Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
130.99 |
131.26 |
0.27 |
0.2% |
130.05 |
| High |
131.54 |
131.39 |
-0.15 |
-0.1% |
131.54 |
| Low |
130.94 |
131.14 |
0.20 |
0.2% |
129.92 |
| Close |
131.42 |
131.28 |
-0.14 |
-0.1% |
131.42 |
| Range |
0.60 |
0.25 |
-0.35 |
-58.3% |
1.62 |
| ATR |
0.61 |
0.59 |
-0.02 |
-3.9% |
0.00 |
| Volume |
8,291 |
8,154 |
-137 |
-1.7% |
51,843 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.02 |
131.90 |
131.42 |
|
| R3 |
131.77 |
131.65 |
131.35 |
|
| R2 |
131.52 |
131.52 |
131.33 |
|
| R1 |
131.40 |
131.40 |
131.30 |
131.46 |
| PP |
131.27 |
131.27 |
131.27 |
131.30 |
| S1 |
131.15 |
131.15 |
131.26 |
131.21 |
| S2 |
131.02 |
131.02 |
131.23 |
|
| S3 |
130.77 |
130.90 |
131.21 |
|
| S4 |
130.52 |
130.65 |
131.14 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.82 |
135.24 |
132.31 |
|
| R3 |
134.20 |
133.62 |
131.87 |
|
| R2 |
132.58 |
132.58 |
131.72 |
|
| R1 |
132.00 |
132.00 |
131.57 |
132.29 |
| PP |
130.96 |
130.96 |
130.96 |
131.11 |
| S1 |
130.38 |
130.38 |
131.27 |
130.67 |
| S2 |
129.34 |
129.34 |
131.12 |
|
| S3 |
127.72 |
128.76 |
130.97 |
|
| S4 |
126.10 |
127.14 |
130.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131.54 |
130.18 |
1.36 |
1.0% |
0.55 |
0.4% |
81% |
False |
False |
10,523 |
| 10 |
131.54 |
128.41 |
3.13 |
2.4% |
0.60 |
0.5% |
92% |
False |
False |
6,800 |
| 20 |
131.54 |
126.01 |
5.53 |
4.2% |
0.54 |
0.4% |
95% |
False |
False |
3,950 |
| 40 |
131.54 |
126.01 |
5.53 |
4.2% |
0.52 |
0.4% |
95% |
False |
False |
2,049 |
| 60 |
131.54 |
125.81 |
5.73 |
4.4% |
0.47 |
0.4% |
95% |
False |
False |
1,428 |
| 80 |
131.54 |
123.49 |
8.05 |
6.1% |
0.36 |
0.3% |
97% |
False |
False |
1,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.45 |
|
2.618 |
132.04 |
|
1.618 |
131.79 |
|
1.000 |
131.64 |
|
0.618 |
131.54 |
|
HIGH |
131.39 |
|
0.618 |
131.29 |
|
0.500 |
131.27 |
|
0.382 |
131.24 |
|
LOW |
131.14 |
|
0.618 |
130.99 |
|
1.000 |
130.89 |
|
1.618 |
130.74 |
|
2.618 |
130.49 |
|
4.250 |
130.08 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131.28 |
131.17 |
| PP |
131.27 |
131.06 |
| S1 |
131.27 |
130.95 |
|