Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127.63 |
128.00 |
0.37 |
0.3% |
129.16 |
| High |
128.05 |
128.28 |
0.23 |
0.2% |
129.54 |
| Low |
127.45 |
127.78 |
0.33 |
0.3% |
127.85 |
| Close |
127.81 |
128.06 |
0.25 |
0.2% |
128.33 |
| Range |
0.60 |
0.50 |
-0.10 |
-16.7% |
1.69 |
| ATR |
0.73 |
0.71 |
-0.02 |
-2.2% |
0.00 |
| Volume |
715,480 |
656,178 |
-59,302 |
-8.3% |
3,485,121 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.54 |
129.30 |
128.34 |
|
| R3 |
129.04 |
128.80 |
128.20 |
|
| R2 |
128.54 |
128.54 |
128.15 |
|
| R1 |
128.30 |
128.30 |
128.11 |
128.42 |
| PP |
128.04 |
128.04 |
128.04 |
128.10 |
| S1 |
127.80 |
127.80 |
128.01 |
127.92 |
| S2 |
127.54 |
127.54 |
127.97 |
|
| S3 |
127.04 |
127.30 |
127.92 |
|
| S4 |
126.54 |
126.80 |
127.79 |
|
|
| 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 |
128.91 |
127.37 |
1.54 |
1.2% |
0.66 |
0.5% |
45% |
False |
False |
711,193 |
| 10 |
129.54 |
127.37 |
2.17 |
1.7% |
0.74 |
0.6% |
32% |
False |
False |
694,815 |
| 20 |
129.70 |
127.37 |
2.33 |
1.8% |
0.70 |
0.5% |
30% |
False |
False |
699,724 |
| 40 |
129.93 |
127.12 |
2.81 |
2.2% |
0.71 |
0.6% |
33% |
False |
False |
742,605 |
| 60 |
129.93 |
124.37 |
5.56 |
4.3% |
0.76 |
0.6% |
66% |
False |
False |
505,326 |
| 80 |
129.93 |
121.60 |
8.33 |
6.5% |
0.72 |
0.6% |
78% |
False |
False |
379,227 |
| 100 |
129.93 |
121.55 |
8.38 |
6.5% |
0.65 |
0.5% |
78% |
False |
False |
303,413 |
| 120 |
129.93 |
120.76 |
9.17 |
7.2% |
0.55 |
0.4% |
80% |
False |
False |
252,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.41 |
|
2.618 |
129.59 |
|
1.618 |
129.09 |
|
1.000 |
128.78 |
|
0.618 |
128.59 |
|
HIGH |
128.28 |
|
0.618 |
128.09 |
|
0.500 |
128.03 |
|
0.382 |
127.97 |
|
LOW |
127.78 |
|
0.618 |
127.47 |
|
1.000 |
127.28 |
|
1.618 |
126.97 |
|
2.618 |
126.47 |
|
4.250 |
125.66 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.05 |
127.98 |
| PP |
128.04 |
127.90 |
| S1 |
128.03 |
127.83 |
|