Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
128.40 |
128.27 |
-0.13 |
-0.1% |
128.98 |
| High |
128.54 |
128.41 |
-0.13 |
-0.1% |
129.14 |
| Low |
127.89 |
127.54 |
-0.35 |
-0.3% |
127.54 |
| Close |
128.36 |
127.67 |
-0.69 |
-0.5% |
127.67 |
| Range |
0.65 |
0.87 |
0.22 |
33.8% |
1.60 |
| ATR |
0.83 |
0.83 |
0.00 |
0.4% |
0.00 |
| Volume |
1,007,382 |
711,625 |
-295,757 |
-29.4% |
4,196,023 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.48 |
129.95 |
128.15 |
|
| R3 |
129.61 |
129.08 |
127.91 |
|
| R2 |
128.74 |
128.74 |
127.83 |
|
| R1 |
128.21 |
128.21 |
127.75 |
128.04 |
| PP |
127.87 |
127.87 |
127.87 |
127.79 |
| S1 |
127.34 |
127.34 |
127.59 |
127.17 |
| S2 |
127.00 |
127.00 |
127.51 |
|
| S3 |
126.13 |
126.47 |
127.43 |
|
| S4 |
125.26 |
125.60 |
127.19 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.92 |
131.89 |
128.55 |
|
| R3 |
131.32 |
130.29 |
128.11 |
|
| R2 |
129.72 |
129.72 |
127.96 |
|
| R1 |
128.69 |
128.69 |
127.82 |
128.41 |
| PP |
128.12 |
128.12 |
128.12 |
127.97 |
| S1 |
127.09 |
127.09 |
127.52 |
126.81 |
| S2 |
126.52 |
126.52 |
127.38 |
|
| S3 |
124.92 |
125.49 |
127.23 |
|
| S4 |
123.32 |
123.89 |
126.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.14 |
127.54 |
1.60 |
1.3% |
0.80 |
0.6% |
8% |
False |
True |
839,204 |
| 10 |
129.93 |
127.54 |
2.39 |
1.9% |
0.78 |
0.6% |
5% |
False |
True |
851,134 |
| 20 |
129.93 |
127.54 |
2.39 |
1.9% |
0.74 |
0.6% |
5% |
False |
True |
523,559 |
| 40 |
129.93 |
123.16 |
6.77 |
5.3% |
0.84 |
0.7% |
67% |
False |
False |
263,411 |
| 60 |
129.93 |
121.60 |
8.33 |
6.5% |
0.69 |
0.5% |
73% |
False |
False |
175,756 |
| 80 |
129.93 |
121.50 |
8.43 |
6.6% |
0.59 |
0.5% |
73% |
False |
False |
131,840 |
| 100 |
129.93 |
120.76 |
9.17 |
7.2% |
0.47 |
0.4% |
75% |
False |
False |
105,508 |
| 120 |
129.93 |
119.39 |
10.54 |
8.3% |
0.40 |
0.3% |
79% |
False |
False |
87,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.11 |
|
2.618 |
130.69 |
|
1.618 |
129.82 |
|
1.000 |
129.28 |
|
0.618 |
128.95 |
|
HIGH |
128.41 |
|
0.618 |
128.08 |
|
0.500 |
127.98 |
|
0.382 |
127.87 |
|
LOW |
127.54 |
|
0.618 |
127.00 |
|
1.000 |
126.67 |
|
1.618 |
126.13 |
|
2.618 |
125.26 |
|
4.250 |
123.84 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.98 |
128.12 |
| PP |
127.87 |
127.97 |
| S1 |
127.77 |
127.82 |
|