Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127.29 |
127.55 |
0.26 |
0.2% |
127.95 |
| High |
127.54 |
127.91 |
0.37 |
0.3% |
128.30 |
| Low |
127.03 |
127.55 |
0.52 |
0.4% |
127.03 |
| Close |
127.41 |
127.87 |
0.46 |
0.4% |
127.41 |
| Range |
0.51 |
0.36 |
-0.15 |
-29.4% |
1.27 |
| ATR |
0.48 |
0.48 |
0.00 |
0.3% |
0.00 |
| Volume |
82 |
12 |
-70 |
-85.4% |
251 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.86 |
128.72 |
128.07 |
|
| R3 |
128.50 |
128.36 |
127.97 |
|
| R2 |
128.14 |
128.14 |
127.94 |
|
| R1 |
128.00 |
128.00 |
127.90 |
128.07 |
| PP |
127.78 |
127.78 |
127.78 |
127.81 |
| S1 |
127.64 |
127.64 |
127.84 |
127.71 |
| S2 |
127.42 |
127.42 |
127.80 |
|
| S3 |
127.06 |
127.28 |
127.77 |
|
| S4 |
126.70 |
126.92 |
127.67 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.39 |
130.67 |
128.11 |
|
| R3 |
130.12 |
129.40 |
127.76 |
|
| R2 |
128.85 |
128.85 |
127.64 |
|
| R1 |
128.13 |
128.13 |
127.53 |
127.86 |
| PP |
127.58 |
127.58 |
127.58 |
127.44 |
| S1 |
126.86 |
126.86 |
127.29 |
126.59 |
| S2 |
126.31 |
126.31 |
127.18 |
|
| S3 |
125.04 |
125.59 |
127.06 |
|
| S4 |
123.77 |
124.32 |
126.71 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.44 |
|
2.618 |
128.85 |
|
1.618 |
128.49 |
|
1.000 |
128.27 |
|
0.618 |
128.13 |
|
HIGH |
127.91 |
|
0.618 |
127.77 |
|
0.500 |
127.73 |
|
0.382 |
127.69 |
|
LOW |
127.55 |
|
0.618 |
127.33 |
|
1.000 |
127.19 |
|
1.618 |
126.97 |
|
2.618 |
126.61 |
|
4.250 |
126.02 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.82 |
127.74 |
| PP |
127.78 |
127.60 |
| S1 |
127.73 |
127.47 |
|