Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
123.95 |
125.05 |
1.10 |
0.9% |
123.23 |
| High |
125.25 |
126.10 |
0.85 |
0.7% |
124.95 |
| Low |
123.95 |
124.98 |
1.03 |
0.8% |
123.16 |
| Close |
124.96 |
125.88 |
0.92 |
0.7% |
124.27 |
| Range |
1.30 |
1.12 |
-0.18 |
-13.8% |
1.79 |
| ATR |
0.60 |
0.64 |
0.04 |
6.4% |
0.00 |
| Volume |
797 |
3,026 |
2,229 |
279.7% |
7,539 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.01 |
128.57 |
126.50 |
|
| R3 |
127.89 |
127.45 |
126.19 |
|
| R2 |
126.77 |
126.77 |
126.09 |
|
| R1 |
126.33 |
126.33 |
125.98 |
126.55 |
| PP |
125.65 |
125.65 |
125.65 |
125.77 |
| S1 |
125.21 |
125.21 |
125.78 |
125.43 |
| S2 |
124.53 |
124.53 |
125.67 |
|
| S3 |
123.41 |
124.09 |
125.57 |
|
| S4 |
122.29 |
122.97 |
125.26 |
|
|
| 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 |
126.10 |
123.63 |
2.47 |
2.0% |
0.76 |
0.6% |
91% |
True |
False |
997 |
| 10 |
126.10 |
123.00 |
3.10 |
2.5% |
0.77 |
0.6% |
93% |
True |
False |
1,598 |
| 20 |
126.10 |
121.60 |
4.50 |
3.6% |
0.58 |
0.5% |
95% |
True |
False |
929 |
| 40 |
126.10 |
121.55 |
4.55 |
3.6% |
0.47 |
0.4% |
95% |
True |
False |
542 |
| 60 |
126.10 |
120.76 |
5.34 |
4.2% |
0.34 |
0.3% |
96% |
True |
False |
390 |
| 80 |
126.10 |
120.34 |
5.76 |
4.6% |
0.26 |
0.2% |
96% |
True |
False |
353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.86 |
|
2.618 |
129.03 |
|
1.618 |
127.91 |
|
1.000 |
127.22 |
|
0.618 |
126.79 |
|
HIGH |
126.10 |
|
0.618 |
125.67 |
|
0.500 |
125.54 |
|
0.382 |
125.41 |
|
LOW |
124.98 |
|
0.618 |
124.29 |
|
1.000 |
123.86 |
|
1.618 |
123.17 |
|
2.618 |
122.05 |
|
4.250 |
120.22 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125.77 |
125.56 |
| PP |
125.65 |
125.24 |
| S1 |
125.54 |
124.92 |
|