Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 28-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
126.10 |
126.15 |
0.05 |
0.0% |
127.99 |
High |
126.33 |
126.55 |
0.22 |
0.2% |
127.99 |
Low |
126.09 |
126.06 |
-0.03 |
0.0% |
126.41 |
Close |
126.28 |
126.38 |
0.10 |
0.1% |
126.88 |
Range |
0.24 |
0.49 |
0.25 |
104.2% |
1.58 |
ATR |
0.55 |
0.55 |
0.00 |
-0.8% |
0.00 |
Volume |
273 |
79 |
-194 |
-71.1% |
567 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.80 |
127.58 |
126.65 |
|
R3 |
127.31 |
127.09 |
126.51 |
|
R2 |
126.82 |
126.82 |
126.47 |
|
R1 |
126.60 |
126.60 |
126.42 |
126.71 |
PP |
126.33 |
126.33 |
126.33 |
126.39 |
S1 |
126.11 |
126.11 |
126.34 |
126.22 |
S2 |
125.84 |
125.84 |
126.29 |
|
S3 |
125.35 |
125.62 |
126.25 |
|
S4 |
124.86 |
125.13 |
126.11 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.83 |
130.94 |
127.75 |
|
R3 |
130.25 |
129.36 |
127.31 |
|
R2 |
128.67 |
128.67 |
127.17 |
|
R1 |
127.78 |
127.78 |
127.02 |
127.44 |
PP |
127.09 |
127.09 |
127.09 |
126.92 |
S1 |
126.20 |
126.20 |
126.74 |
125.86 |
S2 |
125.51 |
125.51 |
126.59 |
|
S3 |
123.93 |
124.62 |
126.45 |
|
S4 |
122.35 |
123.04 |
126.01 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.63 |
2.618 |
127.83 |
1.618 |
127.34 |
1.000 |
127.04 |
0.618 |
126.85 |
HIGH |
126.55 |
0.618 |
126.36 |
0.500 |
126.31 |
0.382 |
126.25 |
LOW |
126.06 |
0.618 |
125.76 |
1.000 |
125.57 |
1.618 |
125.27 |
2.618 |
124.78 |
4.250 |
123.98 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
126.36 |
126.39 |
PP |
126.33 |
126.39 |
S1 |
126.31 |
126.38 |
|