Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
128.98 |
128.91 |
-0.07 |
-0.1% |
129.29 |
| High |
129.02 |
129.14 |
0.12 |
0.1% |
129.93 |
| Low |
128.41 |
128.03 |
-0.38 |
-0.3% |
128.38 |
| Close |
128.53 |
128.30 |
-0.23 |
-0.2% |
129.25 |
| Range |
0.61 |
1.11 |
0.50 |
82.0% |
1.55 |
| ATR |
0.83 |
0.85 |
0.02 |
2.4% |
0.00 |
| Volume |
655,806 |
1,008,703 |
352,897 |
53.8% |
4,315,325 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.82 |
131.17 |
128.91 |
|
| R3 |
130.71 |
130.06 |
128.61 |
|
| R2 |
129.60 |
129.60 |
128.50 |
|
| R1 |
128.95 |
128.95 |
128.40 |
128.72 |
| PP |
128.49 |
128.49 |
128.49 |
128.38 |
| S1 |
127.84 |
127.84 |
128.20 |
127.61 |
| S2 |
127.38 |
127.38 |
128.10 |
|
| S3 |
126.27 |
126.73 |
127.99 |
|
| S4 |
125.16 |
125.62 |
127.69 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.84 |
133.09 |
130.10 |
|
| R3 |
132.29 |
131.54 |
129.68 |
|
| R2 |
130.74 |
130.74 |
129.53 |
|
| R1 |
129.99 |
129.99 |
129.39 |
129.59 |
| PP |
129.19 |
129.19 |
129.19 |
128.99 |
| S1 |
128.44 |
128.44 |
129.11 |
128.04 |
| S2 |
127.64 |
127.64 |
128.97 |
|
| S3 |
126.09 |
126.89 |
128.82 |
|
| S4 |
124.54 |
125.34 |
128.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.72 |
128.03 |
1.69 |
1.3% |
0.85 |
0.7% |
16% |
False |
True |
849,250 |
| 10 |
129.93 |
127.67 |
2.26 |
1.8% |
0.79 |
0.6% |
28% |
False |
False |
770,745 |
| 20 |
129.93 |
126.40 |
3.53 |
2.8% |
0.79 |
0.6% |
54% |
False |
False |
398,399 |
| 40 |
129.93 |
122.75 |
7.18 |
5.6% |
0.82 |
0.6% |
77% |
False |
False |
200,258 |
| 60 |
129.93 |
121.60 |
8.33 |
6.5% |
0.67 |
0.5% |
80% |
False |
False |
133,570 |
| 80 |
129.93 |
120.92 |
9.01 |
7.0% |
0.56 |
0.4% |
82% |
False |
False |
100,200 |
| 100 |
129.93 |
120.76 |
9.17 |
7.1% |
0.45 |
0.4% |
82% |
False |
False |
80,199 |
| 120 |
129.93 |
119.39 |
10.54 |
8.2% |
0.38 |
0.3% |
85% |
False |
False |
66,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.86 |
|
2.618 |
132.05 |
|
1.618 |
130.94 |
|
1.000 |
130.25 |
|
0.618 |
129.83 |
|
HIGH |
129.14 |
|
0.618 |
128.72 |
|
0.500 |
128.59 |
|
0.382 |
128.45 |
|
LOW |
128.03 |
|
0.618 |
127.34 |
|
1.000 |
126.92 |
|
1.618 |
126.23 |
|
2.618 |
125.12 |
|
4.250 |
123.31 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.59 |
128.67 |
| PP |
128.49 |
128.54 |
| S1 |
128.40 |
128.42 |
|