Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
123.87 |
124.11 |
0.24 |
0.2% |
123.23 |
High |
124.30 |
124.11 |
-0.19 |
-0.2% |
124.95 |
Low |
123.79 |
123.73 |
-0.06 |
0.0% |
123.16 |
Close |
124.27 |
123.92 |
-0.35 |
-0.3% |
124.27 |
Range |
0.51 |
0.38 |
-0.13 |
-25.5% |
1.79 |
ATR |
0.54 |
0.54 |
0.00 |
-0.1% |
0.00 |
Volume |
551 |
50 |
-501 |
-90.9% |
7,539 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.06 |
124.87 |
124.13 |
|
R3 |
124.68 |
124.49 |
124.02 |
|
R2 |
124.30 |
124.30 |
123.99 |
|
R1 |
124.11 |
124.11 |
123.95 |
124.02 |
PP |
123.92 |
123.92 |
123.92 |
123.87 |
S1 |
123.73 |
123.73 |
123.89 |
123.64 |
S2 |
123.54 |
123.54 |
123.85 |
|
S3 |
123.16 |
123.35 |
123.82 |
|
S4 |
122.78 |
122.97 |
123.71 |
|
|
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 |
123.61 |
1.34 |
1.1% |
0.73 |
0.6% |
23% |
False |
False |
1,083 |
10 |
124.95 |
122.75 |
2.20 |
1.8% |
0.59 |
0.5% |
53% |
False |
False |
1,311 |
20 |
124.95 |
121.60 |
3.35 |
2.7% |
0.49 |
0.4% |
69% |
False |
False |
783 |
40 |
124.95 |
121.50 |
3.45 |
2.8% |
0.41 |
0.3% |
70% |
False |
False |
448 |
60 |
124.95 |
120.76 |
4.19 |
3.4% |
0.30 |
0.2% |
75% |
False |
False |
334 |
80 |
124.95 |
119.60 |
5.35 |
4.3% |
0.23 |
0.2% |
81% |
False |
False |
306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.73 |
2.618 |
125.10 |
1.618 |
124.72 |
1.000 |
124.49 |
0.618 |
124.34 |
HIGH |
124.11 |
0.618 |
123.96 |
0.500 |
123.92 |
0.382 |
123.88 |
LOW |
123.73 |
0.618 |
123.50 |
1.000 |
123.35 |
1.618 |
123.12 |
2.618 |
122.74 |
4.250 |
122.12 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
123.92 |
123.97 |
PP |
123.92 |
123.95 |
S1 |
123.92 |
123.94 |
|