Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
130.74 |
131.73 |
0.99 |
0.8% |
132.05 |
| High |
131.74 |
132.14 |
0.40 |
0.3% |
133.29 |
| Low |
130.74 |
131.10 |
0.36 |
0.3% |
130.24 |
| Close |
131.70 |
131.25 |
-0.45 |
-0.3% |
130.52 |
| Range |
1.00 |
1.04 |
0.04 |
4.0% |
3.05 |
| ATR |
0.82 |
0.83 |
0.02 |
1.9% |
0.00 |
| Volume |
1,362,217 |
1,030,350 |
-331,867 |
-24.4% |
1,152,356 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.62 |
133.97 |
131.82 |
|
| R3 |
133.58 |
132.93 |
131.54 |
|
| R2 |
132.54 |
132.54 |
131.44 |
|
| R1 |
131.89 |
131.89 |
131.35 |
131.70 |
| PP |
131.50 |
131.50 |
131.50 |
131.40 |
| S1 |
130.85 |
130.85 |
131.15 |
130.66 |
| S2 |
130.46 |
130.46 |
131.06 |
|
| S3 |
129.42 |
129.81 |
130.96 |
|
| S4 |
128.38 |
128.77 |
130.68 |
|
|
| 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 |
132.14 |
130.24 |
1.90 |
1.4% |
0.94 |
0.7% |
53% |
True |
False |
777,394 |
| 10 |
133.29 |
130.24 |
3.05 |
2.3% |
0.92 |
0.7% |
33% |
False |
False |
421,028 |
| 20 |
133.29 |
129.51 |
3.78 |
2.9% |
0.82 |
0.6% |
46% |
False |
False |
215,392 |
| 40 |
133.29 |
126.01 |
7.28 |
5.5% |
0.70 |
0.5% |
72% |
False |
False |
108,135 |
| 60 |
133.29 |
125.81 |
7.48 |
5.7% |
0.60 |
0.5% |
73% |
False |
False |
72,134 |
| 80 |
133.29 |
125.81 |
7.48 |
5.7% |
0.50 |
0.4% |
73% |
False |
False |
54,134 |
| 100 |
133.29 |
122.97 |
10.32 |
7.9% |
0.41 |
0.3% |
80% |
False |
False |
43,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.56 |
|
2.618 |
134.86 |
|
1.618 |
133.82 |
|
1.000 |
133.18 |
|
0.618 |
132.78 |
|
HIGH |
132.14 |
|
0.618 |
131.74 |
|
0.500 |
131.62 |
|
0.382 |
131.50 |
|
LOW |
131.10 |
|
0.618 |
130.46 |
|
1.000 |
130.06 |
|
1.618 |
129.42 |
|
2.618 |
128.38 |
|
4.250 |
126.68 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131.62 |
131.26 |
| PP |
131.50 |
131.25 |
| S1 |
131.37 |
131.25 |
|