Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
131.69 |
131.73 |
0.04 |
0.0% |
131.44 |
High |
131.89 |
131.85 |
-0.04 |
0.0% |
132.17 |
Low |
131.13 |
131.42 |
0.29 |
0.2% |
131.13 |
Close |
131.85 |
131.63 |
-0.22 |
-0.2% |
131.85 |
Range |
0.76 |
0.43 |
-0.33 |
-43.4% |
1.04 |
ATR |
0.84 |
0.81 |
-0.03 |
-3.5% |
0.00 |
Volume |
0 |
366,867 |
366,867 |
|
2,578,432 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.92 |
132.71 |
131.87 |
|
R3 |
132.49 |
132.28 |
131.75 |
|
R2 |
132.06 |
132.06 |
131.71 |
|
R1 |
131.85 |
131.85 |
131.67 |
131.74 |
PP |
131.63 |
131.63 |
131.63 |
131.58 |
S1 |
131.42 |
131.42 |
131.59 |
131.31 |
S2 |
131.20 |
131.20 |
131.55 |
|
S3 |
130.77 |
130.99 |
131.51 |
|
S4 |
130.34 |
130.56 |
131.39 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.84 |
134.38 |
132.42 |
|
R3 |
133.80 |
133.34 |
132.14 |
|
R2 |
132.76 |
132.76 |
132.04 |
|
R1 |
132.30 |
132.30 |
131.95 |
132.53 |
PP |
131.72 |
131.72 |
131.72 |
131.83 |
S1 |
131.26 |
131.26 |
131.75 |
131.49 |
S2 |
130.68 |
130.68 |
131.66 |
|
S3 |
129.64 |
130.22 |
131.56 |
|
S4 |
128.60 |
129.18 |
131.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.17 |
131.13 |
1.04 |
0.8% |
0.66 |
0.5% |
48% |
False |
False |
452,371 |
10 |
132.20 |
130.63 |
1.57 |
1.2% |
0.72 |
0.6% |
64% |
False |
False |
644,515 |
20 |
132.20 |
129.08 |
3.12 |
2.4% |
0.80 |
0.6% |
82% |
False |
False |
830,745 |
40 |
133.29 |
129.08 |
4.21 |
3.2% |
0.83 |
0.6% |
61% |
False |
False |
590,788 |
60 |
133.29 |
126.01 |
7.28 |
5.5% |
0.74 |
0.6% |
77% |
False |
False |
394,307 |
80 |
133.29 |
126.01 |
7.28 |
5.5% |
0.67 |
0.5% |
77% |
False |
False |
295,768 |
100 |
133.29 |
125.81 |
7.48 |
5.7% |
0.59 |
0.4% |
78% |
False |
False |
236,649 |
120 |
133.29 |
123.43 |
9.86 |
7.5% |
0.49 |
0.4% |
83% |
False |
False |
197,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.68 |
2.618 |
132.98 |
1.618 |
132.55 |
1.000 |
132.28 |
0.618 |
132.12 |
HIGH |
131.85 |
0.618 |
131.69 |
0.500 |
131.64 |
0.382 |
131.58 |
LOW |
131.42 |
0.618 |
131.15 |
1.000 |
130.99 |
1.618 |
130.72 |
2.618 |
130.29 |
4.250 |
129.59 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
131.64 |
131.59 |
PP |
131.63 |
131.55 |
S1 |
131.63 |
131.51 |
|