Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
127.64 |
128.35 |
0.71 |
0.6% |
128.98 |
High |
128.46 |
128.67 |
0.21 |
0.2% |
129.14 |
Low |
127.47 |
128.19 |
0.72 |
0.6% |
127.54 |
Close |
128.10 |
128.62 |
0.52 |
0.4% |
127.67 |
Range |
0.99 |
0.48 |
-0.51 |
-51.5% |
1.60 |
ATR |
0.83 |
0.81 |
-0.02 |
-2.2% |
0.00 |
Volume |
895,737 |
704,379 |
-191,358 |
-21.4% |
4,196,023 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.93 |
129.76 |
128.88 |
|
R3 |
129.45 |
129.28 |
128.75 |
|
R2 |
128.97 |
128.97 |
128.71 |
|
R1 |
128.80 |
128.80 |
128.66 |
128.89 |
PP |
128.49 |
128.49 |
128.49 |
128.54 |
S1 |
128.32 |
128.32 |
128.58 |
128.41 |
S2 |
128.01 |
128.01 |
128.53 |
|
S3 |
127.53 |
127.84 |
128.49 |
|
S4 |
127.05 |
127.36 |
128.36 |
|
|
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 |
128.67 |
127.12 |
1.55 |
1.2% |
0.70 |
0.5% |
97% |
True |
False |
792,806 |
10 |
129.39 |
127.12 |
2.27 |
1.8% |
0.79 |
0.6% |
66% |
False |
False |
818,672 |
20 |
129.93 |
127.12 |
2.81 |
2.2% |
0.75 |
0.6% |
53% |
False |
False |
634,150 |
40 |
129.93 |
123.63 |
6.30 |
4.9% |
0.82 |
0.6% |
79% |
False |
False |
319,376 |
60 |
129.93 |
121.60 |
8.33 |
6.5% |
0.70 |
0.5% |
84% |
False |
False |
213,166 |
80 |
129.93 |
121.50 |
8.43 |
6.6% |
0.62 |
0.5% |
84% |
False |
False |
159,898 |
100 |
129.93 |
120.76 |
9.17 |
7.1% |
0.49 |
0.4% |
86% |
False |
False |
127,946 |
120 |
129.93 |
119.43 |
10.50 |
8.2% |
0.41 |
0.3% |
88% |
False |
False |
106,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.71 |
2.618 |
129.93 |
1.618 |
129.45 |
1.000 |
129.15 |
0.618 |
128.97 |
HIGH |
128.67 |
0.618 |
128.49 |
0.500 |
128.43 |
0.382 |
128.37 |
LOW |
128.19 |
0.618 |
127.89 |
1.000 |
127.71 |
1.618 |
127.41 |
2.618 |
126.93 |
4.250 |
126.15 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
128.56 |
128.38 |
PP |
128.49 |
128.14 |
S1 |
128.43 |
127.90 |
|