Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
127.78 |
127.81 |
0.03 |
0.0% |
126.51 |
| High |
128.03 |
128.30 |
0.27 |
0.2% |
127.19 |
| Low |
127.71 |
127.78 |
0.07 |
0.1% |
126.01 |
| Close |
127.80 |
128.21 |
0.41 |
0.3% |
127.10 |
| Range |
0.32 |
0.52 |
0.20 |
62.5% |
1.18 |
| ATR |
0.57 |
0.57 |
0.00 |
-0.7% |
0.00 |
| Volume |
2,131 |
788 |
-1,343 |
-63.0% |
1,301 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.66 |
129.45 |
128.50 |
|
| R3 |
129.14 |
128.93 |
128.35 |
|
| R2 |
128.62 |
128.62 |
128.31 |
|
| R1 |
128.41 |
128.41 |
128.26 |
128.52 |
| PP |
128.10 |
128.10 |
128.10 |
128.15 |
| S1 |
127.89 |
127.89 |
128.16 |
128.00 |
| S2 |
127.58 |
127.58 |
128.11 |
|
| S3 |
127.06 |
127.37 |
128.07 |
|
| S4 |
126.54 |
126.85 |
127.92 |
|
|
| 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 |
128.30 |
126.66 |
1.64 |
1.3% |
0.49 |
0.4% |
95% |
True |
False |
1,719 |
| 10 |
128.30 |
126.01 |
2.29 |
1.8% |
0.55 |
0.4% |
96% |
True |
False |
961 |
| 20 |
128.30 |
126.01 |
2.29 |
1.8% |
0.56 |
0.4% |
96% |
True |
False |
593 |
| 40 |
128.30 |
125.81 |
2.49 |
1.9% |
0.50 |
0.4% |
96% |
True |
False |
390 |
| 60 |
128.30 |
124.43 |
3.87 |
3.0% |
0.36 |
0.3% |
98% |
True |
False |
287 |
| 80 |
128.30 |
122.50 |
5.80 |
4.5% |
0.27 |
0.2% |
98% |
True |
False |
306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.51 |
|
2.618 |
129.66 |
|
1.618 |
129.14 |
|
1.000 |
128.82 |
|
0.618 |
128.62 |
|
HIGH |
128.30 |
|
0.618 |
128.10 |
|
0.500 |
128.04 |
|
0.382 |
127.98 |
|
LOW |
127.78 |
|
0.618 |
127.46 |
|
1.000 |
127.26 |
|
1.618 |
126.94 |
|
2.618 |
126.42 |
|
4.250 |
125.57 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.15 |
128.02 |
| PP |
128.10 |
127.84 |
| S1 |
128.04 |
127.65 |
|