Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127.18 |
127.56 |
0.38 |
0.3% |
127.95 |
| High |
127.48 |
127.56 |
0.08 |
0.1% |
128.30 |
| Low |
127.18 |
126.80 |
-0.38 |
-0.3% |
127.03 |
| Close |
127.26 |
127.36 |
0.10 |
0.1% |
127.41 |
| Range |
0.30 |
0.76 |
0.46 |
153.3% |
1.27 |
| ATR |
0.48 |
0.50 |
0.02 |
4.1% |
0.00 |
| Volume |
11 |
1,052 |
1,041 |
9,463.6% |
251 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.52 |
129.20 |
127.78 |
|
| R3 |
128.76 |
128.44 |
127.57 |
|
| R2 |
128.00 |
128.00 |
127.50 |
|
| R1 |
127.68 |
127.68 |
127.43 |
127.46 |
| PP |
127.24 |
127.24 |
127.24 |
127.13 |
| S1 |
126.92 |
126.92 |
127.29 |
126.70 |
| S2 |
126.48 |
126.48 |
127.22 |
|
| S3 |
125.72 |
126.16 |
127.15 |
|
| S4 |
124.96 |
125.40 |
126.94 |
|
|
| 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 |
130.79 |
|
2.618 |
129.55 |
|
1.618 |
128.79 |
|
1.000 |
128.32 |
|
0.618 |
128.03 |
|
HIGH |
127.56 |
|
0.618 |
127.27 |
|
0.500 |
127.18 |
|
0.382 |
127.09 |
|
LOW |
126.80 |
|
0.618 |
126.33 |
|
1.000 |
126.04 |
|
1.618 |
125.57 |
|
2.618 |
124.81 |
|
4.250 |
123.57 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.30 |
127.38 |
| PP |
127.24 |
127.37 |
| S1 |
127.18 |
127.37 |
|