Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
131.36 |
131.66 |
0.30 |
0.2% |
131.44 |
High |
131.70 |
131.84 |
0.14 |
0.1% |
132.17 |
Low |
131.21 |
130.98 |
-0.23 |
-0.2% |
131.13 |
Close |
131.57 |
131.44 |
-0.13 |
-0.1% |
131.85 |
Range |
0.49 |
0.86 |
0.37 |
75.5% |
1.04 |
ATR |
0.82 |
0.83 |
0.00 |
0.3% |
0.00 |
Volume |
0 |
796,843 |
796,843 |
|
2,578,432 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.00 |
133.58 |
131.91 |
|
R3 |
133.14 |
132.72 |
131.68 |
|
R2 |
132.28 |
132.28 |
131.60 |
|
R1 |
131.86 |
131.86 |
131.52 |
131.64 |
PP |
131.42 |
131.42 |
131.42 |
131.31 |
S1 |
131.00 |
131.00 |
131.36 |
130.78 |
S2 |
130.56 |
130.56 |
131.28 |
|
S3 |
129.70 |
130.14 |
131.20 |
|
S4 |
128.84 |
129.28 |
130.97 |
|
|
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 |
130.98 |
1.38 |
1.0% |
0.70 |
0.5% |
33% |
False |
True |
437,157 |
10 |
132.36 |
130.63 |
1.73 |
1.3% |
0.71 |
0.5% |
47% |
False |
False |
587,981 |
20 |
132.36 |
129.08 |
3.28 |
2.5% |
0.80 |
0.6% |
72% |
False |
False |
759,644 |
40 |
133.29 |
129.08 |
4.21 |
3.2% |
0.84 |
0.6% |
56% |
False |
False |
635,357 |
60 |
133.29 |
126.01 |
7.28 |
5.5% |
0.75 |
0.6% |
75% |
False |
False |
424,617 |
80 |
133.29 |
126.01 |
7.28 |
5.5% |
0.68 |
0.5% |
75% |
False |
False |
318,498 |
100 |
133.29 |
125.81 |
7.48 |
5.7% |
0.61 |
0.5% |
75% |
False |
False |
254,837 |
120 |
133.29 |
123.49 |
9.80 |
7.5% |
0.51 |
0.4% |
81% |
False |
False |
212,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.50 |
2.618 |
134.09 |
1.618 |
133.23 |
1.000 |
132.70 |
0.618 |
132.37 |
HIGH |
131.84 |
0.618 |
131.51 |
0.500 |
131.41 |
0.382 |
131.31 |
LOW |
130.98 |
0.618 |
130.45 |
1.000 |
130.12 |
1.618 |
129.59 |
2.618 |
128.73 |
4.250 |
127.33 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
131.43 |
131.67 |
PP |
131.42 |
131.59 |
S1 |
131.41 |
131.52 |
|