Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
130.58 |
130.98 |
0.40 |
0.3% |
128.46 |
High |
131.24 |
131.40 |
0.16 |
0.1% |
130.15 |
Low |
130.41 |
130.90 |
0.49 |
0.4% |
128.09 |
Close |
131.14 |
131.22 |
0.08 |
0.1% |
130.10 |
Range |
0.83 |
0.50 |
-0.33 |
-39.8% |
2.06 |
ATR |
0.71 |
0.69 |
-0.01 |
-2.1% |
0.00 |
Volume |
803,888 |
731,646 |
-72,242 |
-9.0% |
3,329,429 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.67 |
132.45 |
131.50 |
|
R3 |
132.17 |
131.95 |
131.36 |
|
R2 |
131.67 |
131.67 |
131.31 |
|
R1 |
131.45 |
131.45 |
131.27 |
131.56 |
PP |
131.17 |
131.17 |
131.17 |
131.23 |
S1 |
130.95 |
130.95 |
131.17 |
131.06 |
S2 |
130.67 |
130.67 |
131.13 |
|
S3 |
130.17 |
130.45 |
131.08 |
|
S4 |
129.67 |
129.95 |
130.95 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.63 |
134.92 |
131.23 |
|
R3 |
133.57 |
132.86 |
130.67 |
|
R2 |
131.51 |
131.51 |
130.48 |
|
R1 |
130.80 |
130.80 |
130.29 |
131.16 |
PP |
129.45 |
129.45 |
129.45 |
129.62 |
S1 |
128.74 |
128.74 |
129.91 |
129.10 |
S2 |
127.39 |
127.39 |
129.72 |
|
S3 |
125.33 |
126.68 |
129.53 |
|
S4 |
123.27 |
124.62 |
128.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.40 |
129.44 |
1.96 |
1.5% |
0.60 |
0.5% |
91% |
True |
False |
622,297 |
10 |
131.40 |
128.09 |
3.31 |
2.5% |
0.59 |
0.4% |
95% |
True |
False |
653,326 |
20 |
131.40 |
127.37 |
4.03 |
3.1% |
0.66 |
0.5% |
96% |
True |
False |
674,071 |
40 |
131.40 |
127.12 |
4.28 |
3.3% |
0.65 |
0.5% |
96% |
True |
False |
701,170 |
60 |
131.40 |
126.65 |
4.75 |
3.6% |
0.70 |
0.5% |
96% |
True |
False |
613,567 |
80 |
131.40 |
123.00 |
8.40 |
6.4% |
0.74 |
0.6% |
98% |
True |
False |
460,860 |
100 |
131.40 |
121.60 |
9.80 |
7.5% |
0.67 |
0.5% |
98% |
True |
False |
368,732 |
120 |
131.40 |
121.50 |
9.90 |
7.5% |
0.60 |
0.5% |
98% |
True |
False |
307,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.53 |
2.618 |
132.71 |
1.618 |
132.21 |
1.000 |
131.90 |
0.618 |
131.71 |
HIGH |
131.40 |
0.618 |
131.21 |
0.500 |
131.15 |
0.382 |
131.09 |
LOW |
130.90 |
0.618 |
130.59 |
1.000 |
130.40 |
1.618 |
130.09 |
2.618 |
129.59 |
4.250 |
128.78 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
131.20 |
131.02 |
PP |
131.17 |
130.81 |
S1 |
131.15 |
130.61 |
|