Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
128.15 |
128.40 |
0.25 |
0.2% |
129.29 |
| High |
128.70 |
128.54 |
-0.16 |
-0.1% |
129.93 |
| Low |
127.92 |
127.89 |
-0.03 |
0.0% |
128.38 |
| Close |
128.33 |
128.36 |
0.03 |
0.0% |
129.25 |
| Range |
0.78 |
0.65 |
-0.13 |
-16.7% |
1.55 |
| ATR |
0.84 |
0.83 |
-0.01 |
-1.6% |
0.00 |
| Volume |
812,507 |
1,007,382 |
194,875 |
24.0% |
4,315,325 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.21 |
129.94 |
128.72 |
|
| R3 |
129.56 |
129.29 |
128.54 |
|
| R2 |
128.91 |
128.91 |
128.48 |
|
| R1 |
128.64 |
128.64 |
128.42 |
128.45 |
| PP |
128.26 |
128.26 |
128.26 |
128.17 |
| S1 |
127.99 |
127.99 |
128.30 |
127.80 |
| S2 |
127.61 |
127.61 |
128.24 |
|
| S3 |
126.96 |
127.34 |
128.18 |
|
| S4 |
126.31 |
126.69 |
128.00 |
|
|
| 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 |
129.30 |
127.89 |
1.41 |
1.1% |
0.81 |
0.6% |
33% |
False |
True |
856,763 |
| 10 |
129.93 |
127.89 |
2.04 |
1.6% |
0.81 |
0.6% |
23% |
False |
True |
860,664 |
| 20 |
129.93 |
127.40 |
2.53 |
2.0% |
0.75 |
0.6% |
38% |
False |
False |
488,466 |
| 40 |
129.93 |
123.00 |
6.93 |
5.4% |
0.83 |
0.6% |
77% |
False |
False |
245,660 |
| 60 |
129.93 |
121.60 |
8.33 |
6.5% |
0.68 |
0.5% |
81% |
False |
False |
163,896 |
| 80 |
129.93 |
121.50 |
8.43 |
6.6% |
0.58 |
0.5% |
81% |
False |
False |
122,946 |
| 100 |
129.93 |
120.76 |
9.17 |
7.1% |
0.47 |
0.4% |
83% |
False |
False |
98,393 |
| 120 |
129.93 |
119.39 |
10.54 |
8.2% |
0.39 |
0.3% |
85% |
False |
False |
82,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.30 |
|
2.618 |
130.24 |
|
1.618 |
129.59 |
|
1.000 |
129.19 |
|
0.618 |
128.94 |
|
HIGH |
128.54 |
|
0.618 |
128.29 |
|
0.500 |
128.22 |
|
0.382 |
128.14 |
|
LOW |
127.89 |
|
0.618 |
127.49 |
|
1.000 |
127.24 |
|
1.618 |
126.84 |
|
2.618 |
126.19 |
|
4.250 |
125.13 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.31 |
128.52 |
| PP |
128.26 |
128.46 |
| S1 |
128.22 |
128.41 |
|