Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
128.61 |
128.62 |
0.01 |
0.0% |
126.95 |
| High |
128.68 |
129.10 |
0.42 |
0.3% |
128.72 |
| Low |
128.57 |
128.41 |
-0.16 |
-0.1% |
126.66 |
| Close |
128.60 |
128.53 |
-0.07 |
-0.1% |
128.68 |
| Range |
0.11 |
0.69 |
0.58 |
527.3% |
2.06 |
| ATR |
0.54 |
0.55 |
0.01 |
1.9% |
0.00 |
| Volume |
1,020 |
2,999 |
1,979 |
194.0% |
8,821 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.75 |
130.33 |
128.91 |
|
| R3 |
130.06 |
129.64 |
128.72 |
|
| R2 |
129.37 |
129.37 |
128.66 |
|
| R1 |
128.95 |
128.95 |
128.59 |
128.82 |
| PP |
128.68 |
128.68 |
128.68 |
128.61 |
| S1 |
128.26 |
128.26 |
128.47 |
128.13 |
| S2 |
127.99 |
127.99 |
128.40 |
|
| S3 |
127.30 |
127.57 |
128.34 |
|
| S4 |
126.61 |
126.88 |
128.15 |
|
|
| 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 |
129.10 |
127.71 |
1.39 |
1.1% |
0.46 |
0.4% |
59% |
True |
False |
1,496 |
| 10 |
129.10 |
126.01 |
3.09 |
2.4% |
0.52 |
0.4% |
82% |
True |
False |
1,373 |
| 20 |
129.10 |
126.01 |
3.09 |
2.4% |
0.56 |
0.4% |
82% |
True |
False |
794 |
| 40 |
129.10 |
125.81 |
3.29 |
2.6% |
0.48 |
0.4% |
83% |
True |
False |
501 |
| 60 |
129.10 |
125.47 |
3.63 |
2.8% |
0.38 |
0.3% |
84% |
True |
False |
357 |
| 80 |
129.10 |
122.76 |
6.34 |
4.9% |
0.29 |
0.2% |
91% |
True |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.03 |
|
2.618 |
130.91 |
|
1.618 |
130.22 |
|
1.000 |
129.79 |
|
0.618 |
129.53 |
|
HIGH |
129.10 |
|
0.618 |
128.84 |
|
0.500 |
128.76 |
|
0.382 |
128.67 |
|
LOW |
128.41 |
|
0.618 |
127.98 |
|
1.000 |
127.72 |
|
1.618 |
127.29 |
|
2.618 |
126.60 |
|
4.250 |
125.48 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.76 |
128.58 |
| PP |
128.68 |
128.56 |
| S1 |
128.61 |
128.55 |
|