Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
131.81 |
131.69 |
-0.12 |
-0.1% |
131.44 |
| High |
131.89 |
131.89 |
0.00 |
0.0% |
132.17 |
| Low |
131.39 |
131.13 |
-0.26 |
-0.2% |
131.13 |
| Close |
131.64 |
131.85 |
0.21 |
0.2% |
131.85 |
| Range |
0.50 |
0.76 |
0.26 |
52.0% |
1.04 |
| ATR |
0.85 |
0.84 |
-0.01 |
-0.8% |
0.00 |
| Volume |
909,723 |
0 |
-909,723 |
-100.0% |
2,578,432 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.90 |
133.64 |
132.27 |
|
| R3 |
133.14 |
132.88 |
132.06 |
|
| R2 |
132.38 |
132.38 |
131.99 |
|
| R1 |
132.12 |
132.12 |
131.92 |
132.25 |
| PP |
131.62 |
131.62 |
131.62 |
131.69 |
| S1 |
131.36 |
131.36 |
131.78 |
131.49 |
| S2 |
130.86 |
130.86 |
131.71 |
|
| S3 |
130.10 |
130.60 |
131.64 |
|
| S4 |
129.34 |
129.84 |
131.43 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.84 |
134.38 |
132.42 |
|
| R3 |
133.80 |
133.34 |
132.14 |
|
| R2 |
132.76 |
132.76 |
132.04 |
|
| R1 |
132.30 |
132.30 |
131.95 |
132.53 |
| PP |
131.72 |
131.72 |
131.72 |
131.83 |
| S1 |
131.26 |
131.26 |
131.75 |
131.49 |
| S2 |
130.68 |
130.68 |
131.66 |
|
| S3 |
129.64 |
130.22 |
131.56 |
|
| S4 |
128.60 |
129.18 |
131.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.17 |
131.13 |
1.04 |
0.8% |
0.68 |
0.5% |
69% |
False |
True |
515,686 |
| 10 |
132.20 |
130.63 |
1.57 |
1.2% |
0.77 |
0.6% |
78% |
False |
False |
687,451 |
| 20 |
132.20 |
129.08 |
3.12 |
2.4% |
0.81 |
0.6% |
89% |
False |
False |
853,561 |
| 40 |
133.29 |
129.08 |
4.21 |
3.2% |
0.85 |
0.6% |
66% |
False |
False |
581,801 |
| 60 |
133.29 |
126.01 |
7.28 |
5.5% |
0.74 |
0.6% |
80% |
False |
False |
388,196 |
| 80 |
133.29 |
125.81 |
7.48 |
5.7% |
0.67 |
0.5% |
81% |
False |
False |
291,186 |
| 100 |
133.29 |
125.81 |
7.48 |
5.7% |
0.58 |
0.4% |
81% |
False |
False |
232,981 |
| 120 |
133.29 |
123.06 |
10.23 |
7.8% |
0.49 |
0.4% |
86% |
False |
False |
194,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.12 |
|
2.618 |
133.88 |
|
1.618 |
133.12 |
|
1.000 |
132.65 |
|
0.618 |
132.36 |
|
HIGH |
131.89 |
|
0.618 |
131.60 |
|
0.500 |
131.51 |
|
0.382 |
131.42 |
|
LOW |
131.13 |
|
0.618 |
130.66 |
|
1.000 |
130.37 |
|
1.618 |
129.90 |
|
2.618 |
129.14 |
|
4.250 |
127.90 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131.74 |
131.77 |
| PP |
131.62 |
131.69 |
| S1 |
131.51 |
131.62 |
|