77 |
122.58 |
|
R1 |
122.65 |
122.65 |
122.55 |
122.71 |
PP |
122.42 |
122.42 |
122.42 |
122.46 |
S1 |
122.30 |
122.30 |
122.49 |
122.36 |
S2 |
122.07 |
122.07 |
122.46 |
|
S3 |
121.72 |
121.95 |
122.42 |
|
S4 |
121.37 |
121.60 |
122.33 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.92 |
124.40 |
122.67 |
|
R3 |
124.09 |
123.57 |
122.44 |
|
R2 |
123.26 |
123.26 |
122.36 |
|
R1 |
122.74 |
122.74 |
122.29 |
123.00 |
PP |
122.43 |
122.43 |
122.43 |
122.57 |
S1 |
121.91 |
121.91 |
122.13 |
122.17 |
S2 |
121.60 |
121.60 |
122.06 |
|
S3 |
120.77 |
121.08 |
121.98 |
|
S4 |
119.94 |
120.25 |
121.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.96 |
121.60 |
1.36 |
1.1% |
0.42 |
0.3% |
68% |
False |
False |
211 |
10 |
122.96 |
121.60 |
1.36 |
1.1% |
0.37 |
0.3% |
68% |
False |
False |
236 |
20 |
123.10 |
121.60 |
1.50 |
1.2% |
0.38 |
0.3% |
61% |
False |
False |
189 |
40 |
123.32 |
120.76 |
2.56 |
2.1% |
0.28 |
0.2% |
69% |
False |
False |
131 |
60 |
123.32 |
120.68 |
2.64 |
2.2% |
0.18 |
0.2% |
70% |
False |
False |
162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.04 |
2.618 |
123.47 |
1.618 |
123.12 |
1.000 |
122.90 |
0.618 |
122.77 |
HIGH |
122.55 |
0.618 |
122.42 |
0.500 |
122.38 |
0.382 |
122.33 |
LOW |
122.20 |
0.618 |
121.98 |
1.000 |
121.85 |
1.618 |
121.63 |
2.618 |
121.28 |
4.250 |
120.71 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
122.47 |
122.37 |
PP |
122.42 |
122.22 |
S1 |
122.38 |
122.08 |
|