Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
125.20 |
124.75 |
-0.45 |
-0.4% |
123.71 |
| High |
125.51 |
124.76 |
-0.75 |
-0.6% |
124.31 |
| Low |
124.30 |
124.23 |
-0.07 |
-0.1% |
123.37 |
| Close |
124.60 |
124.43 |
-0.17 |
-0.1% |
123.97 |
| Range |
1.21 |
0.53 |
-0.68 |
-56.2% |
0.94 |
| ATR |
0.62 |
0.62 |
-0.01 |
-1.1% |
0.00 |
| Volume |
1,825,659 |
951,400 |
-874,259 |
-47.9% |
4,750,723 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.06 |
125.78 |
124.72 |
|
| R3 |
125.53 |
125.25 |
124.58 |
|
| R2 |
125.00 |
125.00 |
124.53 |
|
| R1 |
124.72 |
124.72 |
124.48 |
124.60 |
| PP |
124.47 |
124.47 |
124.47 |
124.41 |
| S1 |
124.19 |
124.19 |
124.38 |
124.07 |
| S2 |
123.94 |
123.94 |
124.33 |
|
| S3 |
123.41 |
123.66 |
124.28 |
|
| S4 |
122.88 |
123.13 |
124.14 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.70 |
126.28 |
124.49 |
|
| R3 |
125.76 |
125.34 |
124.23 |
|
| R2 |
124.82 |
124.82 |
124.14 |
|
| R1 |
124.40 |
124.40 |
124.06 |
124.61 |
| PP |
123.88 |
123.88 |
123.88 |
123.99 |
| S1 |
123.46 |
123.46 |
123.88 |
123.67 |
| S2 |
122.94 |
122.94 |
123.80 |
|
| S3 |
122.00 |
122.52 |
123.71 |
|
| S4 |
121.06 |
121.58 |
123.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.51 |
123.57 |
1.94 |
1.6% |
0.83 |
0.7% |
44% |
False |
False |
1,137,849 |
| 10 |
125.51 |
123.25 |
2.26 |
1.8% |
0.65 |
0.5% |
52% |
False |
False |
1,027,926 |
| 20 |
125.51 |
122.11 |
3.40 |
2.7% |
0.58 |
0.5% |
68% |
False |
False |
945,899 |
| 40 |
125.51 |
122.07 |
3.44 |
2.8% |
0.52 |
0.4% |
69% |
False |
False |
850,599 |
| 60 |
125.51 |
121.10 |
4.41 |
3.5% |
0.51 |
0.4% |
76% |
False |
False |
577,137 |
| 80 |
125.51 |
119.78 |
5.73 |
4.6% |
0.48 |
0.4% |
81% |
False |
False |
432,912 |
| 100 |
125.51 |
119.52 |
5.99 |
4.8% |
0.45 |
0.4% |
82% |
False |
False |
346,350 |
| 120 |
125.51 |
119.52 |
5.99 |
4.8% |
0.37 |
0.3% |
82% |
False |
False |
288,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.01 |
|
2.618 |
126.15 |
|
1.618 |
125.62 |
|
1.000 |
125.29 |
|
0.618 |
125.09 |
|
HIGH |
124.76 |
|
0.618 |
124.56 |
|
0.500 |
124.50 |
|
0.382 |
124.43 |
|
LOW |
124.23 |
|
0.618 |
123.90 |
|
1.000 |
123.70 |
|
1.618 |
123.37 |
|
2.618 |
122.84 |
|
4.250 |
121.98 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.50 |
124.78 |
| PP |
124.47 |
124.66 |
| S1 |
124.45 |
124.55 |
|