Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127.89 |
127.18 |
-0.71 |
-0.6% |
127.95 |
| High |
127.95 |
127.48 |
-0.47 |
-0.4% |
128.30 |
| Low |
127.22 |
127.18 |
-0.04 |
0.0% |
127.03 |
| Close |
127.42 |
127.26 |
-0.16 |
-0.1% |
127.41 |
| Range |
0.73 |
0.30 |
-0.43 |
-58.9% |
1.27 |
| ATR |
0.50 |
0.48 |
-0.01 |
-2.8% |
0.00 |
| Volume |
466 |
11 |
-455 |
-97.6% |
251 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.21 |
128.03 |
127.43 |
|
| R3 |
127.91 |
127.73 |
127.34 |
|
| R2 |
127.61 |
127.61 |
127.32 |
|
| R1 |
127.43 |
127.43 |
127.29 |
127.52 |
| PP |
127.31 |
127.31 |
127.31 |
127.35 |
| S1 |
127.13 |
127.13 |
127.23 |
127.22 |
| S2 |
127.01 |
127.01 |
127.21 |
|
| S3 |
126.71 |
126.83 |
127.18 |
|
| S4 |
126.41 |
126.53 |
127.10 |
|
|
| 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 |
128.76 |
|
2.618 |
128.27 |
|
1.618 |
127.97 |
|
1.000 |
127.78 |
|
0.618 |
127.67 |
|
HIGH |
127.48 |
|
0.618 |
127.37 |
|
0.500 |
127.33 |
|
0.382 |
127.29 |
|
LOW |
127.18 |
|
0.618 |
126.99 |
|
1.000 |
126.88 |
|
1.618 |
126.69 |
|
2.618 |
126.39 |
|
4.250 |
125.91 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.33 |
127.57 |
| PP |
127.31 |
127.46 |
| S1 |
127.28 |
127.36 |
|