Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
128.35 |
128.42 |
0.07 |
0.1% |
128.98 |
High |
128.67 |
129.16 |
0.49 |
0.4% |
129.14 |
Low |
128.19 |
128.40 |
0.21 |
0.2% |
127.54 |
Close |
128.62 |
129.14 |
0.52 |
0.4% |
127.67 |
Range |
0.48 |
0.76 |
0.28 |
58.3% |
1.60 |
ATR |
0.81 |
0.81 |
0.00 |
-0.5% |
0.00 |
Volume |
704,379 |
712,809 |
8,430 |
1.2% |
4,196,023 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.18 |
130.92 |
129.56 |
|
R3 |
130.42 |
130.16 |
129.35 |
|
R2 |
129.66 |
129.66 |
129.28 |
|
R1 |
129.40 |
129.40 |
129.21 |
129.53 |
PP |
128.90 |
128.90 |
128.90 |
128.97 |
S1 |
128.64 |
128.64 |
129.07 |
128.77 |
S2 |
128.14 |
128.14 |
129.00 |
|
S3 |
127.38 |
127.88 |
128.93 |
|
S4 |
126.62 |
127.12 |
128.72 |
|
|
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 |
129.16 |
127.12 |
2.04 |
1.6% |
0.72 |
0.6% |
99% |
True |
False |
733,891 |
10 |
129.30 |
127.12 |
2.18 |
1.7% |
0.77 |
0.6% |
93% |
False |
False |
795,327 |
20 |
129.93 |
127.12 |
2.81 |
2.2% |
0.75 |
0.6% |
72% |
False |
False |
668,819 |
40 |
129.93 |
123.73 |
6.20 |
4.8% |
0.83 |
0.6% |
87% |
False |
False |
337,182 |
60 |
129.93 |
121.60 |
8.33 |
6.5% |
0.71 |
0.5% |
91% |
False |
False |
225,045 |
80 |
129.93 |
121.50 |
8.43 |
6.5% |
0.61 |
0.5% |
91% |
False |
False |
168,808 |
100 |
129.93 |
120.76 |
9.17 |
7.1% |
0.50 |
0.4% |
91% |
False |
False |
135,073 |
120 |
129.93 |
119.43 |
10.50 |
8.1% |
0.42 |
0.3% |
92% |
False |
False |
112,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.39 |
2.618 |
131.15 |
1.618 |
130.39 |
1.000 |
129.92 |
0.618 |
129.63 |
HIGH |
129.16 |
0.618 |
128.87 |
0.500 |
128.78 |
0.382 |
128.69 |
LOW |
128.40 |
0.618 |
127.93 |
1.000 |
127.64 |
1.618 |
127.17 |
2.618 |
126.41 |
4.250 |
125.17 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
129.02 |
128.87 |
PP |
128.90 |
128.59 |
S1 |
128.78 |
128.32 |
|