Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
124.13 |
123.87 |
-0.26 |
-0.2% |
123.23 |
| High |
124.13 |
124.30 |
0.17 |
0.1% |
124.95 |
| Low |
123.63 |
123.79 |
0.16 |
0.1% |
123.16 |
| Close |
123.83 |
124.27 |
0.44 |
0.4% |
124.27 |
| Range |
0.50 |
0.51 |
0.01 |
2.0% |
1.79 |
| ATR |
0.55 |
0.54 |
0.00 |
-0.5% |
0.00 |
| Volume |
564 |
551 |
-13 |
-2.3% |
7,539 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.65 |
125.47 |
124.55 |
|
| R3 |
125.14 |
124.96 |
124.41 |
|
| R2 |
124.63 |
124.63 |
124.36 |
|
| R1 |
124.45 |
124.45 |
124.32 |
124.54 |
| PP |
124.12 |
124.12 |
124.12 |
124.17 |
| S1 |
123.94 |
123.94 |
124.22 |
124.03 |
| S2 |
123.61 |
123.61 |
124.18 |
|
| S3 |
123.10 |
123.43 |
124.13 |
|
| S4 |
122.59 |
122.92 |
123.99 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.50 |
128.67 |
125.25 |
|
| R3 |
127.71 |
126.88 |
124.76 |
|
| R2 |
125.92 |
125.92 |
124.60 |
|
| R1 |
125.09 |
125.09 |
124.43 |
125.51 |
| PP |
124.13 |
124.13 |
124.13 |
124.33 |
| S1 |
123.30 |
123.30 |
124.11 |
123.72 |
| S2 |
122.34 |
122.34 |
123.94 |
|
| S3 |
120.55 |
121.51 |
123.78 |
|
| S4 |
118.76 |
119.72 |
123.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.95 |
123.16 |
1.79 |
1.4% |
0.76 |
0.6% |
62% |
False |
False |
1,507 |
| 10 |
124.95 |
122.75 |
2.20 |
1.8% |
0.57 |
0.5% |
69% |
False |
False |
1,319 |
| 20 |
124.95 |
121.60 |
3.35 |
2.7% |
0.49 |
0.4% |
80% |
False |
False |
795 |
| 40 |
124.95 |
121.50 |
3.45 |
2.8% |
0.40 |
0.3% |
80% |
False |
False |
448 |
| 60 |
124.95 |
120.76 |
4.19 |
3.4% |
0.29 |
0.2% |
84% |
False |
False |
338 |
| 80 |
124.95 |
119.60 |
5.35 |
4.3% |
0.22 |
0.2% |
87% |
False |
False |
305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.47 |
|
2.618 |
125.64 |
|
1.618 |
125.13 |
|
1.000 |
124.81 |
|
0.618 |
124.62 |
|
HIGH |
124.30 |
|
0.618 |
124.11 |
|
0.500 |
124.05 |
|
0.382 |
123.98 |
|
LOW |
123.79 |
|
0.618 |
123.47 |
|
1.000 |
123.28 |
|
1.618 |
122.96 |
|
2.618 |
122.45 |
|
4.250 |
121.62 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.20 |
124.29 |
| PP |
124.12 |
124.28 |
| S1 |
124.05 |
124.28 |
|