Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
128.03 |
127.82 |
-0.21 |
-0.2% |
129.16 |
| High |
128.27 |
127.84 |
-0.43 |
-0.3% |
129.54 |
| Low |
127.58 |
127.37 |
-0.21 |
-0.2% |
127.85 |
| Close |
127.73 |
127.69 |
-0.04 |
0.0% |
128.33 |
| Range |
0.69 |
0.47 |
-0.22 |
-31.9% |
1.69 |
| ATR |
0.76 |
0.74 |
-0.02 |
-2.7% |
0.00 |
| Volume |
599,393 |
782,762 |
183,369 |
30.6% |
3,485,121 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.04 |
128.84 |
127.95 |
|
| R3 |
128.57 |
128.37 |
127.82 |
|
| R2 |
128.10 |
128.10 |
127.78 |
|
| R1 |
127.90 |
127.90 |
127.73 |
127.77 |
| PP |
127.63 |
127.63 |
127.63 |
127.57 |
| S1 |
127.43 |
127.43 |
127.65 |
127.30 |
| S2 |
127.16 |
127.16 |
127.60 |
|
| S3 |
126.69 |
126.96 |
127.56 |
|
| S4 |
126.22 |
126.49 |
127.43 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.64 |
132.68 |
129.26 |
|
| R3 |
131.95 |
130.99 |
128.79 |
|
| R2 |
130.26 |
130.26 |
128.64 |
|
| R1 |
129.30 |
129.30 |
128.48 |
128.94 |
| PP |
128.57 |
128.57 |
128.57 |
128.39 |
| S1 |
127.61 |
127.61 |
128.18 |
127.25 |
| S2 |
126.88 |
126.88 |
128.02 |
|
| S3 |
125.19 |
125.92 |
127.87 |
|
| S4 |
123.50 |
124.23 |
127.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.43 |
127.37 |
2.06 |
1.6% |
0.77 |
0.6% |
16% |
False |
True |
704,622 |
| 10 |
129.54 |
127.37 |
2.17 |
1.7% |
0.77 |
0.6% |
15% |
False |
True |
719,845 |
| 20 |
129.86 |
127.37 |
2.49 |
2.0% |
0.69 |
0.5% |
13% |
False |
True |
712,501 |
| 40 |
129.93 |
127.12 |
2.81 |
2.2% |
0.72 |
0.6% |
20% |
False |
False |
719,980 |
| 60 |
129.93 |
123.95 |
5.98 |
4.7% |
0.79 |
0.6% |
63% |
False |
False |
482,529 |
| 80 |
129.93 |
121.60 |
8.33 |
6.5% |
0.71 |
0.6% |
73% |
False |
False |
362,092 |
| 100 |
129.93 |
121.50 |
8.43 |
6.6% |
0.64 |
0.5% |
73% |
False |
False |
289,696 |
| 120 |
129.93 |
120.76 |
9.17 |
7.2% |
0.54 |
0.4% |
76% |
False |
False |
241,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.84 |
|
2.618 |
129.07 |
|
1.618 |
128.60 |
|
1.000 |
128.31 |
|
0.618 |
128.13 |
|
HIGH |
127.84 |
|
0.618 |
127.66 |
|
0.500 |
127.61 |
|
0.382 |
127.55 |
|
LOW |
127.37 |
|
0.618 |
127.08 |
|
1.000 |
126.90 |
|
1.618 |
126.61 |
|
2.618 |
126.14 |
|
4.250 |
125.37 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.66 |
128.14 |
| PP |
127.63 |
127.99 |
| S1 |
127.61 |
127.84 |
|