Euro Bund Future September 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 |
124.11 |
123.95 |
-0.16 |
-0.1% |
123.23 |
| High |
124.11 |
125.25 |
1.14 |
0.9% |
124.95 |
| Low |
123.73 |
123.95 |
0.22 |
0.2% |
123.16 |
| Close |
123.92 |
124.96 |
1.04 |
0.8% |
124.27 |
| Range |
0.38 |
1.30 |
0.92 |
242.1% |
1.79 |
| ATR |
0.54 |
0.60 |
0.06 |
10.3% |
0.00 |
| Volume |
50 |
797 |
747 |
1,494.0% |
7,539 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.62 |
128.09 |
125.68 |
|
| R3 |
127.32 |
126.79 |
125.32 |
|
| R2 |
126.02 |
126.02 |
125.20 |
|
| R1 |
125.49 |
125.49 |
125.08 |
125.76 |
| PP |
124.72 |
124.72 |
124.72 |
124.85 |
| S1 |
124.19 |
124.19 |
124.84 |
124.46 |
| S2 |
123.42 |
123.42 |
124.72 |
|
| S3 |
122.12 |
122.89 |
124.60 |
|
| S4 |
120.82 |
121.59 |
124.25 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.50 |
128.67 |
125.25 |
|
| R3 |
127.71 |
126.88 |
124.76 |
|
| R2 |
125.92 |
125.92 |
124.60 |
|
| R1 |
125.09 |
125.09 |
124.43 |
125.51 |
| PP |
124.13 |
124.13 |
124.13 |
124.33 |
| S1 |
123.30 |
123.30 |
124.11 |
123.72 |
| S2 |
122.34 |
122.34 |
123.94 |
|
| S3 |
120.55 |
121.51 |
123.78 |
|
| S4 |
118.76 |
119.72 |
123.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.25 |
123.63 |
1.62 |
1.3% |
0.76 |
0.6% |
82% |
True |
False |
1,026 |
| 10 |
125.25 |
122.75 |
2.50 |
2.0% |
0.70 |
0.6% |
88% |
True |
False |
1,376 |
| 20 |
125.25 |
121.60 |
3.65 |
2.9% |
0.55 |
0.4% |
92% |
True |
False |
820 |
| 40 |
125.25 |
121.50 |
3.75 |
3.0% |
0.44 |
0.4% |
92% |
True |
False |
467 |
| 60 |
125.25 |
120.76 |
4.49 |
3.6% |
0.32 |
0.3% |
94% |
True |
False |
343 |
| 80 |
125.25 |
119.91 |
5.34 |
4.3% |
0.24 |
0.2% |
95% |
True |
False |
315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.78 |
|
2.618 |
128.65 |
|
1.618 |
127.35 |
|
1.000 |
126.55 |
|
0.618 |
126.05 |
|
HIGH |
125.25 |
|
0.618 |
124.75 |
|
0.500 |
124.60 |
|
0.382 |
124.45 |
|
LOW |
123.95 |
|
0.618 |
123.15 |
|
1.000 |
122.65 |
|
1.618 |
121.85 |
|
2.618 |
120.55 |
|
4.250 |
118.43 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.84 |
124.80 |
| PP |
124.72 |
124.65 |
| S1 |
124.60 |
124.49 |
|