Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
123.61 |
124.52 |
0.91 |
0.7% |
123.19 |
High |
124.75 |
124.95 |
0.20 |
0.2% |
123.67 |
Low |
123.61 |
123.85 |
0.24 |
0.2% |
122.75 |
Close |
124.03 |
124.04 |
0.01 |
0.0% |
123.32 |
Range |
1.14 |
1.10 |
-0.04 |
-3.5% |
0.92 |
ATR |
0.51 |
0.55 |
0.04 |
8.3% |
0.00 |
Volume |
1,083 |
3,168 |
2,085 |
192.5% |
5,655 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.58 |
126.91 |
124.65 |
|
R3 |
126.48 |
125.81 |
124.34 |
|
R2 |
125.38 |
125.38 |
124.24 |
|
R1 |
124.71 |
124.71 |
124.14 |
124.50 |
PP |
124.28 |
124.28 |
124.28 |
124.17 |
S1 |
123.61 |
123.61 |
123.94 |
123.40 |
S2 |
123.18 |
123.18 |
123.84 |
|
S3 |
122.08 |
122.51 |
123.74 |
|
S4 |
120.98 |
121.41 |
123.44 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.01 |
125.58 |
123.83 |
|
R3 |
125.09 |
124.66 |
123.57 |
|
R2 |
124.17 |
124.17 |
123.49 |
|
R1 |
123.74 |
123.74 |
123.40 |
123.96 |
PP |
123.25 |
123.25 |
123.25 |
123.35 |
S1 |
122.82 |
122.82 |
123.24 |
123.04 |
S2 |
122.33 |
122.33 |
123.15 |
|
S3 |
121.41 |
121.90 |
123.07 |
|
S4 |
120.49 |
120.98 |
122.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.95 |
123.00 |
1.95 |
1.6% |
0.77 |
0.6% |
53% |
True |
False |
2,200 |
10 |
124.95 |
122.28 |
2.67 |
2.2% |
0.56 |
0.4% |
66% |
True |
False |
1,253 |
20 |
124.95 |
121.60 |
3.35 |
2.7% |
0.46 |
0.4% |
73% |
True |
False |
745 |
40 |
124.95 |
121.50 |
3.45 |
2.8% |
0.42 |
0.3% |
74% |
True |
False |
420 |
60 |
124.95 |
120.76 |
4.19 |
3.4% |
0.28 |
0.2% |
78% |
True |
False |
327 |
80 |
124.95 |
119.43 |
5.52 |
4.5% |
0.21 |
0.2% |
84% |
True |
False |
291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.63 |
2.618 |
127.83 |
1.618 |
126.73 |
1.000 |
126.05 |
0.618 |
125.63 |
HIGH |
124.95 |
0.618 |
124.53 |
0.500 |
124.40 |
0.382 |
124.27 |
LOW |
123.85 |
0.618 |
123.17 |
1.000 |
122.75 |
1.618 |
122.07 |
2.618 |
120.97 |
4.250 |
119.18 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
124.40 |
124.06 |
PP |
124.28 |
124.05 |
S1 |
124.16 |
124.05 |
|