Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
121.99 |
122.09 |
0.10 |
0.1% |
122.19 |
High |
122.10 |
122.49 |
0.39 |
0.3% |
122.96 |
Low |
121.60 |
122.09 |
0.49 |
0.4% |
122.13 |
Close |
122.03 |
122.35 |
0.32 |
0.3% |
122.21 |
Range |
0.50 |
0.40 |
-0.10 |
-20.0% |
0.83 |
ATR |
0.45 |
0.45 |
0.00 |
0.2% |
0.00 |
Volume |
573 |
130 |
-443 |
-77.3% |
1,049 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.51 |
123.33 |
122.57 |
|
R3 |
123.11 |
122.93 |
122.46 |
|
R2 |
122.71 |
122.71 |
122.42 |
|
R1 |
122.53 |
122.53 |
122.39 |
122.62 |
PP |
122.31 |
122.31 |
122.31 |
122.36 |
S1 |
122.13 |
122.13 |
122.31 |
122.22 |
S2 |
121.91 |
121.91 |
122.28 |
|
S3 |
121.51 |
121.73 |
122.24 |
|
S4 |
121.11 |
121.33 |
122.13 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.92 |
124.40 |
122.67 |
|
R3 |
124.09 |
123.57 |
122.44 |
|
R2 |
123.26 |
123.26 |
122.36 |
|
R1 |
122.74 |
122.74 |
122.29 |
123.00 |
PP |
122.43 |
122.43 |
122.43 |
122.57 |
S1 |
121.91 |
121.91 |
122.13 |
122.17 |
S2 |
121.60 |
121.60 |
122.06 |
|
S3 |
120.77 |
121.08 |
121.98 |
|
S4 |
119.94 |
120.25 |
121.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.96 |
121.60 |
1.36 |
1.1% |
0.46 |
0.4% |
55% |
False |
False |
337 |
10 |
122.96 |
121.60 |
1.36 |
1.1% |
0.38 |
0.3% |
55% |
False |
False |
221 |
20 |
123.10 |
121.60 |
1.50 |
1.2% |
0.37 |
0.3% |
50% |
False |
False |
178 |
40 |
123.32 |
120.76 |
2.56 |
2.1% |
0.27 |
0.2% |
62% |
False |
False |
127 |
60 |
123.32 |
120.68 |
2.64 |
2.2% |
0.18 |
0.1% |
63% |
False |
False |
162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.19 |
2.618 |
123.54 |
1.618 |
123.14 |
1.000 |
122.89 |
0.618 |
122.74 |
HIGH |
122.49 |
0.618 |
122.34 |
0.500 |
122.29 |
0.382 |
122.24 |
LOW |
122.09 |
0.618 |
121.84 |
1.000 |
121.69 |
1.618 |
121.44 |
2.618 |
121.04 |
4.250 |
120.39 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
122.33 |
122.29 |
PP |
122.31 |
122.22 |
S1 |
122.29 |
122.16 |
|