Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
127.00 |
127.78 |
0.78 |
0.6% |
126.51 |
| High |
127.88 |
128.03 |
0.15 |
0.1% |
127.19 |
| Low |
127.00 |
127.71 |
0.71 |
0.6% |
126.01 |
| Close |
127.65 |
127.80 |
0.15 |
0.1% |
127.10 |
| Range |
0.88 |
0.32 |
-0.56 |
-63.6% |
1.18 |
| ATR |
0.59 |
0.57 |
-0.01 |
-2.5% |
0.00 |
| Volume |
5,281 |
2,131 |
-3,150 |
-59.6% |
1,301 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.81 |
128.62 |
127.98 |
|
| R3 |
128.49 |
128.30 |
127.89 |
|
| R2 |
128.17 |
128.17 |
127.86 |
|
| R1 |
127.98 |
127.98 |
127.83 |
128.08 |
| PP |
127.85 |
127.85 |
127.85 |
127.89 |
| S1 |
127.66 |
127.66 |
127.77 |
127.76 |
| S2 |
127.53 |
127.53 |
127.74 |
|
| S3 |
127.21 |
127.34 |
127.71 |
|
| S4 |
126.89 |
127.02 |
127.62 |
|
|
| 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 |
128.03 |
126.01 |
2.02 |
1.6% |
0.54 |
0.4% |
89% |
True |
False |
1,661 |
| 10 |
128.03 |
126.01 |
2.02 |
1.6% |
0.57 |
0.4% |
89% |
True |
False |
884 |
| 20 |
128.03 |
126.01 |
2.02 |
1.6% |
0.57 |
0.4% |
89% |
True |
False |
555 |
| 40 |
128.30 |
125.81 |
2.49 |
1.9% |
0.50 |
0.4% |
80% |
False |
False |
371 |
| 60 |
128.30 |
123.76 |
4.54 |
3.6% |
0.35 |
0.3% |
89% |
False |
False |
279 |
| 80 |
128.30 |
122.19 |
6.11 |
4.8% |
0.27 |
0.2% |
92% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.39 |
|
2.618 |
128.87 |
|
1.618 |
128.55 |
|
1.000 |
128.35 |
|
0.618 |
128.23 |
|
HIGH |
128.03 |
|
0.618 |
127.91 |
|
0.500 |
127.87 |
|
0.382 |
127.83 |
|
LOW |
127.71 |
|
0.618 |
127.51 |
|
1.000 |
127.39 |
|
1.618 |
127.19 |
|
2.618 |
126.87 |
|
4.250 |
126.35 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.87 |
127.65 |
| PP |
127.85 |
127.50 |
| S1 |
127.82 |
127.35 |
|