Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
127.55 |
127.89 |
0.34 |
0.3% |
127.95 |
High |
127.91 |
127.95 |
0.04 |
0.0% |
128.30 |
Low |
127.55 |
127.22 |
-0.33 |
-0.3% |
127.03 |
Close |
127.87 |
127.42 |
-0.45 |
-0.4% |
127.41 |
Range |
0.36 |
0.73 |
0.37 |
102.8% |
1.27 |
ATR |
0.48 |
0.50 |
0.02 |
3.7% |
0.00 |
Volume |
12 |
466 |
454 |
3,783.3% |
251 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.72 |
129.30 |
127.82 |
|
R3 |
128.99 |
128.57 |
127.62 |
|
R2 |
128.26 |
128.26 |
127.55 |
|
R1 |
127.84 |
127.84 |
127.49 |
127.69 |
PP |
127.53 |
127.53 |
127.53 |
127.45 |
S1 |
127.11 |
127.11 |
127.35 |
126.96 |
S2 |
126.80 |
126.80 |
127.29 |
|
S3 |
126.07 |
126.38 |
127.22 |
|
S4 |
125.34 |
125.65 |
127.02 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.39 |
130.67 |
128.11 |
|
R3 |
130.12 |
129.40 |
127.76 |
|
R2 |
128.85 |
128.85 |
127.64 |
|
R1 |
128.13 |
128.13 |
127.53 |
127.86 |
PP |
127.58 |
127.58 |
127.58 |
127.44 |
S1 |
126.86 |
126.86 |
127.29 |
126.59 |
S2 |
126.31 |
126.31 |
127.18 |
|
S3 |
125.04 |
125.59 |
127.06 |
|
S4 |
123.77 |
124.32 |
126.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128.01 |
127.03 |
0.98 |
0.8% |
0.52 |
0.4% |
40% |
False |
False |
121 |
10 |
128.30 |
127.03 |
1.27 |
1.0% |
0.42 |
0.3% |
31% |
False |
False |
108 |
20 |
128.30 |
125.81 |
2.49 |
2.0% |
0.40 |
0.3% |
65% |
False |
False |
208 |
40 |
128.30 |
125.47 |
2.83 |
2.2% |
0.30 |
0.2% |
69% |
False |
False |
138 |
60 |
128.30 |
122.76 |
5.54 |
4.3% |
0.20 |
0.2% |
84% |
False |
False |
215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.05 |
2.618 |
129.86 |
1.618 |
129.13 |
1.000 |
128.68 |
0.618 |
128.40 |
HIGH |
127.95 |
0.618 |
127.67 |
0.500 |
127.59 |
0.382 |
127.50 |
LOW |
127.22 |
0.618 |
126.77 |
1.000 |
126.49 |
1.618 |
126.04 |
2.618 |
125.31 |
4.250 |
124.12 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
127.59 |
127.49 |
PP |
127.53 |
127.47 |
S1 |
127.48 |
127.44 |
|