Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
128.36 |
129.24 |
0.88 |
0.7% |
128.03 |
| High |
129.29 |
129.47 |
0.18 |
0.1% |
128.66 |
| Low |
128.34 |
129.08 |
0.74 |
0.6% |
127.37 |
| Close |
129.06 |
129.20 |
0.14 |
0.1% |
128.55 |
| Range |
0.95 |
0.39 |
-0.56 |
-58.9% |
1.29 |
| ATR |
0.71 |
0.68 |
-0.02 |
-3.0% |
0.00 |
| Volume |
755,189 |
654,906 |
-100,283 |
-13.3% |
3,560,060 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.42 |
130.20 |
129.41 |
|
| R3 |
130.03 |
129.81 |
129.31 |
|
| R2 |
129.64 |
129.64 |
129.27 |
|
| R1 |
129.42 |
129.42 |
129.24 |
129.34 |
| PP |
129.25 |
129.25 |
129.25 |
129.21 |
| S1 |
129.03 |
129.03 |
129.16 |
128.95 |
| S2 |
128.86 |
128.86 |
129.13 |
|
| S3 |
128.47 |
128.64 |
129.09 |
|
| S4 |
128.08 |
128.25 |
128.99 |
|
|
| 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 |
129.47 |
127.78 |
1.69 |
1.3% |
0.54 |
0.4% |
84% |
True |
False |
673,719 |
| 10 |
129.47 |
127.37 |
2.10 |
1.6% |
0.64 |
0.5% |
87% |
True |
False |
697,120 |
| 20 |
129.54 |
127.37 |
2.17 |
1.7% |
0.69 |
0.5% |
84% |
False |
False |
696,452 |
| 40 |
129.86 |
127.12 |
2.74 |
2.1% |
0.69 |
0.5% |
76% |
False |
False |
732,118 |
| 60 |
129.93 |
124.89 |
5.04 |
3.9% |
0.72 |
0.6% |
86% |
False |
False |
550,367 |
| 80 |
129.93 |
122.20 |
7.73 |
6.0% |
0.72 |
0.6% |
91% |
False |
False |
413,121 |
| 100 |
129.93 |
121.60 |
8.33 |
6.4% |
0.65 |
0.5% |
91% |
False |
False |
330,533 |
| 120 |
129.93 |
120.76 |
9.17 |
7.1% |
0.57 |
0.4% |
92% |
False |
False |
275,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.13 |
|
2.618 |
130.49 |
|
1.618 |
130.10 |
|
1.000 |
129.86 |
|
0.618 |
129.71 |
|
HIGH |
129.47 |
|
0.618 |
129.32 |
|
0.500 |
129.28 |
|
0.382 |
129.23 |
|
LOW |
129.08 |
|
0.618 |
128.84 |
|
1.000 |
128.69 |
|
1.618 |
128.45 |
|
2.618 |
128.06 |
|
4.250 |
127.42 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129.28 |
129.06 |
| PP |
129.25 |
128.92 |
| S1 |
129.23 |
128.78 |
|