Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127.23 |
127.28 |
0.05 |
0.0% |
127.25 |
| High |
127.46 |
128.05 |
0.59 |
0.5% |
129.20 |
| Low |
126.69 |
127.18 |
0.49 |
0.4% |
127.13 |
| Close |
127.07 |
128.02 |
0.95 |
0.7% |
127.35 |
| Range |
0.77 |
0.87 |
0.10 |
13.0% |
2.07 |
| ATR |
0.91 |
0.92 |
0.00 |
0.5% |
0.00 |
| Volume |
897,160 |
1,064,954 |
167,794 |
18.7% |
2,907,769 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.36 |
130.06 |
128.50 |
|
| R3 |
129.49 |
129.19 |
128.26 |
|
| R2 |
128.62 |
128.62 |
128.18 |
|
| R1 |
128.32 |
128.32 |
128.10 |
128.47 |
| PP |
127.75 |
127.75 |
127.75 |
127.83 |
| S1 |
127.45 |
127.45 |
127.94 |
127.60 |
| S2 |
126.88 |
126.88 |
127.86 |
|
| S3 |
126.01 |
126.58 |
127.78 |
|
| S4 |
125.14 |
125.71 |
127.54 |
|
|
| 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% |
1.03 |
0.8% |
53% |
False |
False |
815,444 |
| 10 |
129.20 |
126.69 |
2.51 |
2.0% |
0.90 |
0.7% |
53% |
False |
False |
706,494 |
| 20 |
130.95 |
126.69 |
4.26 |
3.3% |
0.91 |
0.7% |
31% |
False |
False |
697,710 |
| 40 |
132.36 |
126.69 |
5.67 |
4.4% |
0.79 |
0.6% |
23% |
False |
False |
669,605 |
| 60 |
132.36 |
126.69 |
5.67 |
4.4% |
0.82 |
0.6% |
23% |
False |
False |
770,821 |
| 80 |
133.29 |
126.69 |
6.60 |
5.2% |
0.81 |
0.6% |
20% |
False |
False |
602,116 |
| 100 |
133.29 |
126.01 |
7.28 |
5.7% |
0.76 |
0.6% |
28% |
False |
False |
481,826 |
| 120 |
133.29 |
125.81 |
7.48 |
5.8% |
0.70 |
0.5% |
30% |
False |
False |
401,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.75 |
|
2.618 |
130.33 |
|
1.618 |
129.46 |
|
1.000 |
128.92 |
|
0.618 |
128.59 |
|
HIGH |
128.05 |
|
0.618 |
127.72 |
|
0.500 |
127.62 |
|
0.382 |
127.51 |
|
LOW |
127.18 |
|
0.618 |
126.64 |
|
1.000 |
126.31 |
|
1.618 |
125.77 |
|
2.618 |
124.90 |
|
4.250 |
123.48 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.89 |
127.81 |
| PP |
127.75 |
127.59 |
| S1 |
127.62 |
127.38 |
|