Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
122.75 |
123.20 |
0.45 |
0.4% |
121.99 |
High |
123.22 |
123.67 |
0.45 |
0.4% |
123.10 |
Low |
122.75 |
123.07 |
0.32 |
0.3% |
121.60 |
Close |
123.12 |
123.39 |
0.27 |
0.2% |
123.02 |
Range |
0.47 |
0.60 |
0.13 |
27.7% |
1.50 |
ATR |
0.42 |
0.44 |
0.01 |
3.0% |
0.00 |
Volume |
797 |
3,010 |
2,213 |
277.7% |
1,379 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.18 |
124.88 |
123.72 |
|
R3 |
124.58 |
124.28 |
123.56 |
|
R2 |
123.98 |
123.98 |
123.50 |
|
R1 |
123.68 |
123.68 |
123.45 |
123.83 |
PP |
123.38 |
123.38 |
123.38 |
123.45 |
S1 |
123.08 |
123.08 |
123.34 |
123.23 |
S2 |
122.78 |
122.78 |
123.28 |
|
S3 |
122.18 |
122.48 |
123.23 |
|
S4 |
121.58 |
121.88 |
123.06 |
|
|
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 |
123.67 |
122.67 |
1.00 |
0.8% |
0.38 |
0.3% |
72% |
True |
False |
890 |
10 |
123.67 |
121.60 |
2.07 |
1.7% |
0.42 |
0.3% |
86% |
True |
False |
557 |
20 |
123.67 |
121.60 |
2.07 |
1.7% |
0.38 |
0.3% |
86% |
True |
False |
368 |
40 |
123.67 |
121.50 |
2.17 |
1.8% |
0.33 |
0.3% |
87% |
True |
False |
233 |
60 |
123.67 |
120.76 |
2.91 |
2.4% |
0.22 |
0.2% |
90% |
True |
False |
214 |
80 |
123.67 |
119.39 |
4.28 |
3.5% |
0.17 |
0.1% |
93% |
True |
False |
191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.22 |
2.618 |
125.24 |
1.618 |
124.64 |
1.000 |
124.27 |
0.618 |
124.04 |
HIGH |
123.67 |
0.618 |
123.44 |
0.500 |
123.37 |
0.382 |
123.30 |
LOW |
123.07 |
0.618 |
122.70 |
1.000 |
122.47 |
1.618 |
122.10 |
2.618 |
121.50 |
4.250 |
120.52 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
123.38 |
123.33 |
PP |
123.38 |
123.27 |
S1 |
123.37 |
123.21 |
|