Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
122.70 |
122.89 |
0.19 |
0.2% |
122.98 |
| High |
123.13 |
123.26 |
0.13 |
0.1% |
123.60 |
| Low |
122.62 |
122.78 |
0.16 |
0.1% |
122.54 |
| Close |
122.98 |
123.14 |
0.16 |
0.1% |
122.84 |
| Range |
0.51 |
0.48 |
-0.03 |
-5.9% |
1.06 |
| ATR |
0.54 |
0.54 |
0.00 |
-0.8% |
0.00 |
| Volume |
920,851 |
998,151 |
77,300 |
8.4% |
3,374,304 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.50 |
124.30 |
123.40 |
|
| R3 |
124.02 |
123.82 |
123.27 |
|
| R2 |
123.54 |
123.54 |
123.23 |
|
| R1 |
123.34 |
123.34 |
123.18 |
123.44 |
| PP |
123.06 |
123.06 |
123.06 |
123.11 |
| S1 |
122.86 |
122.86 |
123.10 |
122.96 |
| S2 |
122.58 |
122.58 |
123.05 |
|
| S3 |
122.10 |
122.38 |
123.01 |
|
| S4 |
121.62 |
121.90 |
122.88 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.17 |
125.57 |
123.42 |
|
| R3 |
125.11 |
124.51 |
123.13 |
|
| R2 |
124.05 |
124.05 |
123.03 |
|
| R1 |
123.45 |
123.45 |
122.94 |
123.22 |
| PP |
122.99 |
122.99 |
122.99 |
122.88 |
| S1 |
122.39 |
122.39 |
122.74 |
122.16 |
| S2 |
121.93 |
121.93 |
122.65 |
|
| S3 |
120.87 |
121.33 |
122.55 |
|
| S4 |
119.81 |
120.27 |
122.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.60 |
122.11 |
1.49 |
1.2% |
0.53 |
0.4% |
69% |
False |
False |
879,790 |
| 10 |
123.60 |
122.11 |
1.49 |
1.2% |
0.51 |
0.4% |
69% |
False |
False |
840,696 |
| 20 |
123.78 |
122.11 |
1.67 |
1.4% |
0.51 |
0.4% |
62% |
False |
False |
815,279 |
| 40 |
123.78 |
121.10 |
2.68 |
2.2% |
0.48 |
0.4% |
76% |
False |
False |
582,664 |
| 60 |
123.78 |
121.01 |
2.77 |
2.2% |
0.47 |
0.4% |
77% |
False |
False |
388,670 |
| 80 |
123.78 |
119.52 |
4.26 |
3.5% |
0.44 |
0.4% |
85% |
False |
False |
291,535 |
| 100 |
123.78 |
119.52 |
4.26 |
3.5% |
0.38 |
0.3% |
85% |
False |
False |
233,244 |
| 120 |
123.78 |
119.52 |
4.26 |
3.5% |
0.32 |
0.3% |
85% |
False |
False |
194,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.30 |
|
2.618 |
124.52 |
|
1.618 |
124.04 |
|
1.000 |
123.74 |
|
0.618 |
123.56 |
|
HIGH |
123.26 |
|
0.618 |
123.08 |
|
0.500 |
123.02 |
|
0.382 |
122.96 |
|
LOW |
122.78 |
|
0.618 |
122.48 |
|
1.000 |
122.30 |
|
1.618 |
122.00 |
|
2.618 |
121.52 |
|
4.250 |
120.74 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123.10 |
122.99 |
| PP |
123.06 |
122.84 |
| S1 |
123.02 |
122.69 |
|