Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
132.28 |
132.51 |
0.23 |
0.2% |
130.05 |
High |
133.25 |
132.85 |
-0.40 |
-0.3% |
131.54 |
Low |
132.07 |
132.24 |
0.17 |
0.1% |
129.92 |
Close |
132.74 |
132.48 |
-0.26 |
-0.2% |
131.42 |
Range |
1.18 |
0.61 |
-0.57 |
-48.3% |
1.62 |
ATR |
0.69 |
0.69 |
-0.01 |
-0.9% |
0.00 |
Volume |
15,825 |
10,620 |
-5,205 |
-32.9% |
51,843 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.35 |
134.03 |
132.82 |
|
R3 |
133.74 |
133.42 |
132.65 |
|
R2 |
133.13 |
133.13 |
132.59 |
|
R1 |
132.81 |
132.81 |
132.54 |
132.67 |
PP |
132.52 |
132.52 |
132.52 |
132.45 |
S1 |
132.20 |
132.20 |
132.42 |
132.06 |
S2 |
131.91 |
131.91 |
132.37 |
|
S3 |
131.30 |
131.59 |
132.31 |
|
S4 |
130.69 |
130.98 |
132.14 |
|
|
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 |
133.25 |
130.94 |
2.31 |
1.7% |
0.81 |
0.6% |
67% |
False |
False |
12,266 |
10 |
133.25 |
129.51 |
3.74 |
2.8% |
0.74 |
0.6% |
79% |
False |
False |
10,629 |
20 |
133.25 |
126.66 |
6.59 |
5.0% |
0.62 |
0.5% |
88% |
False |
False |
6,152 |
40 |
133.25 |
126.01 |
7.24 |
5.5% |
0.58 |
0.4% |
89% |
False |
False |
3,165 |
60 |
133.25 |
125.81 |
7.44 |
5.6% |
0.52 |
0.4% |
90% |
False |
False |
2,171 |
80 |
133.25 |
123.49 |
9.76 |
7.4% |
0.40 |
0.3% |
92% |
False |
False |
1,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.44 |
2.618 |
134.45 |
1.618 |
133.84 |
1.000 |
133.46 |
0.618 |
133.23 |
HIGH |
132.85 |
0.618 |
132.62 |
0.500 |
132.55 |
0.382 |
132.47 |
LOW |
132.24 |
0.618 |
131.86 |
1.000 |
131.63 |
1.618 |
131.25 |
2.618 |
130.64 |
4.250 |
129.65 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
132.55 |
132.43 |
PP |
132.52 |
132.38 |
S1 |
132.50 |
132.33 |
|