Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127.48 |
127.23 |
-0.25 |
-0.2% |
127.25 |
| High |
128.07 |
127.46 |
-0.61 |
-0.5% |
129.20 |
| Low |
127.16 |
126.69 |
-0.47 |
-0.4% |
127.13 |
| Close |
127.35 |
127.07 |
-0.28 |
-0.2% |
127.35 |
| Range |
0.91 |
0.77 |
-0.14 |
-15.4% |
2.07 |
| ATR |
0.92 |
0.91 |
-0.01 |
-1.2% |
0.00 |
| Volume |
783,939 |
897,160 |
113,221 |
14.4% |
2,907,769 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.38 |
129.00 |
127.49 |
|
| R3 |
128.61 |
128.23 |
127.28 |
|
| R2 |
127.84 |
127.84 |
127.21 |
|
| R1 |
127.46 |
127.46 |
127.14 |
127.27 |
| PP |
127.07 |
127.07 |
127.07 |
126.98 |
| S1 |
126.69 |
126.69 |
127.00 |
126.50 |
| S2 |
126.30 |
126.30 |
126.93 |
|
| S3 |
125.53 |
125.92 |
126.86 |
|
| S4 |
124.76 |
125.15 |
126.65 |
|
|
| 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 |
126.69 |
2.51 |
2.0% |
1.06 |
0.8% |
15% |
False |
True |
760,985 |
| 10 |
129.20 |
126.69 |
2.51 |
2.0% |
0.90 |
0.7% |
15% |
False |
True |
682,334 |
| 20 |
130.95 |
126.69 |
4.26 |
3.4% |
0.91 |
0.7% |
9% |
False |
True |
686,459 |
| 40 |
132.36 |
126.69 |
5.67 |
4.5% |
0.78 |
0.6% |
7% |
False |
True |
660,067 |
| 60 |
132.36 |
126.69 |
5.67 |
4.5% |
0.81 |
0.6% |
7% |
False |
True |
763,409 |
| 80 |
133.29 |
126.69 |
6.60 |
5.2% |
0.80 |
0.6% |
6% |
False |
True |
588,817 |
| 100 |
133.29 |
126.01 |
7.28 |
5.7% |
0.76 |
0.6% |
15% |
False |
False |
471,177 |
| 120 |
133.29 |
125.81 |
7.48 |
5.9% |
0.70 |
0.6% |
17% |
False |
False |
392,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.73 |
|
2.618 |
129.48 |
|
1.618 |
128.71 |
|
1.000 |
128.23 |
|
0.618 |
127.94 |
|
HIGH |
127.46 |
|
0.618 |
127.17 |
|
0.500 |
127.08 |
|
0.382 |
126.98 |
|
LOW |
126.69 |
|
0.618 |
126.21 |
|
1.000 |
125.92 |
|
1.618 |
125.44 |
|
2.618 |
124.67 |
|
4.250 |
123.42 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.08 |
127.95 |
| PP |
127.07 |
127.65 |
| S1 |
127.07 |
127.36 |
|