Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
127.28 |
127.85 |
0.57 |
0.4% |
127.25 |
| High |
128.05 |
127.94 |
-0.11 |
-0.1% |
129.20 |
| Low |
127.18 |
126.63 |
-0.55 |
-0.4% |
127.13 |
| Close |
128.02 |
127.02 |
-1.00 |
-0.8% |
127.35 |
| Range |
0.87 |
1.31 |
0.44 |
50.6% |
2.07 |
| ATR |
0.92 |
0.95 |
0.03 |
3.7% |
0.00 |
| Volume |
1,064,954 |
1,212,739 |
147,785 |
13.9% |
2,907,769 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.13 |
130.38 |
127.74 |
|
| R3 |
129.82 |
129.07 |
127.38 |
|
| R2 |
128.51 |
128.51 |
127.26 |
|
| R1 |
127.76 |
127.76 |
127.14 |
127.48 |
| PP |
127.20 |
127.20 |
127.20 |
127.06 |
| S1 |
126.45 |
126.45 |
126.90 |
126.17 |
| S2 |
125.89 |
125.89 |
126.78 |
|
| S3 |
124.58 |
125.14 |
126.66 |
|
| S4 |
123.27 |
123.83 |
126.30 |
|
|
| 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 |
126.63 |
2.57 |
2.0% |
1.12 |
0.9% |
15% |
False |
True |
1,057,992 |
| 10 |
129.20 |
126.63 |
2.57 |
2.0% |
0.94 |
0.7% |
15% |
False |
True |
827,768 |
| 20 |
130.95 |
126.63 |
4.32 |
3.4% |
0.95 |
0.7% |
9% |
False |
True |
718,183 |
| 40 |
132.36 |
126.63 |
5.73 |
4.5% |
0.80 |
0.6% |
7% |
False |
True |
675,292 |
| 60 |
132.36 |
126.63 |
5.73 |
4.5% |
0.82 |
0.6% |
7% |
False |
True |
768,330 |
| 80 |
133.29 |
126.63 |
6.66 |
5.2% |
0.82 |
0.6% |
6% |
False |
True |
617,238 |
| 100 |
133.29 |
126.01 |
7.28 |
5.7% |
0.77 |
0.6% |
14% |
False |
False |
493,949 |
| 120 |
133.29 |
125.81 |
7.48 |
5.9% |
0.71 |
0.6% |
16% |
False |
False |
411,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.51 |
|
2.618 |
131.37 |
|
1.618 |
130.06 |
|
1.000 |
129.25 |
|
0.618 |
128.75 |
|
HIGH |
127.94 |
|
0.618 |
127.44 |
|
0.500 |
127.29 |
|
0.382 |
127.13 |
|
LOW |
126.63 |
|
0.618 |
125.82 |
|
1.000 |
125.32 |
|
1.618 |
124.51 |
|
2.618 |
123.20 |
|
4.250 |
121.06 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.29 |
127.34 |
| PP |
127.20 |
127.23 |
| S1 |
127.11 |
127.13 |
|