Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
123.20 |
123.45 |
0.25 |
0.2% |
123.19 |
High |
123.67 |
123.47 |
-0.20 |
-0.2% |
123.67 |
Low |
123.07 |
123.00 |
-0.07 |
-0.1% |
122.75 |
Close |
123.39 |
123.32 |
-0.07 |
-0.1% |
123.32 |
Range |
0.60 |
0.47 |
-0.13 |
-21.7% |
0.92 |
ATR |
0.44 |
0.44 |
0.00 |
0.5% |
0.00 |
Volume |
3,010 |
1,567 |
-1,443 |
-47.9% |
5,655 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.67 |
124.47 |
123.58 |
|
R3 |
124.20 |
124.00 |
123.45 |
|
R2 |
123.73 |
123.73 |
123.41 |
|
R1 |
123.53 |
123.53 |
123.36 |
123.40 |
PP |
123.26 |
123.26 |
123.26 |
123.20 |
S1 |
123.06 |
123.06 |
123.28 |
122.93 |
S2 |
122.79 |
122.79 |
123.23 |
|
S3 |
122.32 |
122.59 |
123.19 |
|
S4 |
121.85 |
122.12 |
123.06 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.01 |
125.58 |
123.83 |
|
R3 |
125.09 |
124.66 |
123.57 |
|
R2 |
124.17 |
124.17 |
123.49 |
|
R1 |
123.74 |
123.74 |
123.40 |
123.96 |
PP |
123.25 |
123.25 |
123.25 |
123.35 |
S1 |
122.82 |
122.82 |
123.24 |
123.04 |
S2 |
122.33 |
122.33 |
123.15 |
|
S3 |
121.41 |
121.90 |
123.07 |
|
S4 |
120.49 |
120.98 |
122.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.67 |
122.75 |
0.92 |
0.7% |
0.39 |
0.3% |
62% |
False |
False |
1,131 |
10 |
123.67 |
121.60 |
2.07 |
1.7% |
0.41 |
0.3% |
83% |
False |
False |
703 |
20 |
123.67 |
121.60 |
2.07 |
1.7% |
0.39 |
0.3% |
83% |
False |
False |
444 |
40 |
123.67 |
121.50 |
2.17 |
1.8% |
0.35 |
0.3% |
84% |
False |
False |
270 |
60 |
123.67 |
120.76 |
2.91 |
2.4% |
0.23 |
0.2% |
88% |
False |
False |
240 |
80 |
123.67 |
119.39 |
4.28 |
3.5% |
0.17 |
0.1% |
92% |
False |
False |
211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.47 |
2.618 |
124.70 |
1.618 |
124.23 |
1.000 |
123.94 |
0.618 |
123.76 |
HIGH |
123.47 |
0.618 |
123.29 |
0.500 |
123.24 |
0.382 |
123.18 |
LOW |
123.00 |
0.618 |
122.71 |
1.000 |
122.53 |
1.618 |
122.24 |
2.618 |
121.77 |
4.250 |
121.00 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
123.29 |
123.28 |
PP |
123.26 |
123.25 |
S1 |
123.24 |
123.21 |
|