Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127.29 |
127.99 |
0.70 |
0.5% |
127.55 |
| High |
127.91 |
127.99 |
0.08 |
0.1% |
127.95 |
| Low |
127.01 |
127.26 |
0.25 |
0.2% |
126.80 |
| Close |
127.72 |
127.31 |
-0.41 |
-0.3% |
127.72 |
| Range |
0.90 |
0.73 |
-0.17 |
-18.9% |
1.15 |
| ATR |
0.53 |
0.55 |
0.01 |
2.7% |
0.00 |
| Volume |
111 |
179 |
68 |
61.3% |
1,652 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.71 |
129.24 |
127.71 |
|
| R3 |
128.98 |
128.51 |
127.51 |
|
| R2 |
128.25 |
128.25 |
127.44 |
|
| R1 |
127.78 |
127.78 |
127.38 |
127.65 |
| PP |
127.52 |
127.52 |
127.52 |
127.46 |
| S1 |
127.05 |
127.05 |
127.24 |
126.92 |
| S2 |
126.79 |
126.79 |
127.18 |
|
| S3 |
126.06 |
126.32 |
127.11 |
|
| S4 |
125.33 |
125.59 |
126.91 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.94 |
130.48 |
128.35 |
|
| R3 |
129.79 |
129.33 |
128.04 |
|
| R2 |
128.64 |
128.64 |
127.93 |
|
| R1 |
128.18 |
128.18 |
127.83 |
128.41 |
| PP |
127.49 |
127.49 |
127.49 |
127.61 |
| S1 |
127.03 |
127.03 |
127.61 |
127.26 |
| S2 |
126.34 |
126.34 |
127.51 |
|
| S3 |
125.19 |
125.88 |
127.40 |
|
| S4 |
124.04 |
124.73 |
127.09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.09 |
|
2.618 |
129.90 |
|
1.618 |
129.17 |
|
1.000 |
128.72 |
|
0.618 |
128.44 |
|
HIGH |
127.99 |
|
0.618 |
127.71 |
|
0.500 |
127.63 |
|
0.382 |
127.54 |
|
LOW |
127.26 |
|
0.618 |
126.81 |
|
1.000 |
126.53 |
|
1.618 |
126.08 |
|
2.618 |
125.35 |
|
4.250 |
124.16 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.63 |
127.40 |
| PP |
127.52 |
127.37 |
| S1 |
127.42 |
127.34 |
|