Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
124.61 |
124.47 |
-0.14 |
-0.1% |
123.89 |
| High |
124.66 |
125.82 |
1.16 |
0.9% |
125.51 |
| Low |
124.27 |
124.43 |
0.16 |
0.1% |
123.77 |
| Close |
124.50 |
125.51 |
1.01 |
0.8% |
124.85 |
| Range |
0.39 |
1.39 |
1.00 |
256.4% |
1.74 |
| ATR |
0.61 |
0.67 |
0.06 |
9.1% |
0.00 |
| Volume |
353,576 |
1,284,156 |
930,580 |
263.2% |
5,520,880 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.42 |
128.86 |
126.27 |
|
| R3 |
128.03 |
127.47 |
125.89 |
|
| R2 |
126.64 |
126.64 |
125.76 |
|
| R1 |
126.08 |
126.08 |
125.64 |
126.36 |
| PP |
125.25 |
125.25 |
125.25 |
125.40 |
| S1 |
124.69 |
124.69 |
125.38 |
124.97 |
| S2 |
123.86 |
123.86 |
125.26 |
|
| S3 |
122.47 |
123.30 |
125.13 |
|
| S4 |
121.08 |
121.91 |
124.75 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.93 |
129.13 |
125.81 |
|
| R3 |
128.19 |
127.39 |
125.33 |
|
| R2 |
126.45 |
126.45 |
125.17 |
|
| R1 |
125.65 |
125.65 |
125.01 |
126.05 |
| PP |
124.71 |
124.71 |
124.71 |
124.91 |
| S1 |
123.91 |
123.91 |
124.69 |
124.31 |
| S2 |
122.97 |
122.97 |
124.53 |
|
| S3 |
121.23 |
122.17 |
124.37 |
|
| S4 |
119.49 |
120.43 |
123.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.82 |
124.23 |
1.59 |
1.3% |
0.82 |
0.7% |
81% |
True |
False |
1,047,233 |
| 10 |
125.82 |
123.37 |
2.45 |
2.0% |
0.77 |
0.6% |
87% |
True |
False |
1,033,060 |
| 20 |
125.82 |
122.11 |
3.71 |
3.0% |
0.63 |
0.5% |
92% |
True |
False |
949,554 |
| 40 |
125.82 |
122.07 |
3.75 |
3.0% |
0.55 |
0.4% |
92% |
True |
False |
857,767 |
| 60 |
125.82 |
121.10 |
4.72 |
3.8% |
0.52 |
0.4% |
93% |
True |
False |
618,061 |
| 80 |
125.82 |
119.80 |
6.02 |
4.8% |
0.50 |
0.4% |
95% |
True |
False |
463,649 |
| 100 |
125.82 |
119.52 |
6.30 |
5.0% |
0.47 |
0.4% |
95% |
True |
False |
370,937 |
| 120 |
125.82 |
119.52 |
6.30 |
5.0% |
0.39 |
0.3% |
95% |
True |
False |
309,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.73 |
|
2.618 |
129.46 |
|
1.618 |
128.07 |
|
1.000 |
127.21 |
|
0.618 |
126.68 |
|
HIGH |
125.82 |
|
0.618 |
125.29 |
|
0.500 |
125.13 |
|
0.382 |
124.96 |
|
LOW |
124.43 |
|
0.618 |
123.57 |
|
1.000 |
123.04 |
|
1.618 |
122.18 |
|
2.618 |
120.79 |
|
4.250 |
118.52 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125.38 |
125.36 |
| PP |
125.25 |
125.20 |
| S1 |
125.13 |
125.05 |
|