Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127.95 |
128.10 |
0.15 |
0.1% |
127.70 |
| High |
128.30 |
128.10 |
-0.20 |
-0.2% |
128.29 |
| Low |
127.95 |
127.62 |
-0.33 |
-0.3% |
127.70 |
| Close |
128.21 |
127.81 |
-0.40 |
-0.3% |
127.83 |
| Range |
0.35 |
0.48 |
0.13 |
37.1% |
0.59 |
| ATR |
0.46 |
0.47 |
0.01 |
2.0% |
0.00 |
| Volume |
34 |
88 |
54 |
158.8% |
386 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.28 |
129.03 |
128.07 |
|
| R3 |
128.80 |
128.55 |
127.94 |
|
| R2 |
128.32 |
128.32 |
127.90 |
|
| R1 |
128.07 |
128.07 |
127.85 |
127.96 |
| PP |
127.84 |
127.84 |
127.84 |
127.79 |
| S1 |
127.59 |
127.59 |
127.77 |
127.48 |
| S2 |
127.36 |
127.36 |
127.72 |
|
| S3 |
126.88 |
127.11 |
127.68 |
|
| S4 |
126.40 |
126.63 |
127.55 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.71 |
129.36 |
128.15 |
|
| R3 |
129.12 |
128.77 |
127.99 |
|
| R2 |
128.53 |
128.53 |
127.94 |
|
| R1 |
128.18 |
128.18 |
127.88 |
128.36 |
| PP |
127.94 |
127.94 |
127.94 |
128.03 |
| S1 |
127.59 |
127.59 |
127.78 |
127.77 |
| S2 |
127.35 |
127.35 |
127.72 |
|
| S3 |
126.76 |
127.00 |
127.67 |
|
| S4 |
126.17 |
126.41 |
127.51 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.14 |
|
2.618 |
129.36 |
|
1.618 |
128.88 |
|
1.000 |
128.58 |
|
0.618 |
128.40 |
|
HIGH |
128.10 |
|
0.618 |
127.92 |
|
0.500 |
127.86 |
|
0.382 |
127.80 |
|
LOW |
127.62 |
|
0.618 |
127.32 |
|
1.000 |
127.14 |
|
1.618 |
126.84 |
|
2.618 |
126.36 |
|
4.250 |
125.58 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.86 |
127.96 |
| PP |
127.84 |
127.91 |
| S1 |
127.83 |
127.86 |
|