Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
128.30 |
128.46 |
0.16 |
0.1% |
128.03 |
| High |
128.66 |
128.50 |
-0.16 |
-0.1% |
128.66 |
| Low |
128.21 |
128.09 |
-0.12 |
-0.1% |
127.37 |
| Close |
128.55 |
128.34 |
-0.21 |
-0.2% |
128.55 |
| Range |
0.45 |
0.41 |
-0.04 |
-8.9% |
1.29 |
| ATR |
0.70 |
0.69 |
-0.02 |
-2.5% |
0.00 |
| Volume |
806,247 |
496,077 |
-310,170 |
-38.5% |
3,560,060 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.54 |
129.35 |
128.57 |
|
| R3 |
129.13 |
128.94 |
128.45 |
|
| R2 |
128.72 |
128.72 |
128.42 |
|
| R1 |
128.53 |
128.53 |
128.38 |
128.42 |
| PP |
128.31 |
128.31 |
128.31 |
128.26 |
| S1 |
128.12 |
128.12 |
128.30 |
128.01 |
| S2 |
127.90 |
127.90 |
128.26 |
|
| S3 |
127.49 |
127.71 |
128.23 |
|
| S4 |
127.08 |
127.30 |
128.11 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.06 |
131.60 |
129.26 |
|
| R3 |
130.77 |
130.31 |
128.90 |
|
| R2 |
129.48 |
129.48 |
128.79 |
|
| R1 |
129.02 |
129.02 |
128.67 |
129.25 |
| PP |
128.19 |
128.19 |
128.19 |
128.31 |
| S1 |
127.73 |
127.73 |
128.43 |
127.96 |
| S2 |
126.90 |
126.90 |
128.31 |
|
| S3 |
125.61 |
126.44 |
128.20 |
|
| S4 |
124.32 |
125.15 |
127.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.66 |
127.37 |
1.29 |
1.0% |
0.49 |
0.4% |
75% |
False |
False |
691,348 |
| 10 |
129.43 |
127.37 |
2.06 |
1.6% |
0.63 |
0.5% |
47% |
False |
False |
686,425 |
| 20 |
129.70 |
127.37 |
2.33 |
1.8% |
0.68 |
0.5% |
42% |
False |
False |
686,762 |
| 40 |
129.93 |
127.12 |
2.81 |
2.2% |
0.69 |
0.5% |
43% |
False |
False |
740,205 |
| 60 |
129.93 |
124.37 |
5.56 |
4.3% |
0.72 |
0.6% |
71% |
False |
False |
526,939 |
| 80 |
129.93 |
121.60 |
8.33 |
6.5% |
0.72 |
0.6% |
81% |
False |
False |
395,504 |
| 100 |
129.93 |
121.55 |
8.38 |
6.5% |
0.65 |
0.5% |
81% |
False |
False |
316,434 |
| 120 |
129.93 |
120.76 |
9.17 |
7.1% |
0.56 |
0.4% |
83% |
False |
False |
263,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.24 |
|
2.618 |
129.57 |
|
1.618 |
129.16 |
|
1.000 |
128.91 |
|
0.618 |
128.75 |
|
HIGH |
128.50 |
|
0.618 |
128.34 |
|
0.500 |
128.30 |
|
0.382 |
128.25 |
|
LOW |
128.09 |
|
0.618 |
127.84 |
|
1.000 |
127.68 |
|
1.618 |
127.43 |
|
2.618 |
127.02 |
|
4.250 |
126.35 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.33 |
128.30 |
| PP |
128.31 |
128.26 |
| S1 |
128.30 |
128.22 |
|