Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
127.25 |
127.93 |
0.68 |
0.5% |
127.55 |
High |
127.75 |
127.93 |
0.18 |
0.1% |
127.95 |
Low |
127.24 |
127.20 |
-0.04 |
0.0% |
126.80 |
Close |
127.47 |
127.24 |
-0.23 |
-0.2% |
127.72 |
Range |
0.51 |
0.73 |
0.22 |
43.1% |
1.15 |
ATR |
0.52 |
0.53 |
0.02 |
2.9% |
0.00 |
Volume |
322 |
16 |
-306 |
-95.0% |
1,652 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.65 |
129.17 |
127.64 |
|
R3 |
128.92 |
128.44 |
127.44 |
|
R2 |
128.19 |
128.19 |
127.37 |
|
R1 |
127.71 |
127.71 |
127.31 |
127.59 |
PP |
127.46 |
127.46 |
127.46 |
127.39 |
S1 |
126.98 |
126.98 |
127.17 |
126.86 |
S2 |
126.73 |
126.73 |
127.11 |
|
S3 |
126.00 |
126.25 |
127.04 |
|
S4 |
125.27 |
125.52 |
126.84 |
|
|
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 |
127.01 |
0.98 |
0.8% |
0.61 |
0.5% |
23% |
False |
False |
128 |
10 |
127.99 |
126.80 |
1.19 |
0.9% |
0.57 |
0.4% |
37% |
False |
False |
226 |
20 |
128.30 |
126.80 |
1.50 |
1.2% |
0.46 |
0.4% |
29% |
False |
False |
144 |
40 |
128.30 |
125.81 |
2.49 |
2.0% |
0.40 |
0.3% |
57% |
False |
False |
169 |
60 |
128.30 |
123.49 |
4.81 |
3.8% |
0.27 |
0.2% |
78% |
False |
False |
192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.03 |
2.618 |
129.84 |
1.618 |
129.11 |
1.000 |
128.66 |
0.618 |
128.38 |
HIGH |
127.93 |
0.618 |
127.65 |
0.500 |
127.57 |
0.382 |
127.48 |
LOW |
127.20 |
0.618 |
126.75 |
1.000 |
126.47 |
1.618 |
126.02 |
2.618 |
125.29 |
4.250 |
124.10 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
127.57 |
127.57 |
PP |
127.46 |
127.46 |
S1 |
127.35 |
127.35 |
|