Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
126.93 |
126.95 |
0.02 |
0.0% |
126.51 |
| High |
127.19 |
127.00 |
-0.19 |
-0.1% |
127.19 |
| Low |
126.82 |
126.66 |
-0.16 |
-0.1% |
126.01 |
| Close |
127.10 |
126.88 |
-0.22 |
-0.2% |
127.10 |
| Range |
0.37 |
0.34 |
-0.03 |
-8.1% |
1.18 |
| ATR |
0.57 |
0.56 |
-0.01 |
-1.6% |
0.00 |
| Volume |
320 |
76 |
-244 |
-76.3% |
1,301 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.87 |
127.71 |
127.07 |
|
| R3 |
127.53 |
127.37 |
126.97 |
|
| R2 |
127.19 |
127.19 |
126.94 |
|
| R1 |
127.03 |
127.03 |
126.91 |
126.94 |
| PP |
126.85 |
126.85 |
126.85 |
126.80 |
| S1 |
126.69 |
126.69 |
126.85 |
126.60 |
| S2 |
126.51 |
126.51 |
126.82 |
|
| S3 |
126.17 |
126.35 |
126.79 |
|
| S4 |
125.83 |
126.01 |
126.69 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.31 |
129.88 |
127.75 |
|
| R3 |
129.13 |
128.70 |
127.42 |
|
| R2 |
127.95 |
127.95 |
127.32 |
|
| R1 |
127.52 |
127.52 |
127.21 |
127.74 |
| PP |
126.77 |
126.77 |
126.77 |
126.87 |
| S1 |
126.34 |
126.34 |
126.99 |
126.56 |
| S2 |
125.59 |
125.59 |
126.88 |
|
| S3 |
124.41 |
125.16 |
126.78 |
|
| S4 |
123.23 |
123.98 |
126.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.19 |
126.01 |
1.18 |
0.9% |
0.45 |
0.4% |
74% |
False |
False |
249 |
| 10 |
127.93 |
126.01 |
1.92 |
1.5% |
0.52 |
0.4% |
45% |
False |
False |
176 |
| 20 |
128.10 |
126.01 |
2.09 |
1.6% |
0.55 |
0.4% |
42% |
False |
False |
190 |
| 40 |
128.30 |
125.81 |
2.49 |
2.0% |
0.49 |
0.4% |
43% |
False |
False |
187 |
| 60 |
128.30 |
123.63 |
4.67 |
3.7% |
0.33 |
0.3% |
70% |
False |
False |
166 |
| 80 |
128.30 |
121.98 |
6.32 |
5.0% |
0.25 |
0.2% |
78% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.45 |
|
2.618 |
127.89 |
|
1.618 |
127.55 |
|
1.000 |
127.34 |
|
0.618 |
127.21 |
|
HIGH |
127.00 |
|
0.618 |
126.87 |
|
0.500 |
126.83 |
|
0.382 |
126.79 |
|
LOW |
126.66 |
|
0.618 |
126.45 |
|
1.000 |
126.32 |
|
1.618 |
126.11 |
|
2.618 |
125.77 |
|
4.250 |
125.22 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126.86 |
126.79 |
| PP |
126.85 |
126.69 |
| S1 |
126.83 |
126.60 |
|