Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
130.05 |
130.62 |
0.57 |
0.4% |
128.61 |
High |
130.81 |
130.66 |
-0.15 |
-0.1% |
130.05 |
Low |
129.92 |
130.18 |
0.26 |
0.2% |
128.41 |
Close |
130.59 |
130.22 |
-0.37 |
-0.3% |
130.00 |
Range |
0.89 |
0.48 |
-0.41 |
-46.1% |
1.64 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.5% |
0.00 |
Volume |
7,379 |
23,097 |
15,718 |
213.0% |
9,023 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.79 |
131.49 |
130.48 |
|
R3 |
131.31 |
131.01 |
130.35 |
|
R2 |
130.83 |
130.83 |
130.31 |
|
R1 |
130.53 |
130.53 |
130.26 |
130.44 |
PP |
130.35 |
130.35 |
130.35 |
130.31 |
S1 |
130.05 |
130.05 |
130.18 |
129.96 |
S2 |
129.87 |
129.87 |
130.13 |
|
S3 |
129.39 |
129.57 |
130.09 |
|
S4 |
128.91 |
129.09 |
129.96 |
|
|
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 |
130.81 |
129.01 |
1.80 |
1.4% |
0.61 |
0.5% |
67% |
False |
False |
7,096 |
10 |
130.81 |
127.71 |
3.10 |
2.4% |
0.54 |
0.4% |
81% |
False |
False |
4,296 |
20 |
130.81 |
126.01 |
4.80 |
3.7% |
0.56 |
0.4% |
88% |
False |
False |
2,499 |
40 |
130.81 |
126.01 |
4.80 |
3.7% |
0.50 |
0.4% |
88% |
False |
False |
1,319 |
60 |
130.81 |
125.81 |
5.00 |
3.8% |
0.43 |
0.3% |
88% |
False |
False |
941 |
80 |
130.81 |
123.43 |
7.38 |
5.7% |
0.33 |
0.3% |
92% |
False |
False |
785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.70 |
2.618 |
131.92 |
1.618 |
131.44 |
1.000 |
131.14 |
0.618 |
130.96 |
HIGH |
130.66 |
0.618 |
130.48 |
0.500 |
130.42 |
0.382 |
130.36 |
LOW |
130.18 |
0.618 |
129.88 |
1.000 |
129.70 |
1.618 |
129.40 |
2.618 |
128.92 |
4.250 |
128.14 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
130.42 |
130.20 |
PP |
130.35 |
130.18 |
S1 |
130.29 |
130.16 |
|