Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
127.81 |
128.16 |
0.35 |
0.3% |
126.95 |
| High |
128.30 |
128.72 |
0.42 |
0.3% |
128.72 |
| Low |
127.78 |
128.05 |
0.27 |
0.2% |
126.66 |
| Close |
128.21 |
128.68 |
0.47 |
0.4% |
128.68 |
| Range |
0.52 |
0.67 |
0.15 |
28.8% |
2.06 |
| ATR |
0.57 |
0.58 |
0.01 |
1.2% |
0.00 |
| Volume |
788 |
545 |
-243 |
-30.8% |
8,821 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.49 |
130.26 |
129.05 |
|
| R3 |
129.82 |
129.59 |
128.86 |
|
| R2 |
129.15 |
129.15 |
128.80 |
|
| R1 |
128.92 |
128.92 |
128.74 |
129.04 |
| PP |
128.48 |
128.48 |
128.48 |
128.54 |
| S1 |
128.25 |
128.25 |
128.62 |
128.37 |
| S2 |
127.81 |
127.81 |
128.56 |
|
| S3 |
127.14 |
127.58 |
128.50 |
|
| S4 |
126.47 |
126.91 |
128.31 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.20 |
133.50 |
129.81 |
|
| R3 |
132.14 |
131.44 |
129.25 |
|
| R2 |
130.08 |
130.08 |
129.06 |
|
| R1 |
129.38 |
129.38 |
128.87 |
129.73 |
| PP |
128.02 |
128.02 |
128.02 |
128.20 |
| S1 |
127.32 |
127.32 |
128.49 |
127.67 |
| S2 |
125.96 |
125.96 |
128.30 |
|
| S3 |
123.90 |
125.26 |
128.11 |
|
| S4 |
121.84 |
123.20 |
127.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.72 |
126.66 |
2.06 |
1.6% |
0.55 |
0.4% |
98% |
True |
False |
1,764 |
| 10 |
128.72 |
126.01 |
2.71 |
2.1% |
0.52 |
0.4% |
99% |
True |
False |
1,012 |
| 20 |
128.72 |
126.01 |
2.71 |
2.1% |
0.57 |
0.4% |
99% |
True |
False |
617 |
| 40 |
128.72 |
125.81 |
2.91 |
2.3% |
0.50 |
0.4% |
99% |
True |
False |
403 |
| 60 |
128.72 |
124.50 |
4.22 |
3.3% |
0.37 |
0.3% |
99% |
True |
False |
295 |
| 80 |
128.72 |
122.50 |
6.22 |
4.8% |
0.28 |
0.2% |
99% |
True |
False |
312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.57 |
|
2.618 |
130.47 |
|
1.618 |
129.80 |
|
1.000 |
129.39 |
|
0.618 |
129.13 |
|
HIGH |
128.72 |
|
0.618 |
128.46 |
|
0.500 |
128.39 |
|
0.382 |
128.31 |
|
LOW |
128.05 |
|
0.618 |
127.64 |
|
1.000 |
127.38 |
|
1.618 |
126.97 |
|
2.618 |
126.30 |
|
4.250 |
125.20 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.58 |
128.53 |
| PP |
128.48 |
128.37 |
| S1 |
128.39 |
128.22 |
|