Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
128.61 |
127.48 |
-1.13 |
-0.9% |
127.25 |
| High |
129.20 |
128.07 |
-1.13 |
-0.9% |
129.20 |
| Low |
127.47 |
127.16 |
-0.31 |
-0.2% |
127.13 |
| Close |
127.72 |
127.35 |
-0.37 |
-0.3% |
127.35 |
| Range |
1.73 |
0.91 |
-0.82 |
-47.4% |
2.07 |
| ATR |
0.92 |
0.92 |
0.00 |
-0.1% |
0.00 |
| Volume |
1,331,171 |
783,939 |
-547,232 |
-41.1% |
2,907,769 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.26 |
129.71 |
127.85 |
|
| R3 |
129.35 |
128.80 |
127.60 |
|
| R2 |
128.44 |
128.44 |
127.52 |
|
| R1 |
127.89 |
127.89 |
127.43 |
127.71 |
| PP |
127.53 |
127.53 |
127.53 |
127.44 |
| S1 |
126.98 |
126.98 |
127.27 |
126.80 |
| S2 |
126.62 |
126.62 |
127.18 |
|
| S3 |
125.71 |
126.07 |
127.10 |
|
| S4 |
124.80 |
125.16 |
126.85 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.10 |
132.80 |
128.49 |
|
| R3 |
132.03 |
130.73 |
127.92 |
|
| R2 |
129.96 |
129.96 |
127.73 |
|
| R1 |
128.66 |
128.66 |
127.54 |
129.31 |
| PP |
127.89 |
127.89 |
127.89 |
128.22 |
| S1 |
126.59 |
126.59 |
127.16 |
127.24 |
| S2 |
125.82 |
125.82 |
126.97 |
|
| S3 |
123.75 |
124.52 |
126.78 |
|
| S4 |
121.68 |
122.45 |
126.21 |
|
|
| 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% |
1.00 |
0.8% |
11% |
False |
False |
581,553 |
| 10 |
130.64 |
127.13 |
3.51 |
2.8% |
0.98 |
0.8% |
6% |
False |
False |
592,618 |
| 20 |
130.95 |
127.13 |
3.82 |
3.0% |
0.90 |
0.7% |
6% |
False |
False |
691,160 |
| 40 |
132.36 |
127.13 |
5.23 |
4.1% |
0.78 |
0.6% |
4% |
False |
False |
665,528 |
| 60 |
132.36 |
127.13 |
5.23 |
4.1% |
0.82 |
0.6% |
4% |
False |
False |
758,274 |
| 80 |
133.29 |
127.13 |
6.16 |
4.8% |
0.80 |
0.6% |
4% |
False |
False |
577,609 |
| 100 |
133.29 |
126.01 |
7.28 |
5.7% |
0.75 |
0.6% |
18% |
False |
False |
462,206 |
| 120 |
133.29 |
125.81 |
7.48 |
5.9% |
0.70 |
0.5% |
21% |
False |
False |
385,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.94 |
|
2.618 |
130.45 |
|
1.618 |
129.54 |
|
1.000 |
128.98 |
|
0.618 |
128.63 |
|
HIGH |
128.07 |
|
0.618 |
127.72 |
|
0.500 |
127.62 |
|
0.382 |
127.51 |
|
LOW |
127.16 |
|
0.618 |
126.60 |
|
1.000 |
126.25 |
|
1.618 |
125.69 |
|
2.618 |
124.78 |
|
4.250 |
123.29 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.62 |
128.18 |
| PP |
127.53 |
127.90 |
| S1 |
127.44 |
127.63 |
|