Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
128.23 |
128.61 |
0.38 |
0.3% |
128.80 |
| High |
128.94 |
129.20 |
0.26 |
0.2% |
129.17 |
| Low |
128.08 |
127.47 |
-0.61 |
-0.5% |
127.31 |
| Close |
128.88 |
127.72 |
-1.16 |
-0.9% |
127.41 |
| Range |
0.86 |
1.73 |
0.87 |
101.2% |
1.86 |
| ATR |
0.86 |
0.92 |
0.06 |
7.2% |
0.00 |
| Volume |
0 |
1,331,171 |
1,331,171 |
|
3,018,412 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.32 |
132.25 |
128.67 |
|
| R3 |
131.59 |
130.52 |
128.20 |
|
| R2 |
129.86 |
129.86 |
128.04 |
|
| R1 |
128.79 |
128.79 |
127.88 |
128.46 |
| PP |
128.13 |
128.13 |
128.13 |
127.97 |
| S1 |
127.06 |
127.06 |
127.56 |
126.73 |
| S2 |
126.40 |
126.40 |
127.40 |
|
| S3 |
124.67 |
125.33 |
127.24 |
|
| S4 |
122.94 |
123.60 |
126.77 |
|
|
| 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 |
129.20 |
127.13 |
2.07 |
1.6% |
0.99 |
0.8% |
29% |
True |
False |
678,477 |
| 10 |
130.68 |
127.13 |
3.55 |
2.8% |
0.96 |
0.8% |
17% |
False |
False |
594,488 |
| 20 |
130.95 |
127.13 |
3.82 |
3.0% |
0.88 |
0.7% |
15% |
False |
False |
694,993 |
| 40 |
132.36 |
127.13 |
5.23 |
4.1% |
0.79 |
0.6% |
11% |
False |
False |
681,734 |
| 60 |
132.36 |
127.13 |
5.23 |
4.1% |
0.82 |
0.6% |
11% |
False |
False |
749,961 |
| 80 |
133.29 |
127.13 |
6.16 |
4.8% |
0.80 |
0.6% |
10% |
False |
False |
567,820 |
| 100 |
133.29 |
126.01 |
7.28 |
5.7% |
0.75 |
0.6% |
23% |
False |
False |
454,367 |
| 120 |
133.29 |
125.81 |
7.48 |
5.9% |
0.70 |
0.5% |
26% |
False |
False |
378,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.55 |
|
2.618 |
133.73 |
|
1.618 |
132.00 |
|
1.000 |
130.93 |
|
0.618 |
130.27 |
|
HIGH |
129.20 |
|
0.618 |
128.54 |
|
0.500 |
128.34 |
|
0.382 |
128.13 |
|
LOW |
127.47 |
|
0.618 |
126.40 |
|
1.000 |
125.74 |
|
1.618 |
124.67 |
|
2.618 |
122.94 |
|
4.250 |
120.12 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.34 |
128.17 |
| PP |
128.13 |
128.02 |
| S1 |
127.93 |
127.87 |
|