Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
125.79 |
126.65 |
0.86 |
0.7% |
124.11 |
High |
127.46 |
127.13 |
-0.33 |
-0.3% |
127.46 |
Low |
125.33 |
125.96 |
0.63 |
0.5% |
123.73 |
Close |
126.50 |
126.47 |
-0.03 |
0.0% |
126.47 |
Range |
2.13 |
1.17 |
-0.96 |
-45.1% |
3.73 |
ATR |
0.75 |
0.78 |
0.03 |
4.1% |
0.00 |
Volume |
3,005 |
2,557 |
-448 |
-14.9% |
9,435 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.03 |
129.42 |
127.11 |
|
R3 |
128.86 |
128.25 |
126.79 |
|
R2 |
127.69 |
127.69 |
126.68 |
|
R1 |
127.08 |
127.08 |
126.58 |
126.80 |
PP |
126.52 |
126.52 |
126.52 |
126.38 |
S1 |
125.91 |
125.91 |
126.36 |
125.63 |
S2 |
125.35 |
125.35 |
126.26 |
|
S3 |
124.18 |
124.74 |
126.15 |
|
S4 |
123.01 |
123.57 |
125.83 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.08 |
135.50 |
128.52 |
|
R3 |
133.35 |
131.77 |
127.50 |
|
R2 |
129.62 |
129.62 |
127.15 |
|
R1 |
128.04 |
128.04 |
126.81 |
128.83 |
PP |
125.89 |
125.89 |
125.89 |
126.28 |
S1 |
124.31 |
124.31 |
126.13 |
125.10 |
S2 |
122.16 |
122.16 |
125.79 |
|
S3 |
118.43 |
120.58 |
125.44 |
|
S4 |
114.70 |
116.85 |
124.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127.46 |
123.73 |
3.73 |
2.9% |
1.22 |
1.0% |
73% |
False |
False |
1,887 |
10 |
127.46 |
123.16 |
4.30 |
3.4% |
0.99 |
0.8% |
77% |
False |
False |
1,697 |
20 |
127.46 |
121.60 |
5.86 |
4.6% |
0.70 |
0.6% |
83% |
False |
False |
1,200 |
40 |
127.46 |
121.55 |
5.91 |
4.7% |
0.53 |
0.4% |
83% |
False |
False |
677 |
60 |
127.46 |
120.76 |
6.70 |
5.3% |
0.40 |
0.3% |
85% |
False |
False |
477 |
80 |
127.46 |
120.44 |
7.02 |
5.6% |
0.30 |
0.2% |
86% |
False |
False |
419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.10 |
2.618 |
130.19 |
1.618 |
129.02 |
1.000 |
128.30 |
0.618 |
127.85 |
HIGH |
127.13 |
0.618 |
126.68 |
0.500 |
126.55 |
0.382 |
126.41 |
LOW |
125.96 |
0.618 |
125.24 |
1.000 |
124.79 |
1.618 |
124.07 |
2.618 |
122.90 |
4.250 |
120.99 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
126.55 |
126.39 |
PP |
126.52 |
126.30 |
S1 |
126.50 |
126.22 |
|