Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
131.86 |
131.27 |
-0.59 |
-0.4% |
132.05 |
| High |
131.96 |
131.34 |
-0.62 |
-0.5% |
133.29 |
| Low |
130.96 |
130.24 |
-0.72 |
-0.5% |
130.24 |
| Close |
131.25 |
130.52 |
-0.73 |
-0.6% |
130.52 |
| Range |
1.00 |
1.10 |
0.10 |
10.0% |
3.05 |
| ATR |
0.80 |
0.82 |
0.02 |
2.7% |
0.00 |
| Volume |
285,144 |
589,084 |
303,940 |
106.6% |
1,152,356 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.00 |
133.36 |
131.13 |
|
| R3 |
132.90 |
132.26 |
130.82 |
|
| R2 |
131.80 |
131.80 |
130.72 |
|
| R1 |
131.16 |
131.16 |
130.62 |
130.93 |
| PP |
130.70 |
130.70 |
130.70 |
130.59 |
| S1 |
130.06 |
130.06 |
130.42 |
129.83 |
| S2 |
129.60 |
129.60 |
130.32 |
|
| S3 |
128.50 |
128.96 |
130.22 |
|
| S4 |
127.40 |
127.86 |
129.92 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.50 |
138.56 |
132.20 |
|
| R3 |
137.45 |
135.51 |
131.36 |
|
| R2 |
134.40 |
134.40 |
131.08 |
|
| R1 |
132.46 |
132.46 |
130.80 |
131.91 |
| PP |
131.35 |
131.35 |
131.35 |
131.07 |
| S1 |
129.41 |
129.41 |
130.24 |
128.86 |
| S2 |
128.30 |
128.30 |
129.96 |
|
| S3 |
125.25 |
126.36 |
129.68 |
|
| S4 |
122.20 |
123.31 |
128.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.29 |
130.24 |
3.05 |
2.3% |
0.96 |
0.7% |
9% |
False |
True |
230,471 |
| 10 |
133.29 |
130.24 |
3.05 |
2.3% |
0.95 |
0.7% |
9% |
False |
True |
123,996 |
| 20 |
133.29 |
128.41 |
4.88 |
3.7% |
0.77 |
0.6% |
43% |
False |
False |
65,041 |
| 40 |
133.29 |
126.01 |
7.28 |
5.6% |
0.67 |
0.5% |
62% |
False |
False |
32,829 |
| 60 |
133.29 |
125.81 |
7.48 |
5.7% |
0.59 |
0.4% |
63% |
False |
False |
21,949 |
| 80 |
133.29 |
124.50 |
8.79 |
6.7% |
0.47 |
0.4% |
68% |
False |
False |
16,482 |
| 100 |
133.29 |
122.50 |
10.79 |
8.3% |
0.38 |
0.3% |
74% |
False |
False |
13,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.02 |
|
2.618 |
134.22 |
|
1.618 |
133.12 |
|
1.000 |
132.44 |
|
0.618 |
132.02 |
|
HIGH |
131.34 |
|
0.618 |
130.92 |
|
0.500 |
130.79 |
|
0.382 |
130.66 |
|
LOW |
130.24 |
|
0.618 |
129.56 |
|
1.000 |
129.14 |
|
1.618 |
128.46 |
|
2.618 |
127.36 |
|
4.250 |
125.57 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130.79 |
131.57 |
| PP |
130.70 |
131.22 |
| S1 |
130.61 |
130.87 |
|