Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 21-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
127.30 |
127.25 |
-0.05 |
0.0% |
127.55 |
High |
127.49 |
127.75 |
0.26 |
0.2% |
127.95 |
Low |
127.30 |
127.24 |
-0.06 |
0.0% |
126.80 |
Close |
127.47 |
127.47 |
0.00 |
0.0% |
127.72 |
Range |
0.19 |
0.51 |
0.32 |
168.4% |
1.15 |
ATR |
0.52 |
0.52 |
0.00 |
-0.1% |
0.00 |
Volume |
13 |
322 |
309 |
2,376.9% |
1,652 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.02 |
128.75 |
127.75 |
|
R3 |
128.51 |
128.24 |
127.61 |
|
R2 |
128.00 |
128.00 |
127.56 |
|
R1 |
127.73 |
127.73 |
127.52 |
127.87 |
PP |
127.49 |
127.49 |
127.49 |
127.55 |
S1 |
127.22 |
127.22 |
127.42 |
127.36 |
S2 |
126.98 |
126.98 |
127.38 |
|
S3 |
126.47 |
126.71 |
127.33 |
|
S4 |
125.96 |
126.20 |
127.19 |
|
|
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% |
0.62 |
0.5% |
56% |
False |
False |
335 |
10 |
127.99 |
126.80 |
1.19 |
0.9% |
0.56 |
0.4% |
56% |
False |
False |
227 |
20 |
128.30 |
126.80 |
1.50 |
1.2% |
0.45 |
0.4% |
45% |
False |
False |
145 |
40 |
128.30 |
125.81 |
2.49 |
2.0% |
0.38 |
0.3% |
67% |
False |
False |
168 |
60 |
128.30 |
123.43 |
4.87 |
3.8% |
0.26 |
0.2% |
83% |
False |
False |
205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.92 |
2.618 |
129.09 |
1.618 |
128.58 |
1.000 |
128.26 |
0.618 |
128.07 |
HIGH |
127.75 |
0.618 |
127.56 |
0.500 |
127.50 |
0.382 |
127.43 |
LOW |
127.24 |
0.618 |
126.92 |
1.000 |
126.73 |
1.618 |
126.41 |
2.618 |
125.90 |
4.250 |
125.07 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
127.50 |
127.62 |
PP |
127.49 |
127.57 |
S1 |
127.48 |
127.52 |
|