Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
128.80 |
128.03 |
-0.77 |
-0.6% |
129.16 |
| High |
128.91 |
128.27 |
-0.64 |
-0.5% |
129.54 |
| Low |
127.85 |
127.58 |
-0.27 |
-0.2% |
127.85 |
| Close |
128.33 |
127.73 |
-0.60 |
-0.5% |
128.33 |
| Range |
1.06 |
0.69 |
-0.37 |
-34.9% |
1.69 |
| ATR |
0.76 |
0.76 |
0.00 |
-0.1% |
0.00 |
| Volume |
802,156 |
599,393 |
-202,763 |
-25.3% |
3,485,121 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.93 |
129.52 |
128.11 |
|
| R3 |
129.24 |
128.83 |
127.92 |
|
| R2 |
128.55 |
128.55 |
127.86 |
|
| R1 |
128.14 |
128.14 |
127.79 |
128.00 |
| PP |
127.86 |
127.86 |
127.86 |
127.79 |
| S1 |
127.45 |
127.45 |
127.67 |
127.31 |
| S2 |
127.17 |
127.17 |
127.60 |
|
| S3 |
126.48 |
126.76 |
127.54 |
|
| S4 |
125.79 |
126.07 |
127.35 |
|
|
| 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 |
129.43 |
127.58 |
1.85 |
1.4% |
0.78 |
0.6% |
8% |
False |
True |
681,501 |
| 10 |
129.54 |
127.58 |
1.96 |
1.5% |
0.80 |
0.6% |
8% |
False |
True |
712,157 |
| 20 |
129.86 |
127.58 |
2.28 |
1.8% |
0.70 |
0.6% |
7% |
False |
True |
705,377 |
| 40 |
129.93 |
127.12 |
2.81 |
2.2% |
0.72 |
0.6% |
22% |
False |
False |
700,875 |
| 60 |
129.93 |
123.73 |
6.20 |
4.9% |
0.78 |
0.6% |
65% |
False |
False |
469,484 |
| 80 |
129.93 |
121.60 |
8.33 |
6.5% |
0.71 |
0.6% |
74% |
False |
False |
352,312 |
| 100 |
129.93 |
121.50 |
8.43 |
6.6% |
0.63 |
0.5% |
74% |
False |
False |
281,869 |
| 120 |
129.93 |
120.76 |
9.17 |
7.2% |
0.54 |
0.4% |
76% |
False |
False |
234,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.20 |
|
2.618 |
130.08 |
|
1.618 |
129.39 |
|
1.000 |
128.96 |
|
0.618 |
128.70 |
|
HIGH |
128.27 |
|
0.618 |
128.01 |
|
0.500 |
127.93 |
|
0.382 |
127.84 |
|
LOW |
127.58 |
|
0.618 |
127.15 |
|
1.000 |
126.89 |
|
1.618 |
126.46 |
|
2.618 |
125.77 |
|
4.250 |
124.65 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.93 |
128.51 |
| PP |
127.86 |
128.25 |
| S1 |
127.80 |
127.99 |
|