Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
130.62 |
130.18 |
-0.44 |
-0.3% |
128.61 |
| High |
130.66 |
130.83 |
0.17 |
0.1% |
130.05 |
| Low |
130.18 |
130.18 |
0.00 |
0.0% |
128.41 |
| Close |
130.22 |
130.70 |
0.48 |
0.4% |
130.00 |
| Range |
0.48 |
0.65 |
0.17 |
35.4% |
1.64 |
| ATR |
0.60 |
0.60 |
0.00 |
0.6% |
0.00 |
| Volume |
23,097 |
7,675 |
-15,422 |
-66.8% |
9,023 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.52 |
132.26 |
131.06 |
|
| R3 |
131.87 |
131.61 |
130.88 |
|
| R2 |
131.22 |
131.22 |
130.82 |
|
| R1 |
130.96 |
130.96 |
130.76 |
131.09 |
| PP |
130.57 |
130.57 |
130.57 |
130.64 |
| S1 |
130.31 |
130.31 |
130.64 |
130.44 |
| S2 |
129.92 |
129.92 |
130.58 |
|
| S3 |
129.27 |
129.66 |
130.52 |
|
| S4 |
128.62 |
129.01 |
130.34 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.41 |
133.84 |
130.90 |
|
| R3 |
132.77 |
132.20 |
130.45 |
|
| R2 |
131.13 |
131.13 |
130.30 |
|
| R1 |
130.56 |
130.56 |
130.15 |
130.85 |
| PP |
129.49 |
129.49 |
129.49 |
129.63 |
| S1 |
128.92 |
128.92 |
129.85 |
129.21 |
| S2 |
127.85 |
127.85 |
129.70 |
|
| S3 |
126.21 |
127.28 |
129.55 |
|
| S4 |
124.57 |
125.64 |
129.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130.83 |
129.51 |
1.32 |
1.0% |
0.59 |
0.4% |
90% |
True |
False |
8,289 |
| 10 |
130.83 |
127.78 |
3.05 |
2.3% |
0.57 |
0.4% |
96% |
True |
False |
4,850 |
| 20 |
130.83 |
126.01 |
4.82 |
3.7% |
0.57 |
0.4% |
97% |
True |
False |
2,867 |
| 40 |
130.83 |
126.01 |
4.82 |
3.7% |
0.51 |
0.4% |
97% |
True |
False |
1,506 |
| 60 |
130.83 |
125.81 |
5.02 |
3.8% |
0.44 |
0.3% |
97% |
True |
False |
1,068 |
| 80 |
130.83 |
123.43 |
7.40 |
5.7% |
0.34 |
0.3% |
98% |
True |
False |
871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.59 |
|
2.618 |
132.53 |
|
1.618 |
131.88 |
|
1.000 |
131.48 |
|
0.618 |
131.23 |
|
HIGH |
130.83 |
|
0.618 |
130.58 |
|
0.500 |
130.51 |
|
0.382 |
130.43 |
|
LOW |
130.18 |
|
0.618 |
129.78 |
|
1.000 |
129.53 |
|
1.618 |
129.13 |
|
2.618 |
128.48 |
|
4.250 |
127.42 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130.64 |
130.59 |
| PP |
130.57 |
130.48 |
| S1 |
130.51 |
130.38 |
|