Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
123.19 |
123.04 |
-0.15 |
-0.1% |
121.99 |
High |
123.21 |
123.04 |
-0.17 |
-0.1% |
123.10 |
Low |
123.05 |
122.80 |
-0.25 |
-0.2% |
121.60 |
Close |
123.11 |
122.85 |
-0.26 |
-0.2% |
123.02 |
Range |
0.16 |
0.24 |
0.08 |
50.0% |
1.50 |
ATR |
0.43 |
0.42 |
-0.01 |
-2.0% |
0.00 |
Volume |
128 |
153 |
25 |
19.5% |
1,379 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.62 |
123.47 |
122.98 |
|
R3 |
123.38 |
123.23 |
122.92 |
|
R2 |
123.14 |
123.14 |
122.89 |
|
R1 |
122.99 |
122.99 |
122.87 |
122.95 |
PP |
122.90 |
122.90 |
122.90 |
122.87 |
S1 |
122.75 |
122.75 |
122.83 |
122.71 |
S2 |
122.66 |
122.66 |
122.81 |
|
S3 |
122.42 |
122.51 |
122.78 |
|
S4 |
122.18 |
122.27 |
122.72 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.07 |
126.55 |
123.85 |
|
R3 |
125.57 |
125.05 |
123.43 |
|
R2 |
124.07 |
124.07 |
123.30 |
|
R1 |
123.55 |
123.55 |
123.16 |
123.81 |
PP |
122.57 |
122.57 |
122.57 |
122.71 |
S1 |
122.05 |
122.05 |
122.88 |
122.31 |
S2 |
121.07 |
121.07 |
122.75 |
|
S3 |
119.57 |
120.55 |
122.61 |
|
S4 |
118.07 |
119.05 |
122.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.21 |
122.20 |
1.01 |
0.8% |
0.32 |
0.3% |
64% |
False |
False |
191 |
10 |
123.21 |
121.60 |
1.61 |
1.3% |
0.39 |
0.3% |
78% |
False |
False |
264 |
20 |
123.21 |
121.60 |
1.61 |
1.3% |
0.36 |
0.3% |
78% |
False |
False |
194 |
40 |
123.32 |
120.92 |
2.40 |
2.0% |
0.31 |
0.3% |
80% |
False |
False |
143 |
60 |
123.32 |
120.76 |
2.56 |
2.1% |
0.21 |
0.2% |
82% |
False |
False |
159 |
80 |
123.32 |
119.39 |
3.93 |
3.2% |
0.15 |
0.1% |
88% |
False |
False |
144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.06 |
2.618 |
123.67 |
1.618 |
123.43 |
1.000 |
123.28 |
0.618 |
123.19 |
HIGH |
123.04 |
0.618 |
122.95 |
0.500 |
122.92 |
0.382 |
122.89 |
LOW |
122.80 |
0.618 |
122.65 |
1.000 |
122.56 |
1.618 |
122.41 |
2.618 |
122.17 |
4.250 |
121.78 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
122.92 |
122.94 |
PP |
122.90 |
122.91 |
S1 |
122.87 |
122.88 |
|