Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
123.45 |
123.23 |
-0.22 |
-0.2% |
123.19 |
High |
123.47 |
123.69 |
0.22 |
0.2% |
123.67 |
Low |
123.00 |
123.16 |
0.16 |
0.1% |
122.75 |
Close |
123.32 |
123.43 |
0.11 |
0.1% |
123.32 |
Range |
0.47 |
0.53 |
0.06 |
12.8% |
0.92 |
ATR |
0.44 |
0.45 |
0.01 |
1.5% |
0.00 |
Volume |
1,567 |
2,173 |
606 |
38.7% |
5,655 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.02 |
124.75 |
123.72 |
|
R3 |
124.49 |
124.22 |
123.58 |
|
R2 |
123.96 |
123.96 |
123.53 |
|
R1 |
123.69 |
123.69 |
123.48 |
123.83 |
PP |
123.43 |
123.43 |
123.43 |
123.49 |
S1 |
123.16 |
123.16 |
123.38 |
123.30 |
S2 |
122.90 |
122.90 |
123.33 |
|
S3 |
122.37 |
122.63 |
123.28 |
|
S4 |
121.84 |
122.10 |
123.14 |
|
|
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 |
123.69 |
122.75 |
0.94 |
0.8% |
0.46 |
0.4% |
72% |
True |
False |
1,540 |
10 |
123.69 |
122.09 |
1.60 |
1.3% |
0.41 |
0.3% |
84% |
True |
False |
863 |
20 |
123.69 |
121.60 |
2.09 |
1.7% |
0.38 |
0.3% |
88% |
True |
False |
540 |
40 |
123.69 |
121.50 |
2.19 |
1.8% |
0.36 |
0.3% |
88% |
True |
False |
324 |
60 |
123.69 |
120.76 |
2.93 |
2.4% |
0.24 |
0.2% |
91% |
True |
False |
258 |
80 |
123.69 |
119.39 |
4.30 |
3.5% |
0.18 |
0.1% |
94% |
True |
False |
238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.94 |
2.618 |
125.08 |
1.618 |
124.55 |
1.000 |
124.22 |
0.618 |
124.02 |
HIGH |
123.69 |
0.618 |
123.49 |
0.500 |
123.43 |
0.382 |
123.36 |
LOW |
123.16 |
0.618 |
122.83 |
1.000 |
122.63 |
1.618 |
122.30 |
2.618 |
121.77 |
4.250 |
120.91 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
123.43 |
123.40 |
PP |
123.43 |
123.37 |
S1 |
123.43 |
123.35 |
|