Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
128.27 |
127.37 |
-0.90 |
-0.7% |
128.98 |
| High |
128.41 |
127.63 |
-0.78 |
-0.6% |
129.14 |
| Low |
127.54 |
127.12 |
-0.42 |
-0.3% |
127.54 |
| Close |
127.67 |
127.40 |
-0.27 |
-0.2% |
127.67 |
| Range |
0.87 |
0.51 |
-0.36 |
-41.4% |
1.60 |
| ATR |
0.83 |
0.81 |
-0.02 |
-2.4% |
0.00 |
| Volume |
711,625 |
644,907 |
-66,718 |
-9.4% |
4,196,023 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.91 |
128.67 |
127.68 |
|
| R3 |
128.40 |
128.16 |
127.54 |
|
| R2 |
127.89 |
127.89 |
127.49 |
|
| R1 |
127.65 |
127.65 |
127.45 |
127.77 |
| PP |
127.38 |
127.38 |
127.38 |
127.45 |
| S1 |
127.14 |
127.14 |
127.35 |
127.26 |
| S2 |
126.87 |
126.87 |
127.31 |
|
| S3 |
126.36 |
126.63 |
127.26 |
|
| S4 |
125.85 |
126.12 |
127.12 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.92 |
131.89 |
128.55 |
|
| R3 |
131.32 |
130.29 |
128.11 |
|
| R2 |
129.72 |
129.72 |
127.96 |
|
| R1 |
128.69 |
128.69 |
127.82 |
128.41 |
| PP |
128.12 |
128.12 |
128.12 |
127.97 |
| S1 |
127.09 |
127.09 |
127.52 |
126.81 |
| S2 |
126.52 |
126.52 |
127.38 |
|
| S3 |
124.92 |
125.49 |
127.23 |
|
| S4 |
123.32 |
123.89 |
126.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.14 |
127.12 |
2.02 |
1.6% |
0.78 |
0.6% |
14% |
False |
True |
837,024 |
| 10 |
129.93 |
127.12 |
2.81 |
2.2% |
0.79 |
0.6% |
10% |
False |
True |
829,294 |
| 20 |
129.93 |
127.12 |
2.81 |
2.2% |
0.74 |
0.6% |
10% |
False |
True |
555,674 |
| 40 |
129.93 |
123.61 |
6.32 |
5.0% |
0.84 |
0.7% |
60% |
False |
False |
279,479 |
| 60 |
129.93 |
121.60 |
8.33 |
6.5% |
0.69 |
0.5% |
70% |
False |
False |
186,500 |
| 80 |
129.93 |
121.50 |
8.43 |
6.6% |
0.60 |
0.5% |
70% |
False |
False |
139,902 |
| 100 |
129.93 |
120.76 |
9.17 |
7.2% |
0.48 |
0.4% |
72% |
False |
False |
111,947 |
| 120 |
129.93 |
119.39 |
10.54 |
8.3% |
0.40 |
0.3% |
76% |
False |
False |
93,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.80 |
|
2.618 |
128.97 |
|
1.618 |
128.46 |
|
1.000 |
128.14 |
|
0.618 |
127.95 |
|
HIGH |
127.63 |
|
0.618 |
127.44 |
|
0.500 |
127.38 |
|
0.382 |
127.31 |
|
LOW |
127.12 |
|
0.618 |
126.80 |
|
1.000 |
126.61 |
|
1.618 |
126.29 |
|
2.618 |
125.78 |
|
4.250 |
124.95 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.39 |
127.83 |
| PP |
127.38 |
127.69 |
| S1 |
127.38 |
127.54 |
|