Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127.82 |
127.63 |
-0.19 |
-0.1% |
129.16 |
| High |
127.84 |
128.05 |
0.21 |
0.2% |
129.54 |
| Low |
127.37 |
127.45 |
0.08 |
0.1% |
127.85 |
| Close |
127.69 |
127.81 |
0.12 |
0.1% |
128.33 |
| Range |
0.47 |
0.60 |
0.13 |
27.7% |
1.69 |
| ATR |
0.74 |
0.73 |
-0.01 |
-1.3% |
0.00 |
| Volume |
782,762 |
715,480 |
-67,282 |
-8.6% |
3,485,121 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.57 |
129.29 |
128.14 |
|
| R3 |
128.97 |
128.69 |
127.98 |
|
| R2 |
128.37 |
128.37 |
127.92 |
|
| R1 |
128.09 |
128.09 |
127.87 |
128.23 |
| PP |
127.77 |
127.77 |
127.77 |
127.84 |
| S1 |
127.49 |
127.49 |
127.76 |
127.63 |
| S2 |
127.17 |
127.17 |
127.70 |
|
| S3 |
126.57 |
126.89 |
127.65 |
|
| S4 |
125.97 |
126.29 |
127.48 |
|
|
| 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% |
0.74 |
0.6% |
21% |
False |
False |
720,521 |
| 10 |
129.54 |
127.37 |
2.17 |
1.7% |
0.77 |
0.6% |
20% |
False |
False |
721,871 |
| 20 |
129.70 |
127.37 |
2.33 |
1.8% |
0.70 |
0.5% |
19% |
False |
False |
706,682 |
| 40 |
129.93 |
127.12 |
2.81 |
2.2% |
0.71 |
0.6% |
25% |
False |
False |
734,433 |
| 60 |
129.93 |
124.37 |
5.56 |
4.4% |
0.77 |
0.6% |
62% |
False |
False |
494,440 |
| 80 |
129.93 |
121.60 |
8.33 |
6.5% |
0.72 |
0.6% |
75% |
False |
False |
371,035 |
| 100 |
129.93 |
121.50 |
8.43 |
6.6% |
0.64 |
0.5% |
75% |
False |
False |
296,851 |
| 120 |
129.93 |
120.76 |
9.17 |
7.2% |
0.55 |
0.4% |
77% |
False |
False |
247,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.60 |
|
2.618 |
129.62 |
|
1.618 |
129.02 |
|
1.000 |
128.65 |
|
0.618 |
128.42 |
|
HIGH |
128.05 |
|
0.618 |
127.82 |
|
0.500 |
127.75 |
|
0.382 |
127.68 |
|
LOW |
127.45 |
|
0.618 |
127.08 |
|
1.000 |
126.85 |
|
1.618 |
126.48 |
|
2.618 |
125.88 |
|
4.250 |
124.90 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.79 |
127.82 |
| PP |
127.77 |
127.82 |
| S1 |
127.75 |
127.81 |
|