Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
126.51 |
126.10 |
-0.41 |
-0.3% |
127.99 |
| High |
126.72 |
126.33 |
-0.39 |
-0.3% |
127.99 |
| Low |
126.19 |
126.09 |
-0.10 |
-0.1% |
126.41 |
| Close |
126.29 |
126.28 |
-0.01 |
0.0% |
126.88 |
| Range |
0.53 |
0.24 |
-0.29 |
-54.7% |
1.58 |
| ATR |
0.58 |
0.55 |
-0.02 |
-4.2% |
0.00 |
| Volume |
132 |
273 |
141 |
106.8% |
567 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.95 |
126.86 |
126.41 |
|
| R3 |
126.71 |
126.62 |
126.35 |
|
| R2 |
126.47 |
126.47 |
126.32 |
|
| R1 |
126.38 |
126.38 |
126.30 |
126.43 |
| PP |
126.23 |
126.23 |
126.23 |
126.26 |
| S1 |
126.14 |
126.14 |
126.26 |
126.19 |
| S2 |
125.99 |
125.99 |
126.24 |
|
| S3 |
125.75 |
125.90 |
126.21 |
|
| S4 |
125.51 |
125.66 |
126.15 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.83 |
130.94 |
127.75 |
|
| R3 |
130.25 |
129.36 |
127.31 |
|
| R2 |
128.67 |
128.67 |
127.17 |
|
| R1 |
127.78 |
127.78 |
127.02 |
127.44 |
| PP |
127.09 |
127.09 |
127.09 |
126.92 |
| S1 |
126.20 |
126.20 |
126.74 |
125.86 |
| S2 |
125.51 |
125.51 |
126.59 |
|
| S3 |
123.93 |
124.62 |
126.45 |
|
| S4 |
122.35 |
123.04 |
126.01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.35 |
|
2.618 |
126.96 |
|
1.618 |
126.72 |
|
1.000 |
126.57 |
|
0.618 |
126.48 |
|
HIGH |
126.33 |
|
0.618 |
126.24 |
|
0.500 |
126.21 |
|
0.382 |
126.18 |
|
LOW |
126.09 |
|
0.618 |
125.94 |
|
1.000 |
125.85 |
|
1.618 |
125.70 |
|
2.618 |
125.46 |
|
4.250 |
125.07 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126.26 |
126.77 |
| PP |
126.23 |
126.60 |
| S1 |
126.21 |
126.44 |
|