Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
126.95 |
127.00 |
0.05 |
0.0% |
126.51 |
| High |
127.00 |
127.88 |
0.88 |
0.7% |
127.19 |
| Low |
126.66 |
127.00 |
0.34 |
0.3% |
126.01 |
| Close |
126.88 |
127.65 |
0.77 |
0.6% |
127.10 |
| Range |
0.34 |
0.88 |
0.54 |
158.8% |
1.18 |
| ATR |
0.56 |
0.59 |
0.03 |
5.7% |
0.00 |
| Volume |
76 |
5,281 |
5,205 |
6,848.7% |
1,301 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.15 |
129.78 |
128.13 |
|
| R3 |
129.27 |
128.90 |
127.89 |
|
| R2 |
128.39 |
128.39 |
127.81 |
|
| R1 |
128.02 |
128.02 |
127.73 |
128.21 |
| PP |
127.51 |
127.51 |
127.51 |
127.60 |
| S1 |
127.14 |
127.14 |
127.57 |
127.33 |
| S2 |
126.63 |
126.63 |
127.49 |
|
| S3 |
125.75 |
126.26 |
127.41 |
|
| S4 |
124.87 |
125.38 |
127.17 |
|
|
| 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 |
127.88 |
126.01 |
1.87 |
1.5% |
0.57 |
0.4% |
88% |
True |
False |
1,250 |
| 10 |
127.93 |
126.01 |
1.92 |
1.5% |
0.59 |
0.5% |
85% |
False |
False |
703 |
| 20 |
128.01 |
126.01 |
2.00 |
1.6% |
0.57 |
0.4% |
82% |
False |
False |
450 |
| 40 |
128.30 |
125.81 |
2.49 |
2.0% |
0.50 |
0.4% |
74% |
False |
False |
318 |
| 60 |
128.30 |
123.63 |
4.67 |
3.7% |
0.34 |
0.3% |
86% |
False |
False |
249 |
| 80 |
128.30 |
122.14 |
6.16 |
4.8% |
0.26 |
0.2% |
89% |
False |
False |
272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.62 |
|
2.618 |
130.18 |
|
1.618 |
129.30 |
|
1.000 |
128.76 |
|
0.618 |
128.42 |
|
HIGH |
127.88 |
|
0.618 |
127.54 |
|
0.500 |
127.44 |
|
0.382 |
127.34 |
|
LOW |
127.00 |
|
0.618 |
126.46 |
|
1.000 |
126.12 |
|
1.618 |
125.58 |
|
2.618 |
124.70 |
|
4.250 |
123.26 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.58 |
127.52 |
| PP |
127.51 |
127.40 |
| S1 |
127.44 |
127.27 |
|