Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
123.04 |
122.75 |
-0.29 |
-0.2% |
121.99 |
| High |
123.04 |
123.22 |
0.18 |
0.1% |
123.10 |
| Low |
122.80 |
122.75 |
-0.05 |
0.0% |
121.60 |
| Close |
122.85 |
123.12 |
0.27 |
0.2% |
123.02 |
| Range |
0.24 |
0.47 |
0.23 |
95.8% |
1.50 |
| ATR |
0.42 |
0.42 |
0.00 |
0.8% |
0.00 |
| Volume |
153 |
797 |
644 |
420.9% |
1,379 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.44 |
124.25 |
123.38 |
|
| R3 |
123.97 |
123.78 |
123.25 |
|
| R2 |
123.50 |
123.50 |
123.21 |
|
| R1 |
123.31 |
123.31 |
123.16 |
123.41 |
| PP |
123.03 |
123.03 |
123.03 |
123.08 |
| S1 |
122.84 |
122.84 |
123.08 |
122.94 |
| S2 |
122.56 |
122.56 |
123.03 |
|
| S3 |
122.09 |
122.37 |
122.99 |
|
| S4 |
121.62 |
121.90 |
122.86 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.07 |
126.55 |
123.85 |
|
| R3 |
125.57 |
125.05 |
123.43 |
|
| R2 |
124.07 |
124.07 |
123.30 |
|
| R1 |
123.55 |
123.55 |
123.16 |
123.81 |
| PP |
122.57 |
122.57 |
122.57 |
122.71 |
| S1 |
122.05 |
122.05 |
122.88 |
122.31 |
| S2 |
121.07 |
121.07 |
122.75 |
|
| S3 |
119.57 |
120.55 |
122.61 |
|
| S4 |
118.07 |
119.05 |
122.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.22 |
122.28 |
0.94 |
0.8% |
0.35 |
0.3% |
89% |
True |
False |
307 |
| 10 |
123.22 |
121.60 |
1.62 |
1.3% |
0.39 |
0.3% |
94% |
True |
False |
259 |
| 20 |
123.22 |
121.60 |
1.62 |
1.3% |
0.36 |
0.3% |
94% |
True |
False |
221 |
| 40 |
123.32 |
121.50 |
1.82 |
1.5% |
0.32 |
0.3% |
89% |
False |
False |
160 |
| 60 |
123.32 |
120.76 |
2.56 |
2.1% |
0.21 |
0.2% |
92% |
False |
False |
168 |
| 80 |
123.32 |
119.39 |
3.93 |
3.2% |
0.16 |
0.1% |
95% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.22 |
|
2.618 |
124.45 |
|
1.618 |
123.98 |
|
1.000 |
123.69 |
|
0.618 |
123.51 |
|
HIGH |
123.22 |
|
0.618 |
123.04 |
|
0.500 |
122.99 |
|
0.382 |
122.93 |
|
LOW |
122.75 |
|
0.618 |
122.46 |
|
1.000 |
122.28 |
|
1.618 |
121.99 |
|
2.618 |
121.52 |
|
4.250 |
120.75 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123.08 |
123.08 |
| PP |
123.03 |
123.03 |
| S1 |
122.99 |
122.99 |
|