Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 20-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
127.99 |
127.30 |
-0.69 |
-0.5% |
127.55 |
High |
127.99 |
127.49 |
-0.50 |
-0.4% |
127.95 |
Low |
127.26 |
127.30 |
0.04 |
0.0% |
126.80 |
Close |
127.31 |
127.47 |
0.16 |
0.1% |
127.72 |
Range |
0.73 |
0.19 |
-0.54 |
-74.0% |
1.15 |
ATR |
0.55 |
0.52 |
-0.03 |
-4.7% |
0.00 |
Volume |
179 |
13 |
-166 |
-92.7% |
1,652 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.99 |
127.92 |
127.57 |
|
R3 |
127.80 |
127.73 |
127.52 |
|
R2 |
127.61 |
127.61 |
127.50 |
|
R1 |
127.54 |
127.54 |
127.49 |
127.58 |
PP |
127.42 |
127.42 |
127.42 |
127.44 |
S1 |
127.35 |
127.35 |
127.45 |
127.39 |
S2 |
127.23 |
127.23 |
127.44 |
|
S3 |
127.04 |
127.16 |
127.42 |
|
S4 |
126.85 |
126.97 |
127.37 |
|
|
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 |
127.99 |
126.80 |
1.19 |
0.9% |
0.58 |
0.5% |
56% |
False |
False |
273 |
10 |
128.01 |
126.80 |
1.21 |
0.9% |
0.55 |
0.4% |
55% |
False |
False |
197 |
20 |
128.30 |
126.80 |
1.50 |
1.2% |
0.43 |
0.3% |
45% |
False |
False |
139 |
40 |
128.30 |
125.81 |
2.49 |
2.0% |
0.37 |
0.3% |
67% |
False |
False |
162 |
60 |
128.30 |
123.43 |
4.87 |
3.8% |
0.25 |
0.2% |
83% |
False |
False |
214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.30 |
2.618 |
127.99 |
1.618 |
127.80 |
1.000 |
127.68 |
0.618 |
127.61 |
HIGH |
127.49 |
0.618 |
127.42 |
0.500 |
127.40 |
0.382 |
127.37 |
LOW |
127.30 |
0.618 |
127.18 |
1.000 |
127.11 |
1.618 |
126.99 |
2.618 |
126.80 |
4.250 |
126.49 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
127.45 |
127.50 |
PP |
127.42 |
127.49 |
S1 |
127.40 |
127.48 |
|