Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
129.64 |
130.06 |
0.42 |
0.3% |
128.46 |
| High |
130.15 |
130.14 |
-0.01 |
0.0% |
130.15 |
| Low |
129.44 |
129.97 |
0.53 |
0.4% |
128.09 |
| Close |
130.10 |
130.03 |
-0.07 |
-0.1% |
130.10 |
| Range |
0.71 |
0.17 |
-0.54 |
-76.1% |
2.06 |
| ATR |
0.69 |
0.65 |
-0.04 |
-5.4% |
0.00 |
| Volume |
713,895 |
338,449 |
-375,446 |
-52.6% |
3,329,429 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.56 |
130.46 |
130.12 |
|
| R3 |
130.39 |
130.29 |
130.08 |
|
| R2 |
130.22 |
130.22 |
130.06 |
|
| R1 |
130.12 |
130.12 |
130.05 |
130.09 |
| PP |
130.05 |
130.05 |
130.05 |
130.03 |
| S1 |
129.95 |
129.95 |
130.01 |
129.92 |
| S2 |
129.88 |
129.88 |
130.00 |
|
| S3 |
129.71 |
129.78 |
129.98 |
|
| S4 |
129.54 |
129.61 |
129.94 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.63 |
134.92 |
131.23 |
|
| R3 |
133.57 |
132.86 |
130.67 |
|
| R2 |
131.51 |
131.51 |
130.48 |
|
| R1 |
130.80 |
130.80 |
130.29 |
131.16 |
| PP |
129.45 |
129.45 |
129.45 |
129.62 |
| S1 |
128.74 |
128.74 |
129.91 |
129.10 |
| S2 |
127.39 |
127.39 |
129.72 |
|
| S3 |
125.33 |
126.68 |
129.53 |
|
| S4 |
123.27 |
124.62 |
128.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130.15 |
128.34 |
1.81 |
1.4% |
0.59 |
0.5% |
93% |
False |
False |
634,360 |
| 10 |
130.15 |
127.37 |
2.78 |
2.1% |
0.54 |
0.4% |
96% |
False |
False |
662,854 |
| 20 |
130.15 |
127.37 |
2.78 |
2.1% |
0.67 |
0.5% |
96% |
False |
False |
687,506 |
| 40 |
130.15 |
127.12 |
3.03 |
2.3% |
0.66 |
0.5% |
96% |
False |
False |
711,617 |
| 60 |
130.15 |
125.64 |
4.51 |
3.5% |
0.71 |
0.5% |
97% |
False |
False |
579,598 |
| 80 |
130.15 |
122.75 |
7.40 |
5.7% |
0.73 |
0.6% |
98% |
False |
False |
435,134 |
| 100 |
130.15 |
121.60 |
8.55 |
6.6% |
0.66 |
0.5% |
99% |
False |
False |
348,147 |
| 120 |
130.15 |
120.76 |
9.39 |
7.2% |
0.58 |
0.4% |
99% |
False |
False |
290,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.86 |
|
2.618 |
130.59 |
|
1.618 |
130.42 |
|
1.000 |
130.31 |
|
0.618 |
130.25 |
|
HIGH |
130.14 |
|
0.618 |
130.08 |
|
0.500 |
130.06 |
|
0.382 |
130.03 |
|
LOW |
129.97 |
|
0.618 |
129.86 |
|
1.000 |
129.80 |
|
1.618 |
129.69 |
|
2.618 |
129.52 |
|
4.250 |
129.25 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130.06 |
129.89 |
| PP |
130.05 |
129.74 |
| S1 |
130.04 |
129.60 |
|