Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
133.94 |
134.05 |
0.11 |
0.1% |
132.72 |
High |
134.35 |
134.54 |
0.19 |
0.1% |
134.73 |
Low |
133.67 |
133.25 |
-0.42 |
-0.3% |
132.60 |
Close |
133.94 |
133.66 |
-0.28 |
-0.2% |
133.66 |
Range |
0.68 |
1.29 |
0.61 |
89.7% |
2.13 |
ATR |
0.75 |
0.79 |
0.04 |
5.1% |
0.00 |
Volume |
954,573 |
1,121,507 |
166,934 |
17.5% |
4,835,303 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.69 |
136.96 |
134.37 |
|
R3 |
136.40 |
135.67 |
134.01 |
|
R2 |
135.11 |
135.11 |
133.90 |
|
R1 |
134.38 |
134.38 |
133.78 |
134.10 |
PP |
133.82 |
133.82 |
133.82 |
133.68 |
S1 |
133.09 |
133.09 |
133.54 |
132.81 |
S2 |
132.53 |
132.53 |
133.42 |
|
S3 |
131.24 |
131.80 |
133.31 |
|
S4 |
129.95 |
130.51 |
132.95 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.05 |
138.99 |
134.83 |
|
R3 |
137.92 |
136.86 |
134.25 |
|
R2 |
135.79 |
135.79 |
134.05 |
|
R1 |
134.73 |
134.73 |
133.86 |
135.26 |
PP |
133.66 |
133.66 |
133.66 |
133.93 |
S1 |
132.60 |
132.60 |
133.46 |
133.13 |
S2 |
131.53 |
131.53 |
133.27 |
|
S3 |
129.40 |
130.47 |
133.07 |
|
S4 |
127.27 |
128.34 |
132.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.73 |
132.60 |
2.13 |
1.6% |
0.98 |
0.7% |
50% |
False |
False |
967,060 |
10 |
134.73 |
131.38 |
3.35 |
2.5% |
0.85 |
0.6% |
68% |
False |
False |
802,314 |
20 |
134.73 |
128.09 |
6.64 |
5.0% |
0.73 |
0.5% |
84% |
False |
False |
722,421 |
40 |
134.73 |
127.37 |
7.36 |
5.5% |
0.71 |
0.5% |
85% |
False |
False |
707,292 |
60 |
134.73 |
127.12 |
7.61 |
5.7% |
0.71 |
0.5% |
86% |
False |
False |
739,458 |
80 |
134.73 |
124.37 |
10.36 |
7.8% |
0.73 |
0.5% |
90% |
False |
False |
569,640 |
100 |
134.73 |
121.60 |
13.13 |
9.8% |
0.72 |
0.5% |
92% |
False |
False |
455,928 |
120 |
134.73 |
121.55 |
13.18 |
9.9% |
0.66 |
0.5% |
92% |
False |
False |
379,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.02 |
2.618 |
137.92 |
1.618 |
136.63 |
1.000 |
135.83 |
0.618 |
135.34 |
HIGH |
134.54 |
0.618 |
134.05 |
0.500 |
133.90 |
0.382 |
133.74 |
LOW |
133.25 |
0.618 |
132.45 |
1.000 |
131.96 |
1.618 |
131.16 |
2.618 |
129.87 |
4.250 |
127.77 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
133.90 |
133.99 |
PP |
133.82 |
133.88 |
S1 |
133.74 |
133.77 |
|