Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
128.46 |
128.36 |
-0.10 |
-0.1% |
128.03 |
| High |
128.50 |
129.29 |
0.79 |
0.6% |
128.66 |
| Low |
128.09 |
128.34 |
0.25 |
0.2% |
127.37 |
| Close |
128.34 |
129.06 |
0.72 |
0.6% |
128.55 |
| Range |
0.41 |
0.95 |
0.54 |
131.7% |
1.29 |
| ATR |
0.69 |
0.71 |
0.02 |
2.7% |
0.00 |
| Volume |
496,077 |
755,189 |
259,112 |
52.2% |
3,560,060 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.75 |
131.35 |
129.58 |
|
| R3 |
130.80 |
130.40 |
129.32 |
|
| R2 |
129.85 |
129.85 |
129.23 |
|
| R1 |
129.45 |
129.45 |
129.15 |
129.65 |
| PP |
128.90 |
128.90 |
128.90 |
129.00 |
| S1 |
128.50 |
128.50 |
128.97 |
128.70 |
| S2 |
127.95 |
127.95 |
128.89 |
|
| S3 |
127.00 |
127.55 |
128.80 |
|
| S4 |
126.05 |
126.60 |
128.54 |
|
|
| 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 |
129.29 |
127.45 |
1.84 |
1.4% |
0.58 |
0.5% |
88% |
True |
False |
685,834 |
| 10 |
129.43 |
127.37 |
2.06 |
1.6% |
0.67 |
0.5% |
82% |
False |
False |
695,228 |
| 20 |
129.57 |
127.37 |
2.20 |
1.7% |
0.70 |
0.5% |
77% |
False |
False |
690,916 |
| 40 |
129.93 |
127.12 |
2.81 |
2.2% |
0.70 |
0.5% |
69% |
False |
False |
737,502 |
| 60 |
129.93 |
124.89 |
5.04 |
3.9% |
0.72 |
0.6% |
83% |
False |
False |
539,489 |
| 80 |
129.93 |
122.09 |
7.84 |
6.1% |
0.72 |
0.6% |
89% |
False |
False |
404,937 |
| 100 |
129.93 |
121.55 |
8.38 |
6.5% |
0.65 |
0.5% |
90% |
False |
False |
323,985 |
| 120 |
129.93 |
120.76 |
9.17 |
7.1% |
0.57 |
0.4% |
91% |
False |
False |
270,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.33 |
|
2.618 |
131.78 |
|
1.618 |
130.83 |
|
1.000 |
130.24 |
|
0.618 |
129.88 |
|
HIGH |
129.29 |
|
0.618 |
128.93 |
|
0.500 |
128.82 |
|
0.382 |
128.70 |
|
LOW |
128.34 |
|
0.618 |
127.75 |
|
1.000 |
127.39 |
|
1.618 |
126.80 |
|
2.618 |
125.85 |
|
4.250 |
124.30 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.98 |
128.94 |
| PP |
128.90 |
128.81 |
| S1 |
128.82 |
128.69 |
|