Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127.65 |
127.25 |
-0.40 |
-0.3% |
128.80 |
| High |
127.79 |
128.18 |
0.39 |
0.3% |
129.17 |
| Low |
127.32 |
127.13 |
-0.19 |
-0.1% |
127.31 |
| Close |
127.41 |
127.94 |
0.53 |
0.4% |
127.41 |
| Range |
0.47 |
1.05 |
0.58 |
123.4% |
1.86 |
| ATR |
0.84 |
0.85 |
0.02 |
1.8% |
0.00 |
| Volume |
0 |
792,659 |
792,659 |
|
3,018,412 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.90 |
130.47 |
128.52 |
|
| R3 |
129.85 |
129.42 |
128.23 |
|
| R2 |
128.80 |
128.80 |
128.13 |
|
| R1 |
128.37 |
128.37 |
128.04 |
128.59 |
| PP |
127.75 |
127.75 |
127.75 |
127.86 |
| S1 |
127.32 |
127.32 |
127.84 |
127.54 |
| S2 |
126.70 |
126.70 |
127.75 |
|
| S3 |
125.65 |
126.27 |
127.65 |
|
| S4 |
124.60 |
125.22 |
127.36 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.54 |
132.34 |
128.43 |
|
| R3 |
131.68 |
130.48 |
127.92 |
|
| R2 |
129.82 |
129.82 |
127.75 |
|
| R1 |
128.62 |
128.62 |
127.58 |
128.29 |
| PP |
127.96 |
127.96 |
127.96 |
127.80 |
| S1 |
126.76 |
126.76 |
127.24 |
126.43 |
| S2 |
126.10 |
126.10 |
127.07 |
|
| S3 |
124.24 |
124.90 |
126.90 |
|
| S4 |
122.38 |
123.04 |
126.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.89 |
127.13 |
1.76 |
1.4% |
0.78 |
0.6% |
46% |
False |
True |
597,544 |
| 10 |
130.95 |
127.13 |
3.82 |
3.0% |
0.91 |
0.7% |
21% |
False |
True |
704,014 |
| 20 |
130.95 |
127.13 |
3.82 |
3.0% |
0.82 |
0.6% |
21% |
False |
True |
730,439 |
| 40 |
132.36 |
127.13 |
5.23 |
4.1% |
0.76 |
0.6% |
15% |
False |
True |
672,257 |
| 60 |
133.29 |
127.13 |
6.16 |
4.8% |
0.81 |
0.6% |
13% |
False |
True |
731,970 |
| 80 |
133.29 |
127.00 |
6.29 |
4.9% |
0.78 |
0.6% |
15% |
False |
False |
551,273 |
| 100 |
133.29 |
126.01 |
7.28 |
5.7% |
0.73 |
0.6% |
27% |
False |
False |
441,056 |
| 120 |
133.29 |
125.81 |
7.48 |
5.8% |
0.68 |
0.5% |
28% |
False |
False |
367,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.64 |
|
2.618 |
130.93 |
|
1.618 |
129.88 |
|
1.000 |
129.23 |
|
0.618 |
128.83 |
|
HIGH |
128.18 |
|
0.618 |
127.78 |
|
0.500 |
127.66 |
|
0.382 |
127.53 |
|
LOW |
127.13 |
|
0.618 |
126.48 |
|
1.000 |
126.08 |
|
1.618 |
125.43 |
|
2.618 |
124.38 |
|
4.250 |
122.67 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.85 |
127.85 |
| PP |
127.75 |
127.75 |
| S1 |
127.66 |
127.66 |
|