Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
131.11 |
130.69 |
-0.42 |
-0.3% |
131.73 |
High |
131.29 |
130.75 |
-0.54 |
-0.4% |
132.36 |
Low |
130.34 |
130.37 |
0.03 |
0.0% |
130.34 |
Close |
130.72 |
130.56 |
-0.16 |
-0.1% |
130.72 |
Range |
0.95 |
0.38 |
-0.57 |
-60.0% |
2.02 |
ATR |
0.85 |
0.81 |
-0.03 |
-3.9% |
0.00 |
Volume |
0 |
676,858 |
676,858 |
|
2,185,788 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.70 |
131.51 |
130.77 |
|
R3 |
131.32 |
131.13 |
130.66 |
|
R2 |
130.94 |
130.94 |
130.63 |
|
R1 |
130.75 |
130.75 |
130.59 |
130.66 |
PP |
130.56 |
130.56 |
130.56 |
130.51 |
S1 |
130.37 |
130.37 |
130.53 |
130.28 |
S2 |
130.18 |
130.18 |
130.49 |
|
S3 |
129.80 |
129.99 |
130.46 |
|
S4 |
129.42 |
129.61 |
130.35 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.20 |
135.98 |
131.83 |
|
R3 |
135.18 |
133.96 |
131.28 |
|
R2 |
133.16 |
133.16 |
131.09 |
|
R1 |
131.94 |
131.94 |
130.91 |
131.54 |
PP |
131.14 |
131.14 |
131.14 |
130.94 |
S1 |
129.92 |
129.92 |
130.53 |
129.52 |
S2 |
129.12 |
129.12 |
130.35 |
|
S3 |
127.10 |
127.90 |
130.16 |
|
S4 |
125.08 |
125.88 |
129.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132.36 |
130.34 |
2.02 |
1.5% |
0.73 |
0.6% |
11% |
False |
False |
499,155 |
10 |
132.36 |
130.34 |
2.02 |
1.5% |
0.70 |
0.5% |
11% |
False |
False |
475,763 |
20 |
132.36 |
129.24 |
3.12 |
2.4% |
0.78 |
0.6% |
42% |
False |
False |
703,842 |
40 |
133.29 |
129.08 |
4.21 |
3.2% |
0.86 |
0.7% |
35% |
False |
False |
651,867 |
60 |
133.29 |
126.01 |
7.28 |
5.6% |
0.75 |
0.6% |
63% |
False |
False |
435,895 |
80 |
133.29 |
126.01 |
7.28 |
5.6% |
0.69 |
0.5% |
63% |
False |
False |
326,958 |
100 |
133.29 |
125.81 |
7.48 |
5.7% |
0.63 |
0.5% |
64% |
False |
False |
261,604 |
120 |
133.29 |
123.49 |
9.80 |
7.5% |
0.52 |
0.4% |
72% |
False |
False |
218,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.37 |
2.618 |
131.74 |
1.618 |
131.36 |
1.000 |
131.13 |
0.618 |
130.98 |
HIGH |
130.75 |
0.618 |
130.60 |
0.500 |
130.56 |
0.382 |
130.52 |
LOW |
130.37 |
0.618 |
130.14 |
1.000 |
129.99 |
1.618 |
129.76 |
2.618 |
129.38 |
4.250 |
128.76 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
130.56 |
131.09 |
PP |
130.56 |
130.91 |
S1 |
130.56 |
130.74 |
|