Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
126.52 |
126.93 |
0.41 |
0.3% |
126.51 |
| High |
126.80 |
127.19 |
0.39 |
0.3% |
127.19 |
| Low |
126.01 |
126.82 |
0.81 |
0.6% |
126.01 |
| Close |
126.63 |
127.10 |
0.47 |
0.4% |
127.10 |
| Range |
0.79 |
0.37 |
-0.42 |
-53.2% |
1.18 |
| ATR |
0.57 |
0.57 |
0.00 |
-0.1% |
0.00 |
| Volume |
497 |
320 |
-177 |
-35.6% |
1,301 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.15 |
127.99 |
127.30 |
|
| R3 |
127.78 |
127.62 |
127.20 |
|
| R2 |
127.41 |
127.41 |
127.17 |
|
| R1 |
127.25 |
127.25 |
127.13 |
127.33 |
| PP |
127.04 |
127.04 |
127.04 |
127.08 |
| S1 |
126.88 |
126.88 |
127.07 |
126.96 |
| S2 |
126.67 |
126.67 |
127.03 |
|
| S3 |
126.30 |
126.51 |
127.00 |
|
| S4 |
125.93 |
126.14 |
126.90 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.31 |
129.88 |
127.75 |
|
| R3 |
129.13 |
128.70 |
127.42 |
|
| R2 |
127.95 |
127.95 |
127.32 |
|
| R1 |
127.52 |
127.52 |
127.21 |
127.74 |
| PP |
126.77 |
126.77 |
126.77 |
126.87 |
| S1 |
126.34 |
126.34 |
126.99 |
126.56 |
| S2 |
125.59 |
125.59 |
126.88 |
|
| S3 |
124.41 |
125.16 |
126.78 |
|
| S4 |
123.23 |
123.98 |
126.45 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.76 |
|
2.618 |
128.16 |
|
1.618 |
127.79 |
|
1.000 |
127.56 |
|
0.618 |
127.42 |
|
HIGH |
127.19 |
|
0.618 |
127.05 |
|
0.500 |
127.01 |
|
0.382 |
126.96 |
|
LOW |
126.82 |
|
0.618 |
126.59 |
|
1.000 |
126.45 |
|
1.618 |
126.22 |
|
2.618 |
125.85 |
|
4.250 |
125.25 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.07 |
126.93 |
| PP |
127.04 |
126.77 |
| S1 |
127.01 |
126.60 |
|