Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 23-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
129.21 |
128.80 |
-0.41 |
-0.3% |
129.16 |
High |
129.43 |
128.91 |
-0.52 |
-0.4% |
129.54 |
Low |
128.53 |
127.85 |
-0.68 |
-0.5% |
127.85 |
Close |
128.69 |
128.33 |
-0.36 |
-0.3% |
128.33 |
Range |
0.90 |
1.06 |
0.16 |
17.8% |
1.69 |
ATR |
0.74 |
0.76 |
0.02 |
3.1% |
0.00 |
Volume |
702,815 |
802,156 |
99,341 |
14.1% |
3,485,121 |
|
Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.54 |
131.00 |
128.91 |
|
R3 |
130.48 |
129.94 |
128.62 |
|
R2 |
129.42 |
129.42 |
128.52 |
|
R1 |
128.88 |
128.88 |
128.43 |
128.62 |
PP |
128.36 |
128.36 |
128.36 |
128.24 |
S1 |
127.82 |
127.82 |
128.23 |
127.56 |
S2 |
127.30 |
127.30 |
128.14 |
|
S3 |
126.24 |
126.76 |
128.04 |
|
S4 |
125.18 |
125.70 |
127.75 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.64 |
132.68 |
129.26 |
|
R3 |
131.95 |
130.99 |
128.79 |
|
R2 |
130.26 |
130.26 |
128.64 |
|
R1 |
129.30 |
129.30 |
128.48 |
128.94 |
PP |
128.57 |
128.57 |
128.57 |
128.39 |
S1 |
127.61 |
127.61 |
128.18 |
127.25 |
S2 |
126.88 |
126.88 |
128.02 |
|
S3 |
125.19 |
125.92 |
127.87 |
|
S4 |
123.50 |
124.23 |
127.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129.54 |
127.85 |
1.69 |
1.3% |
0.83 |
0.6% |
28% |
False |
True |
697,024 |
10 |
129.54 |
127.85 |
1.69 |
1.3% |
0.81 |
0.6% |
28% |
False |
True |
700,956 |
20 |
129.86 |
127.85 |
2.01 |
1.6% |
0.69 |
0.5% |
24% |
False |
True |
704,144 |
40 |
129.93 |
127.12 |
2.81 |
2.2% |
0.72 |
0.6% |
43% |
False |
False |
686,481 |
60 |
129.93 |
123.73 |
6.20 |
4.8% |
0.78 |
0.6% |
74% |
False |
False |
459,503 |
80 |
129.93 |
121.60 |
8.33 |
6.5% |
0.70 |
0.5% |
81% |
False |
False |
344,820 |
100 |
129.93 |
121.50 |
8.43 |
6.6% |
0.62 |
0.5% |
81% |
False |
False |
275,875 |
120 |
129.93 |
120.76 |
9.17 |
7.1% |
0.53 |
0.4% |
83% |
False |
False |
229,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.42 |
2.618 |
131.69 |
1.618 |
130.63 |
1.000 |
129.97 |
0.618 |
129.57 |
HIGH |
128.91 |
0.618 |
128.51 |
0.500 |
128.38 |
0.382 |
128.25 |
LOW |
127.85 |
0.618 |
127.19 |
1.000 |
126.79 |
1.618 |
126.13 |
2.618 |
125.07 |
4.250 |
123.35 |
|
|
Fisher Pivots for day following 23-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
128.38 |
128.64 |
PP |
128.36 |
128.54 |
S1 |
128.35 |
128.43 |
|