Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
127.37 |
127.64 |
0.27 |
0.2% |
128.98 |
| High |
127.63 |
128.46 |
0.83 |
0.7% |
129.14 |
| Low |
127.12 |
127.47 |
0.35 |
0.3% |
127.54 |
| Close |
127.40 |
128.10 |
0.70 |
0.5% |
127.67 |
| Range |
0.51 |
0.99 |
0.48 |
94.1% |
1.60 |
| ATR |
0.81 |
0.83 |
0.02 |
2.2% |
0.00 |
| Volume |
644,907 |
895,737 |
250,830 |
38.9% |
4,196,023 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.98 |
130.53 |
128.64 |
|
| R3 |
129.99 |
129.54 |
128.37 |
|
| R2 |
129.00 |
129.00 |
128.28 |
|
| R1 |
128.55 |
128.55 |
128.19 |
128.78 |
| PP |
128.01 |
128.01 |
128.01 |
128.12 |
| S1 |
127.56 |
127.56 |
128.01 |
127.79 |
| S2 |
127.02 |
127.02 |
127.92 |
|
| S3 |
126.03 |
126.57 |
127.83 |
|
| S4 |
125.04 |
125.58 |
127.56 |
|
|
| 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 |
128.70 |
127.12 |
1.58 |
1.2% |
0.76 |
0.6% |
62% |
False |
False |
814,431 |
| 10 |
129.72 |
127.12 |
2.60 |
2.0% |
0.81 |
0.6% |
38% |
False |
False |
831,840 |
| 20 |
129.93 |
127.12 |
2.81 |
2.2% |
0.75 |
0.6% |
35% |
False |
False |
599,719 |
| 40 |
129.93 |
123.63 |
6.30 |
4.9% |
0.84 |
0.7% |
71% |
False |
False |
301,846 |
| 60 |
129.93 |
121.60 |
8.33 |
6.5% |
0.70 |
0.5% |
78% |
False |
False |
201,427 |
| 80 |
129.93 |
121.50 |
8.43 |
6.6% |
0.61 |
0.5% |
78% |
False |
False |
151,096 |
| 100 |
129.93 |
120.76 |
9.17 |
7.2% |
0.49 |
0.4% |
80% |
False |
False |
120,903 |
| 120 |
129.93 |
119.43 |
10.50 |
8.2% |
0.41 |
0.3% |
83% |
False |
False |
100,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.67 |
|
2.618 |
131.05 |
|
1.618 |
130.06 |
|
1.000 |
129.45 |
|
0.618 |
129.07 |
|
HIGH |
128.46 |
|
0.618 |
128.08 |
|
0.500 |
127.97 |
|
0.382 |
127.85 |
|
LOW |
127.47 |
|
0.618 |
126.86 |
|
1.000 |
126.48 |
|
1.618 |
125.87 |
|
2.618 |
124.88 |
|
4.250 |
123.26 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.06 |
128.00 |
| PP |
128.01 |
127.89 |
| S1 |
127.97 |
127.79 |
|