Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 07-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
131.45 |
131.81 |
0.36 |
0.3% |
130.83 |
High |
132.10 |
131.89 |
-0.21 |
-0.2% |
132.20 |
Low |
131.34 |
131.39 |
0.05 |
0.0% |
130.63 |
Close |
132.02 |
131.64 |
-0.38 |
-0.3% |
131.31 |
Range |
0.76 |
0.50 |
-0.26 |
-34.2% |
1.57 |
ATR |
0.87 |
0.85 |
-0.02 |
-2.0% |
0.00 |
Volume |
0 |
909,723 |
909,723 |
|
4,296,087 |
|
Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.14 |
132.89 |
131.92 |
|
R3 |
132.64 |
132.39 |
131.78 |
|
R2 |
132.14 |
132.14 |
131.73 |
|
R1 |
131.89 |
131.89 |
131.69 |
131.77 |
PP |
131.64 |
131.64 |
131.64 |
131.58 |
S1 |
131.39 |
131.39 |
131.59 |
131.27 |
S2 |
131.14 |
131.14 |
131.55 |
|
S3 |
130.64 |
130.89 |
131.50 |
|
S4 |
130.14 |
130.39 |
131.37 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.09 |
135.27 |
132.17 |
|
R3 |
134.52 |
133.70 |
131.74 |
|
R2 |
132.95 |
132.95 |
131.60 |
|
R1 |
132.13 |
132.13 |
131.45 |
132.54 |
PP |
131.38 |
131.38 |
131.38 |
131.59 |
S1 |
130.56 |
130.56 |
131.17 |
130.97 |
S2 |
129.81 |
129.81 |
131.02 |
|
S3 |
128.24 |
128.99 |
130.88 |
|
S4 |
126.67 |
127.42 |
130.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.17 |
130.63 |
1.54 |
1.2% |
0.72 |
0.5% |
66% |
False |
False |
738,805 |
10 |
132.20 |
130.63 |
1.57 |
1.2% |
0.79 |
0.6% |
64% |
False |
False |
799,963 |
20 |
132.20 |
129.08 |
3.12 |
2.4% |
0.82 |
0.6% |
82% |
False |
False |
896,895 |
40 |
133.29 |
129.08 |
4.21 |
3.2% |
0.84 |
0.6% |
61% |
False |
False |
581,836 |
60 |
133.29 |
126.01 |
7.28 |
5.5% |
0.75 |
0.6% |
77% |
False |
False |
388,198 |
80 |
133.29 |
125.81 |
7.48 |
5.7% |
0.66 |
0.5% |
78% |
False |
False |
291,190 |
100 |
133.29 |
125.81 |
7.48 |
5.7% |
0.58 |
0.4% |
78% |
False |
False |
232,982 |
120 |
133.29 |
122.97 |
10.32 |
7.8% |
0.48 |
0.4% |
84% |
False |
False |
194,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.02 |
2.618 |
133.20 |
1.618 |
132.70 |
1.000 |
132.39 |
0.618 |
132.20 |
HIGH |
131.89 |
0.618 |
131.70 |
0.500 |
131.64 |
0.382 |
131.58 |
LOW |
131.39 |
0.618 |
131.08 |
1.000 |
130.89 |
1.618 |
130.58 |
2.618 |
130.08 |
4.250 |
129.27 |
|
|
Fisher Pivots for day following 07-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
131.64 |
131.74 |
PP |
131.64 |
131.71 |
S1 |
131.64 |
131.67 |
|