Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 30-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
128.00 |
128.30 |
0.30 |
0.2% |
128.03 |
High |
128.28 |
128.66 |
0.38 |
0.3% |
128.66 |
Low |
127.78 |
128.21 |
0.43 |
0.3% |
127.37 |
Close |
128.06 |
128.55 |
0.49 |
0.4% |
128.55 |
Range |
0.50 |
0.45 |
-0.05 |
-10.0% |
1.29 |
ATR |
0.71 |
0.70 |
-0.01 |
-1.1% |
0.00 |
Volume |
656,178 |
806,247 |
150,069 |
22.9% |
3,560,060 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.82 |
129.64 |
128.80 |
|
R3 |
129.37 |
129.19 |
128.67 |
|
R2 |
128.92 |
128.92 |
128.63 |
|
R1 |
128.74 |
128.74 |
128.59 |
128.83 |
PP |
128.47 |
128.47 |
128.47 |
128.52 |
S1 |
128.29 |
128.29 |
128.51 |
128.38 |
S2 |
128.02 |
128.02 |
128.47 |
|
S3 |
127.57 |
127.84 |
128.43 |
|
S4 |
127.12 |
127.39 |
128.30 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.06 |
131.60 |
129.26 |
|
R3 |
130.77 |
130.31 |
128.90 |
|
R2 |
129.48 |
129.48 |
128.79 |
|
R1 |
129.02 |
129.02 |
128.67 |
129.25 |
PP |
128.19 |
128.19 |
128.19 |
128.31 |
S1 |
127.73 |
127.73 |
128.43 |
127.96 |
S2 |
126.90 |
126.90 |
128.31 |
|
S3 |
125.61 |
126.44 |
128.20 |
|
S4 |
124.32 |
125.15 |
127.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128.66 |
127.37 |
1.29 |
1.0% |
0.54 |
0.4% |
91% |
True |
False |
712,012 |
10 |
129.54 |
127.37 |
2.17 |
1.7% |
0.69 |
0.5% |
54% |
False |
False |
704,518 |
20 |
129.70 |
127.37 |
2.33 |
1.8% |
0.69 |
0.5% |
51% |
False |
False |
692,163 |
40 |
129.93 |
127.12 |
2.81 |
2.2% |
0.71 |
0.5% |
51% |
False |
False |
747,976 |
60 |
129.93 |
124.37 |
5.56 |
4.3% |
0.74 |
0.6% |
75% |
False |
False |
518,713 |
80 |
129.93 |
121.60 |
8.33 |
6.5% |
0.72 |
0.6% |
83% |
False |
False |
389,304 |
100 |
129.93 |
121.55 |
8.38 |
6.5% |
0.64 |
0.5% |
84% |
False |
False |
311,474 |
120 |
129.93 |
120.76 |
9.17 |
7.1% |
0.56 |
0.4% |
85% |
False |
False |
259,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.57 |
2.618 |
129.84 |
1.618 |
129.39 |
1.000 |
129.11 |
0.618 |
128.94 |
HIGH |
128.66 |
0.618 |
128.49 |
0.500 |
128.44 |
0.382 |
128.38 |
LOW |
128.21 |
0.618 |
127.93 |
1.000 |
127.76 |
1.618 |
127.48 |
2.618 |
127.03 |
4.250 |
126.30 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
128.51 |
128.39 |
PP |
128.47 |
128.22 |
S1 |
128.44 |
128.06 |
|