Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 06-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
132.72 |
131.90 |
-0.82 |
-0.6% |
133.48 |
High |
132.82 |
132.40 |
-0.42 |
-0.3% |
134.77 |
Low |
131.73 |
131.86 |
0.13 |
0.1% |
131.73 |
Close |
132.00 |
132.16 |
0.16 |
0.1% |
132.00 |
Range |
1.09 |
0.54 |
-0.55 |
-50.5% |
3.04 |
ATR |
0.86 |
0.84 |
-0.02 |
-2.7% |
0.00 |
Volume |
1,476,627 |
838,816 |
-637,811 |
-43.2% |
5,184,747 |
|
Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.76 |
133.50 |
132.46 |
|
R3 |
133.22 |
132.96 |
132.31 |
|
R2 |
132.68 |
132.68 |
132.26 |
|
R1 |
132.42 |
132.42 |
132.21 |
132.55 |
PP |
132.14 |
132.14 |
132.14 |
132.21 |
S1 |
131.88 |
131.88 |
132.11 |
132.01 |
S2 |
131.60 |
131.60 |
132.06 |
|
S3 |
131.06 |
131.34 |
132.01 |
|
S4 |
130.52 |
130.80 |
131.86 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.95 |
140.02 |
133.67 |
|
R3 |
138.91 |
136.98 |
132.84 |
|
R2 |
135.87 |
135.87 |
132.56 |
|
R1 |
133.94 |
133.94 |
132.28 |
133.39 |
PP |
132.83 |
132.83 |
132.83 |
132.56 |
S1 |
130.90 |
130.90 |
131.72 |
130.35 |
S2 |
129.79 |
129.79 |
131.44 |
|
S3 |
126.75 |
127.86 |
131.16 |
|
S4 |
123.71 |
124.82 |
130.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.77 |
131.73 |
3.04 |
2.3% |
0.88 |
0.7% |
14% |
False |
False |
1,204,712 |
10 |
134.77 |
131.73 |
3.04 |
2.3% |
1.00 |
0.8% |
14% |
False |
False |
1,035,098 |
20 |
134.77 |
129.81 |
4.96 |
3.8% |
0.83 |
0.6% |
47% |
False |
False |
840,205 |
40 |
134.77 |
127.37 |
7.40 |
5.6% |
0.75 |
0.6% |
65% |
False |
False |
763,855 |
60 |
134.77 |
127.12 |
7.65 |
5.8% |
0.72 |
0.5% |
66% |
False |
False |
754,479 |
80 |
134.77 |
125.64 |
9.13 |
6.9% |
0.74 |
0.6% |
71% |
False |
False |
644,750 |
100 |
134.77 |
122.75 |
12.02 |
9.1% |
0.75 |
0.6% |
78% |
False |
False |
516,148 |
120 |
134.77 |
121.60 |
13.17 |
10.0% |
0.68 |
0.5% |
80% |
False |
False |
430,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.70 |
2.618 |
133.81 |
1.618 |
133.27 |
1.000 |
132.94 |
0.618 |
132.73 |
HIGH |
132.40 |
0.618 |
132.19 |
0.500 |
132.13 |
0.382 |
132.07 |
LOW |
131.86 |
0.618 |
131.53 |
1.000 |
131.32 |
1.618 |
130.99 |
2.618 |
130.45 |
4.250 |
129.57 |
|
|
Fisher Pivots for day following 06-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
132.15 |
132.58 |
PP |
132.14 |
132.44 |
S1 |
132.13 |
132.30 |
|