Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
127.56 |
127.29 |
-0.27 |
-0.2% |
127.55 |
| High |
127.56 |
127.91 |
0.35 |
0.3% |
127.95 |
| Low |
126.80 |
127.01 |
0.21 |
0.2% |
126.80 |
| Close |
127.36 |
127.72 |
0.36 |
0.3% |
127.72 |
| Range |
0.76 |
0.90 |
0.14 |
18.4% |
1.15 |
| ATR |
0.50 |
0.53 |
0.03 |
5.6% |
0.00 |
| Volume |
1,052 |
111 |
-941 |
-89.4% |
1,652 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.25 |
129.88 |
128.22 |
|
| R3 |
129.35 |
128.98 |
127.97 |
|
| R2 |
128.45 |
128.45 |
127.89 |
|
| R1 |
128.08 |
128.08 |
127.80 |
128.27 |
| PP |
127.55 |
127.55 |
127.55 |
127.64 |
| S1 |
127.18 |
127.18 |
127.64 |
127.37 |
| S2 |
126.65 |
126.65 |
127.56 |
|
| S3 |
125.75 |
126.28 |
127.47 |
|
| S4 |
124.85 |
125.38 |
127.23 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.94 |
130.48 |
128.35 |
|
| R3 |
129.79 |
129.33 |
128.04 |
|
| R2 |
128.64 |
128.64 |
127.93 |
|
| R1 |
128.18 |
128.18 |
127.83 |
128.41 |
| PP |
127.49 |
127.49 |
127.49 |
127.61 |
| S1 |
127.03 |
127.03 |
127.61 |
127.26 |
| S2 |
126.34 |
126.34 |
127.51 |
|
| S3 |
125.19 |
125.88 |
127.40 |
|
| S4 |
124.04 |
124.73 |
127.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.95 |
126.80 |
1.15 |
0.9% |
0.61 |
0.5% |
80% |
False |
False |
330 |
| 10 |
128.30 |
126.80 |
1.50 |
1.2% |
0.54 |
0.4% |
61% |
False |
False |
190 |
| 20 |
128.30 |
125.81 |
2.49 |
1.9% |
0.44 |
0.3% |
77% |
False |
False |
155 |
| 40 |
128.30 |
125.81 |
2.49 |
1.9% |
0.35 |
0.3% |
77% |
False |
False |
158 |
| 60 |
128.30 |
123.06 |
5.24 |
4.1% |
0.24 |
0.2% |
89% |
False |
False |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.74 |
|
2.618 |
130.27 |
|
1.618 |
129.37 |
|
1.000 |
128.81 |
|
0.618 |
128.47 |
|
HIGH |
127.91 |
|
0.618 |
127.57 |
|
0.500 |
127.46 |
|
0.382 |
127.35 |
|
LOW |
127.01 |
|
0.618 |
126.45 |
|
1.000 |
126.11 |
|
1.618 |
125.55 |
|
2.618 |
124.65 |
|
4.250 |
123.19 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.63 |
127.60 |
| PP |
127.55 |
127.48 |
| S1 |
127.46 |
127.36 |
|