Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
132.62 |
132.05 |
-0.57 |
-0.4% |
131.26 |
| High |
133.08 |
132.97 |
-0.11 |
-0.1% |
133.25 |
| Low |
131.82 |
132.02 |
0.20 |
0.2% |
131.14 |
| Close |
132.21 |
132.73 |
0.52 |
0.4% |
132.21 |
| Range |
1.26 |
0.95 |
-0.31 |
-24.6% |
2.11 |
| ATR |
0.73 |
0.74 |
0.02 |
2.2% |
0.00 |
| Volume |
34,562 |
26,379 |
-8,183 |
-23.7% |
87,605 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.42 |
135.03 |
133.25 |
|
| R3 |
134.47 |
134.08 |
132.99 |
|
| R2 |
133.52 |
133.52 |
132.90 |
|
| R1 |
133.13 |
133.13 |
132.82 |
133.33 |
| PP |
132.57 |
132.57 |
132.57 |
132.67 |
| S1 |
132.18 |
132.18 |
132.64 |
132.38 |
| S2 |
131.62 |
131.62 |
132.56 |
|
| S3 |
130.67 |
131.23 |
132.47 |
|
| S4 |
129.72 |
130.28 |
132.21 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.53 |
137.48 |
133.37 |
|
| R3 |
136.42 |
135.37 |
132.79 |
|
| R2 |
134.31 |
134.31 |
132.60 |
|
| R1 |
133.26 |
133.26 |
132.40 |
133.79 |
| PP |
132.20 |
132.20 |
132.20 |
132.46 |
| S1 |
131.15 |
131.15 |
132.02 |
131.68 |
| S2 |
130.09 |
130.09 |
131.82 |
|
| S3 |
127.98 |
129.04 |
131.63 |
|
| S4 |
125.87 |
126.93 |
131.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.25 |
131.40 |
1.85 |
1.4% |
1.08 |
0.8% |
72% |
False |
False |
21,166 |
| 10 |
133.25 |
130.18 |
3.07 |
2.3% |
0.82 |
0.6% |
83% |
False |
False |
15,844 |
| 20 |
133.25 |
127.00 |
6.25 |
4.7% |
0.70 |
0.5% |
92% |
False |
False |
9,179 |
| 40 |
133.25 |
126.01 |
7.24 |
5.5% |
0.62 |
0.5% |
93% |
False |
False |
4,685 |
| 60 |
133.25 |
125.81 |
7.44 |
5.6% |
0.56 |
0.4% |
93% |
False |
False |
3,184 |
| 80 |
133.25 |
123.63 |
9.62 |
7.2% |
0.42 |
0.3% |
95% |
False |
False |
2,419 |
| 100 |
133.25 |
121.98 |
11.27 |
8.5% |
0.34 |
0.3% |
95% |
False |
False |
2,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.01 |
|
2.618 |
135.46 |
|
1.618 |
134.51 |
|
1.000 |
133.92 |
|
0.618 |
133.56 |
|
HIGH |
132.97 |
|
0.618 |
132.61 |
|
0.500 |
132.50 |
|
0.382 |
132.38 |
|
LOW |
132.02 |
|
0.618 |
131.43 |
|
1.000 |
131.07 |
|
1.618 |
130.48 |
|
2.618 |
129.53 |
|
4.250 |
127.98 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132.65 |
132.64 |
| PP |
132.57 |
132.54 |
| S1 |
132.50 |
132.45 |
|