Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
124.52 |
124.13 |
-0.39 |
-0.3% |
123.19 |
High |
124.95 |
124.13 |
-0.82 |
-0.7% |
123.67 |
Low |
123.85 |
123.63 |
-0.22 |
-0.2% |
122.75 |
Close |
124.04 |
123.83 |
-0.21 |
-0.2% |
123.32 |
Range |
1.10 |
0.50 |
-0.60 |
-54.5% |
0.92 |
ATR |
0.55 |
0.55 |
0.00 |
-0.7% |
0.00 |
Volume |
3,168 |
564 |
-2,604 |
-82.2% |
5,655 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.36 |
125.10 |
124.11 |
|
R3 |
124.86 |
124.60 |
123.97 |
|
R2 |
124.36 |
124.36 |
123.92 |
|
R1 |
124.10 |
124.10 |
123.88 |
123.98 |
PP |
123.86 |
123.86 |
123.86 |
123.81 |
S1 |
123.60 |
123.60 |
123.78 |
123.48 |
S2 |
123.36 |
123.36 |
123.74 |
|
S3 |
122.86 |
123.10 |
123.69 |
|
S4 |
122.36 |
122.60 |
123.56 |
|
|
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 |
124.95 |
123.00 |
1.95 |
1.6% |
0.75 |
0.6% |
43% |
False |
False |
1,711 |
10 |
124.95 |
122.67 |
2.28 |
1.8% |
0.56 |
0.5% |
51% |
False |
False |
1,300 |
20 |
124.95 |
121.60 |
3.35 |
2.7% |
0.47 |
0.4% |
67% |
False |
False |
770 |
40 |
124.95 |
121.50 |
3.45 |
2.8% |
0.39 |
0.3% |
68% |
False |
False |
434 |
60 |
124.95 |
120.76 |
4.19 |
3.4% |
0.29 |
0.2% |
73% |
False |
False |
334 |
80 |
124.95 |
119.43 |
5.52 |
4.5% |
0.21 |
0.2% |
80% |
False |
False |
298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.26 |
2.618 |
125.44 |
1.618 |
124.94 |
1.000 |
124.63 |
0.618 |
124.44 |
HIGH |
124.13 |
0.618 |
123.94 |
0.500 |
123.88 |
0.382 |
123.82 |
LOW |
123.63 |
0.618 |
123.32 |
1.000 |
123.13 |
1.618 |
122.82 |
2.618 |
122.32 |
4.250 |
121.51 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
123.88 |
124.28 |
PP |
123.86 |
124.13 |
S1 |
123.85 |
123.98 |
|