Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
130.72 |
130.99 |
0.27 |
0.2% |
130.05 |
High |
131.14 |
131.54 |
0.40 |
0.3% |
131.54 |
Low |
130.35 |
130.94 |
0.59 |
0.5% |
129.92 |
Close |
130.98 |
131.42 |
0.44 |
0.3% |
131.42 |
Range |
0.79 |
0.60 |
-0.19 |
-24.1% |
1.62 |
ATR |
0.61 |
0.61 |
0.00 |
-0.2% |
0.00 |
Volume |
5,401 |
8,291 |
2,890 |
53.5% |
51,843 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.10 |
132.86 |
131.75 |
|
R3 |
132.50 |
132.26 |
131.59 |
|
R2 |
131.90 |
131.90 |
131.53 |
|
R1 |
131.66 |
131.66 |
131.48 |
131.78 |
PP |
131.30 |
131.30 |
131.30 |
131.36 |
S1 |
131.06 |
131.06 |
131.37 |
131.18 |
S2 |
130.70 |
130.70 |
131.31 |
|
S3 |
130.10 |
130.46 |
131.26 |
|
S4 |
129.50 |
129.86 |
131.09 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.82 |
135.24 |
132.31 |
|
R3 |
134.20 |
133.62 |
131.87 |
|
R2 |
132.58 |
132.58 |
131.72 |
|
R1 |
132.00 |
132.00 |
131.57 |
132.29 |
PP |
130.96 |
130.96 |
130.96 |
131.11 |
S1 |
130.38 |
130.38 |
131.27 |
130.67 |
S2 |
129.34 |
129.34 |
131.12 |
|
S3 |
127.72 |
128.76 |
130.97 |
|
S4 |
126.10 |
127.14 |
130.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.54 |
129.92 |
1.62 |
1.2% |
0.68 |
0.5% |
93% |
True |
False |
10,368 |
10 |
131.54 |
128.41 |
3.13 |
2.4% |
0.59 |
0.4% |
96% |
True |
False |
6,086 |
20 |
131.54 |
126.01 |
5.53 |
4.2% |
0.55 |
0.4% |
98% |
True |
False |
3,549 |
40 |
131.54 |
126.01 |
5.53 |
4.2% |
0.52 |
0.4% |
98% |
True |
False |
1,846 |
60 |
131.54 |
125.81 |
5.73 |
4.4% |
0.47 |
0.4% |
98% |
True |
False |
1,295 |
80 |
131.54 |
123.49 |
8.05 |
6.1% |
0.36 |
0.3% |
99% |
True |
False |
1,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.09 |
2.618 |
133.11 |
1.618 |
132.51 |
1.000 |
132.14 |
0.618 |
131.91 |
HIGH |
131.54 |
0.618 |
131.31 |
0.500 |
131.24 |
0.382 |
131.17 |
LOW |
130.94 |
0.618 |
130.57 |
1.000 |
130.34 |
1.618 |
129.97 |
2.618 |
129.37 |
4.250 |
128.39 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
131.36 |
131.23 |
PP |
131.30 |
131.05 |
S1 |
131.24 |
130.86 |
|