Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
129.61 |
129.54 |
-0.07 |
-0.1% |
127.37 |
High |
129.68 |
129.65 |
-0.03 |
0.0% |
129.16 |
Low |
129.22 |
128.98 |
-0.24 |
-0.2% |
127.12 |
Close |
129.39 |
129.56 |
0.17 |
0.1% |
128.98 |
Range |
0.46 |
0.67 |
0.21 |
45.7% |
2.04 |
ATR |
0.74 |
0.74 |
-0.01 |
-0.7% |
0.00 |
Volume |
795,326 |
957,472 |
162,146 |
20.4% |
3,532,561 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.41 |
131.15 |
129.93 |
|
R3 |
130.74 |
130.48 |
129.74 |
|
R2 |
130.07 |
130.07 |
129.68 |
|
R1 |
129.81 |
129.81 |
129.62 |
129.94 |
PP |
129.40 |
129.40 |
129.40 |
129.46 |
S1 |
129.14 |
129.14 |
129.50 |
129.27 |
S2 |
128.73 |
128.73 |
129.44 |
|
S3 |
128.06 |
128.47 |
129.38 |
|
S4 |
127.39 |
127.80 |
129.19 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.54 |
133.80 |
130.10 |
|
R3 |
132.50 |
131.76 |
129.54 |
|
R2 |
130.46 |
130.46 |
129.35 |
|
R1 |
129.72 |
129.72 |
129.17 |
130.09 |
PP |
128.42 |
128.42 |
128.42 |
128.61 |
S1 |
127.68 |
127.68 |
128.79 |
128.05 |
S2 |
126.38 |
126.38 |
128.61 |
|
S3 |
124.34 |
125.64 |
128.42 |
|
S4 |
122.30 |
123.60 |
127.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129.86 |
128.67 |
1.19 |
0.9% |
0.54 |
0.4% |
75% |
False |
False |
759,936 |
10 |
129.86 |
127.12 |
2.74 |
2.1% |
0.63 |
0.5% |
89% |
False |
False |
746,913 |
20 |
129.93 |
127.12 |
2.81 |
2.2% |
0.72 |
0.6% |
87% |
False |
False |
803,789 |
40 |
129.93 |
124.37 |
5.56 |
4.3% |
0.76 |
0.6% |
93% |
False |
False |
431,989 |
60 |
129.93 |
121.60 |
8.33 |
6.4% |
0.73 |
0.6% |
96% |
False |
False |
288,351 |
80 |
129.93 |
121.55 |
8.38 |
6.5% |
0.63 |
0.5% |
96% |
False |
False |
216,302 |
100 |
129.93 |
120.76 |
9.17 |
7.1% |
0.53 |
0.4% |
96% |
False |
False |
173,057 |
120 |
129.93 |
120.40 |
9.53 |
7.4% |
0.44 |
0.3% |
96% |
False |
False |
144,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.50 |
2.618 |
131.40 |
1.618 |
130.73 |
1.000 |
130.32 |
0.618 |
130.06 |
HIGH |
129.65 |
0.618 |
129.39 |
0.500 |
129.32 |
0.382 |
129.24 |
LOW |
128.98 |
0.618 |
128.57 |
1.000 |
128.31 |
1.618 |
127.90 |
2.618 |
127.23 |
4.250 |
126.13 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
129.48 |
129.51 |
PP |
129.40 |
129.47 |
S1 |
129.32 |
129.42 |
|