Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
123.71 |
123.66 |
-0.05 |
0.0% |
122.53 |
| High |
123.88 |
123.74 |
-0.14 |
-0.1% |
123.74 |
| Low |
123.59 |
123.39 |
-0.20 |
-0.2% |
122.11 |
| Close |
123.74 |
123.50 |
-0.24 |
-0.2% |
123.65 |
| Range |
0.29 |
0.35 |
0.06 |
20.7% |
1.63 |
| ATR |
0.52 |
0.51 |
-0.01 |
-2.3% |
0.00 |
| Volume |
704,667 |
874,059 |
169,392 |
24.0% |
4,591,799 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.59 |
124.40 |
123.69 |
|
| R3 |
124.24 |
124.05 |
123.60 |
|
| R2 |
123.89 |
123.89 |
123.56 |
|
| R1 |
123.70 |
123.70 |
123.53 |
123.62 |
| PP |
123.54 |
123.54 |
123.54 |
123.51 |
| S1 |
123.35 |
123.35 |
123.47 |
123.27 |
| S2 |
123.19 |
123.19 |
123.44 |
|
| S3 |
122.84 |
123.00 |
123.40 |
|
| S4 |
122.49 |
122.65 |
123.31 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.06 |
127.48 |
124.55 |
|
| R3 |
126.43 |
125.85 |
124.10 |
|
| R2 |
124.80 |
124.80 |
123.95 |
|
| R1 |
124.22 |
124.22 |
123.80 |
124.51 |
| PP |
123.17 |
123.17 |
123.17 |
123.31 |
| S1 |
122.59 |
122.59 |
123.50 |
122.88 |
| S2 |
121.54 |
121.54 |
123.35 |
|
| S3 |
119.91 |
120.96 |
123.20 |
|
| S4 |
118.28 |
119.33 |
122.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.88 |
122.78 |
1.10 |
0.9% |
0.43 |
0.3% |
65% |
False |
False |
887,659 |
| 10 |
123.88 |
122.11 |
1.77 |
1.4% |
0.49 |
0.4% |
79% |
False |
False |
866,048 |
| 20 |
123.88 |
122.11 |
1.77 |
1.4% |
0.49 |
0.4% |
79% |
False |
False |
831,582 |
| 40 |
123.88 |
121.10 |
2.78 |
2.3% |
0.48 |
0.4% |
86% |
False |
False |
668,263 |
| 60 |
123.88 |
121.10 |
2.78 |
2.3% |
0.47 |
0.4% |
86% |
False |
False |
445,995 |
| 80 |
123.88 |
119.52 |
4.36 |
3.5% |
0.43 |
0.3% |
91% |
False |
False |
334,525 |
| 100 |
123.88 |
119.52 |
4.36 |
3.5% |
0.39 |
0.3% |
91% |
False |
False |
267,643 |
| 120 |
123.88 |
119.52 |
4.36 |
3.5% |
0.33 |
0.3% |
91% |
False |
False |
223,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.23 |
|
2.618 |
124.66 |
|
1.618 |
124.31 |
|
1.000 |
124.09 |
|
0.618 |
123.96 |
|
HIGH |
123.74 |
|
0.618 |
123.61 |
|
0.500 |
123.57 |
|
0.382 |
123.52 |
|
LOW |
123.39 |
|
0.618 |
123.17 |
|
1.000 |
123.04 |
|
1.618 |
122.82 |
|
2.618 |
122.47 |
|
4.250 |
121.90 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123.57 |
123.57 |
| PP |
123.54 |
123.54 |
| S1 |
123.52 |
123.52 |
|