Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
129.24 |
129.23 |
-0.01 |
0.0% |
128.03 |
| High |
129.47 |
129.76 |
0.29 |
0.2% |
128.66 |
| Low |
129.08 |
129.05 |
-0.03 |
0.0% |
127.37 |
| Close |
129.20 |
129.63 |
0.43 |
0.3% |
128.55 |
| Range |
0.39 |
0.71 |
0.32 |
82.1% |
1.29 |
| ATR |
0.68 |
0.69 |
0.00 |
0.3% |
0.00 |
| Volume |
654,906 |
709,362 |
54,456 |
8.3% |
3,560,060 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.61 |
131.33 |
130.02 |
|
| R3 |
130.90 |
130.62 |
129.83 |
|
| R2 |
130.19 |
130.19 |
129.76 |
|
| R1 |
129.91 |
129.91 |
129.70 |
130.05 |
| PP |
129.48 |
129.48 |
129.48 |
129.55 |
| S1 |
129.20 |
129.20 |
129.56 |
129.34 |
| S2 |
128.77 |
128.77 |
129.50 |
|
| S3 |
128.06 |
128.49 |
129.43 |
|
| S4 |
127.35 |
127.78 |
129.24 |
|
|
| 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 |
129.76 |
128.09 |
1.67 |
1.3% |
0.58 |
0.4% |
92% |
True |
False |
684,356 |
| 10 |
129.76 |
127.37 |
2.39 |
1.8% |
0.62 |
0.5% |
95% |
True |
False |
697,775 |
| 20 |
129.76 |
127.37 |
2.39 |
1.8% |
0.69 |
0.5% |
95% |
True |
False |
692,603 |
| 40 |
129.86 |
127.12 |
2.74 |
2.1% |
0.69 |
0.5% |
92% |
False |
False |
728,950 |
| 60 |
129.93 |
124.90 |
5.03 |
3.9% |
0.72 |
0.6% |
94% |
False |
False |
562,134 |
| 80 |
129.93 |
122.28 |
7.65 |
5.9% |
0.73 |
0.6% |
96% |
False |
False |
421,986 |
| 100 |
129.93 |
121.60 |
8.33 |
6.4% |
0.66 |
0.5% |
96% |
False |
False |
337,626 |
| 120 |
129.93 |
120.76 |
9.17 |
7.1% |
0.58 |
0.4% |
97% |
False |
False |
281,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.78 |
|
2.618 |
131.62 |
|
1.618 |
130.91 |
|
1.000 |
130.47 |
|
0.618 |
130.20 |
|
HIGH |
129.76 |
|
0.618 |
129.49 |
|
0.500 |
129.41 |
|
0.382 |
129.32 |
|
LOW |
129.05 |
|
0.618 |
128.61 |
|
1.000 |
128.34 |
|
1.618 |
127.90 |
|
2.618 |
127.19 |
|
4.250 |
126.03 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129.56 |
129.44 |
| PP |
129.48 |
129.24 |
| S1 |
129.41 |
129.05 |
|