Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
128.62 |
129.12 |
0.50 |
0.4% |
126.95 |
| High |
129.10 |
129.78 |
0.68 |
0.5% |
128.72 |
| Low |
128.41 |
129.01 |
0.60 |
0.5% |
126.66 |
| Close |
128.53 |
129.71 |
1.18 |
0.9% |
128.68 |
| Range |
0.69 |
0.77 |
0.08 |
11.6% |
2.06 |
| ATR |
0.55 |
0.60 |
0.05 |
9.0% |
0.00 |
| Volume |
2,999 |
1,707 |
-1,292 |
-43.1% |
8,821 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.81 |
131.53 |
130.13 |
|
| R3 |
131.04 |
130.76 |
129.92 |
|
| R2 |
130.27 |
130.27 |
129.85 |
|
| R1 |
129.99 |
129.99 |
129.78 |
130.13 |
| PP |
129.50 |
129.50 |
129.50 |
129.57 |
| S1 |
129.22 |
129.22 |
129.64 |
129.36 |
| S2 |
128.73 |
128.73 |
129.57 |
|
| S3 |
127.96 |
128.45 |
129.50 |
|
| S4 |
127.19 |
127.68 |
129.29 |
|
|
| 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 |
129.78 |
127.78 |
2.00 |
1.5% |
0.55 |
0.4% |
97% |
True |
False |
1,411 |
| 10 |
129.78 |
126.01 |
3.77 |
2.9% |
0.55 |
0.4% |
98% |
True |
False |
1,536 |
| 20 |
129.78 |
126.01 |
3.77 |
2.9% |
0.58 |
0.4% |
98% |
True |
False |
878 |
| 40 |
129.78 |
125.81 |
3.97 |
3.1% |
0.49 |
0.4% |
98% |
True |
False |
505 |
| 60 |
129.78 |
125.81 |
3.97 |
3.1% |
0.40 |
0.3% |
98% |
True |
False |
381 |
| 80 |
129.78 |
122.97 |
6.81 |
5.3% |
0.30 |
0.2% |
99% |
True |
False |
381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.05 |
|
2.618 |
131.80 |
|
1.618 |
131.03 |
|
1.000 |
130.55 |
|
0.618 |
130.26 |
|
HIGH |
129.78 |
|
0.618 |
129.49 |
|
0.500 |
129.40 |
|
0.382 |
129.30 |
|
LOW |
129.01 |
|
0.618 |
128.53 |
|
1.000 |
128.24 |
|
1.618 |
127.76 |
|
2.618 |
126.99 |
|
4.250 |
125.74 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129.61 |
129.51 |
| PP |
129.50 |
129.30 |
| S1 |
129.40 |
129.10 |
|