Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
129.58 |
129.52 |
-0.06 |
0.0% |
128.61 |
High |
129.90 |
130.05 |
0.15 |
0.1% |
130.05 |
Low |
129.53 |
129.51 |
-0.02 |
0.0% |
128.41 |
Close |
129.76 |
130.00 |
0.24 |
0.2% |
130.00 |
Range |
0.37 |
0.54 |
0.17 |
45.9% |
1.64 |
ATR |
0.59 |
0.58 |
0.00 |
-0.6% |
0.00 |
Volume |
1,888 |
1,409 |
-479 |
-25.4% |
9,023 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.47 |
131.28 |
130.30 |
|
R3 |
130.93 |
130.74 |
130.15 |
|
R2 |
130.39 |
130.39 |
130.10 |
|
R1 |
130.20 |
130.20 |
130.05 |
130.30 |
PP |
129.85 |
129.85 |
129.85 |
129.90 |
S1 |
129.66 |
129.66 |
129.95 |
129.76 |
S2 |
129.31 |
129.31 |
129.90 |
|
S3 |
128.77 |
129.12 |
129.85 |
|
S4 |
128.23 |
128.58 |
129.70 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.41 |
133.84 |
130.90 |
|
R3 |
132.77 |
132.20 |
130.45 |
|
R2 |
131.13 |
131.13 |
130.30 |
|
R1 |
130.56 |
130.56 |
130.15 |
130.85 |
PP |
129.49 |
129.49 |
129.49 |
129.63 |
S1 |
128.92 |
128.92 |
129.85 |
129.21 |
S2 |
127.85 |
127.85 |
129.70 |
|
S3 |
126.21 |
127.28 |
129.55 |
|
S4 |
124.57 |
125.64 |
129.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130.05 |
128.41 |
1.64 |
1.3% |
0.50 |
0.4% |
97% |
True |
False |
1,804 |
10 |
130.05 |
126.66 |
3.39 |
2.6% |
0.52 |
0.4% |
99% |
True |
False |
1,784 |
20 |
130.05 |
126.01 |
4.04 |
3.1% |
0.54 |
0.4% |
99% |
True |
False |
985 |
40 |
130.05 |
125.81 |
4.24 |
3.3% |
0.49 |
0.4% |
99% |
True |
False |
570 |
60 |
130.05 |
125.81 |
4.24 |
3.3% |
0.41 |
0.3% |
99% |
True |
False |
434 |
80 |
130.05 |
123.06 |
6.99 |
5.4% |
0.31 |
0.2% |
99% |
True |
False |
417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.35 |
2.618 |
131.46 |
1.618 |
130.92 |
1.000 |
130.59 |
0.618 |
130.38 |
HIGH |
130.05 |
0.618 |
129.84 |
0.500 |
129.78 |
0.382 |
129.72 |
LOW |
129.51 |
0.618 |
129.18 |
1.000 |
128.97 |
1.618 |
128.64 |
2.618 |
128.10 |
4.250 |
127.22 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
129.93 |
129.84 |
PP |
129.85 |
129.69 |
S1 |
129.78 |
129.53 |
|