Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
124.98 |
125.29 |
0.31 |
0.2% |
124.11 |
High |
125.70 |
125.30 |
-0.40 |
-0.3% |
127.46 |
Low |
124.98 |
124.89 |
-0.09 |
-0.1% |
123.73 |
Close |
125.06 |
125.11 |
0.05 |
0.0% |
126.47 |
Range |
0.72 |
0.41 |
-0.31 |
-43.1% |
3.73 |
ATR |
0.87 |
0.84 |
-0.03 |
-3.8% |
0.00 |
Volume |
2,267 |
3,285 |
1,018 |
44.9% |
9,435 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.33 |
126.13 |
125.34 |
|
R3 |
125.92 |
125.72 |
125.22 |
|
R2 |
125.51 |
125.51 |
125.19 |
|
R1 |
125.31 |
125.31 |
125.15 |
125.21 |
PP |
125.10 |
125.10 |
125.10 |
125.05 |
S1 |
124.90 |
124.90 |
125.07 |
124.80 |
S2 |
124.69 |
124.69 |
125.03 |
|
S3 |
124.28 |
124.49 |
125.00 |
|
S4 |
123.87 |
124.08 |
124.88 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.08 |
135.50 |
128.52 |
|
R3 |
133.35 |
131.77 |
127.50 |
|
R2 |
129.62 |
129.62 |
127.15 |
|
R1 |
128.04 |
128.04 |
126.81 |
128.83 |
PP |
125.89 |
125.89 |
125.89 |
126.28 |
S1 |
124.31 |
124.31 |
126.13 |
125.10 |
S2 |
122.16 |
122.16 |
125.79 |
|
S3 |
118.43 |
120.58 |
125.44 |
|
S4 |
114.70 |
116.85 |
124.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127.46 |
124.37 |
3.09 |
2.5% |
1.07 |
0.9% |
24% |
False |
False |
2,655 |
10 |
127.46 |
123.63 |
3.83 |
3.1% |
0.92 |
0.7% |
39% |
False |
False |
1,826 |
20 |
127.46 |
122.28 |
5.18 |
4.1% |
0.74 |
0.6% |
55% |
False |
False |
1,540 |
40 |
127.46 |
121.60 |
5.86 |
4.7% |
0.56 |
0.4% |
60% |
False |
False |
864 |
60 |
127.46 |
120.76 |
6.70 |
5.4% |
0.43 |
0.3% |
65% |
False |
False |
601 |
80 |
127.46 |
120.68 |
6.78 |
5.4% |
0.32 |
0.3% |
65% |
False |
False |
506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.04 |
2.618 |
126.37 |
1.618 |
125.96 |
1.000 |
125.71 |
0.618 |
125.55 |
HIGH |
125.30 |
0.618 |
125.14 |
0.500 |
125.10 |
0.382 |
125.05 |
LOW |
124.89 |
0.618 |
124.64 |
1.000 |
124.48 |
1.618 |
124.23 |
2.618 |
123.82 |
4.250 |
123.15 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
125.11 |
125.09 |
PP |
125.10 |
125.06 |
S1 |
125.10 |
125.04 |
|