Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
131.75 |
131.36 |
-0.39 |
-0.3% |
131.44 |
High |
132.36 |
131.70 |
-0.66 |
-0.5% |
132.17 |
Low |
131.38 |
131.21 |
-0.17 |
-0.1% |
131.13 |
Close |
132.01 |
131.57 |
-0.44 |
-0.3% |
131.85 |
Range |
0.98 |
0.49 |
-0.49 |
-50.0% |
1.04 |
ATR |
0.83 |
0.82 |
0.00 |
-0.2% |
0.00 |
Volume |
1,022,078 |
0 |
-1,022,078 |
-100.0% |
2,578,432 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.96 |
132.76 |
131.84 |
|
R3 |
132.47 |
132.27 |
131.70 |
|
R2 |
131.98 |
131.98 |
131.66 |
|
R1 |
131.78 |
131.78 |
131.61 |
131.88 |
PP |
131.49 |
131.49 |
131.49 |
131.55 |
S1 |
131.29 |
131.29 |
131.53 |
131.39 |
S2 |
131.00 |
131.00 |
131.48 |
|
S3 |
130.51 |
130.80 |
131.44 |
|
S4 |
130.02 |
130.31 |
131.30 |
|
|
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 |
132.36 |
131.13 |
1.23 |
0.9% |
0.63 |
0.5% |
36% |
False |
False |
459,733 |
10 |
132.36 |
130.63 |
1.73 |
1.3% |
0.75 |
0.6% |
54% |
False |
False |
651,515 |
20 |
132.36 |
129.08 |
3.28 |
2.5% |
0.80 |
0.6% |
76% |
False |
False |
780,961 |
40 |
133.29 |
129.08 |
4.21 |
3.2% |
0.84 |
0.6% |
59% |
False |
False |
615,571 |
60 |
133.29 |
126.01 |
7.28 |
5.5% |
0.75 |
0.6% |
76% |
False |
False |
411,336 |
80 |
133.29 |
126.01 |
7.28 |
5.5% |
0.68 |
0.5% |
76% |
False |
False |
308,538 |
100 |
133.29 |
125.81 |
7.48 |
5.7% |
0.60 |
0.5% |
77% |
False |
False |
246,869 |
120 |
133.29 |
123.43 |
9.86 |
7.5% |
0.51 |
0.4% |
83% |
False |
False |
205,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.78 |
2.618 |
132.98 |
1.618 |
132.49 |
1.000 |
132.19 |
0.618 |
132.00 |
HIGH |
131.70 |
0.618 |
131.51 |
0.500 |
131.46 |
0.382 |
131.40 |
LOW |
131.21 |
0.618 |
130.91 |
1.000 |
130.72 |
1.618 |
130.42 |
2.618 |
129.93 |
4.250 |
129.13 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
131.53 |
131.79 |
PP |
131.49 |
131.71 |
S1 |
131.46 |
131.64 |
|