Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
130.98 |
130.98 |
0.00 |
0.0% |
130.06 |
High |
131.40 |
131.54 |
0.14 |
0.1% |
131.54 |
Low |
130.90 |
130.94 |
0.04 |
0.0% |
129.81 |
Close |
131.22 |
131.48 |
0.26 |
0.2% |
131.48 |
Range |
0.50 |
0.60 |
0.10 |
20.0% |
1.73 |
ATR |
0.69 |
0.68 |
-0.01 |
-0.9% |
0.00 |
Volume |
731,646 |
698,263 |
-33,383 |
-4.6% |
3,095,856 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.12 |
132.90 |
131.81 |
|
R3 |
132.52 |
132.30 |
131.65 |
|
R2 |
131.92 |
131.92 |
131.59 |
|
R1 |
131.70 |
131.70 |
131.54 |
131.81 |
PP |
131.32 |
131.32 |
131.32 |
131.38 |
S1 |
131.10 |
131.10 |
131.43 |
131.21 |
S2 |
130.72 |
130.72 |
131.37 |
|
S3 |
130.12 |
130.50 |
131.32 |
|
S4 |
129.52 |
129.90 |
131.15 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.13 |
135.54 |
132.43 |
|
R3 |
134.40 |
133.81 |
131.96 |
|
R2 |
132.67 |
132.67 |
131.80 |
|
R1 |
132.08 |
132.08 |
131.64 |
132.38 |
PP |
130.94 |
130.94 |
130.94 |
131.09 |
S1 |
130.35 |
130.35 |
131.32 |
130.65 |
S2 |
129.21 |
129.21 |
131.16 |
|
S3 |
127.48 |
128.62 |
131.00 |
|
S4 |
125.75 |
126.89 |
130.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.54 |
129.81 |
1.73 |
1.3% |
0.58 |
0.4% |
97% |
True |
False |
619,171 |
10 |
131.54 |
128.09 |
3.45 |
2.6% |
0.61 |
0.5% |
98% |
True |
False |
642,528 |
20 |
131.54 |
127.37 |
4.17 |
3.2% |
0.65 |
0.5% |
99% |
True |
False |
673,523 |
40 |
131.54 |
127.12 |
4.42 |
3.4% |
0.65 |
0.5% |
99% |
True |
False |
693,442 |
60 |
131.54 |
127.12 |
4.42 |
3.4% |
0.69 |
0.5% |
99% |
True |
False |
625,117 |
80 |
131.54 |
123.00 |
8.54 |
6.5% |
0.74 |
0.6% |
99% |
True |
False |
469,551 |
100 |
131.54 |
121.60 |
9.94 |
7.6% |
0.67 |
0.5% |
99% |
True |
False |
375,714 |
120 |
131.54 |
121.50 |
10.04 |
7.6% |
0.61 |
0.5% |
99% |
True |
False |
313,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.09 |
2.618 |
133.11 |
1.618 |
132.51 |
1.000 |
132.14 |
0.618 |
131.91 |
HIGH |
131.54 |
0.618 |
131.31 |
0.500 |
131.24 |
0.382 |
131.17 |
LOW |
130.94 |
0.618 |
130.57 |
1.000 |
130.34 |
1.618 |
129.97 |
2.618 |
129.37 |
4.250 |
128.39 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
131.40 |
131.31 |
PP |
131.32 |
131.14 |
S1 |
131.24 |
130.98 |
|