Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
126.91 |
126.54 |
-0.37 |
-0.3% |
127.23 |
High |
127.02 |
126.56 |
-0.46 |
-0.4% |
128.05 |
Low |
126.27 |
125.83 |
-0.44 |
-0.3% |
125.83 |
Close |
126.47 |
126.19 |
-0.28 |
-0.2% |
126.19 |
Range |
0.75 |
0.73 |
-0.02 |
-2.7% |
2.22 |
ATR |
0.94 |
0.92 |
-0.01 |
-1.6% |
0.00 |
Volume |
0 |
1,087,493 |
1,087,493 |
|
4,262,346 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.38 |
128.02 |
126.59 |
|
R3 |
127.65 |
127.29 |
126.39 |
|
R2 |
126.92 |
126.92 |
126.32 |
|
R1 |
126.56 |
126.56 |
126.26 |
126.38 |
PP |
126.19 |
126.19 |
126.19 |
126.10 |
S1 |
125.83 |
125.83 |
126.12 |
125.65 |
S2 |
125.46 |
125.46 |
126.06 |
|
S3 |
124.73 |
125.10 |
125.99 |
|
S4 |
124.00 |
124.37 |
125.79 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.35 |
131.99 |
127.41 |
|
R3 |
131.13 |
129.77 |
126.80 |
|
R2 |
128.91 |
128.91 |
126.60 |
|
R1 |
127.55 |
127.55 |
126.39 |
127.12 |
PP |
126.69 |
126.69 |
126.69 |
126.48 |
S1 |
125.33 |
125.33 |
125.99 |
124.90 |
S2 |
124.47 |
124.47 |
125.78 |
|
S3 |
122.25 |
123.11 |
125.58 |
|
S4 |
120.03 |
120.89 |
124.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128.05 |
125.83 |
2.22 |
1.8% |
0.89 |
0.7% |
16% |
False |
True |
852,469 |
10 |
129.20 |
125.83 |
3.37 |
2.7% |
0.95 |
0.7% |
11% |
False |
True |
717,011 |
20 |
130.95 |
125.83 |
5.12 |
4.1% |
0.92 |
0.7% |
7% |
False |
True |
730,269 |
40 |
132.36 |
125.83 |
6.53 |
5.2% |
0.81 |
0.6% |
6% |
False |
True |
679,736 |
60 |
132.36 |
125.83 |
6.53 |
5.2% |
0.81 |
0.6% |
6% |
False |
True |
752,122 |
80 |
133.29 |
125.83 |
7.46 |
5.9% |
0.82 |
0.7% |
5% |
False |
True |
630,786 |
100 |
133.29 |
125.83 |
7.46 |
5.9% |
0.77 |
0.6% |
5% |
False |
True |
504,813 |
120 |
133.29 |
125.81 |
7.48 |
5.9% |
0.71 |
0.6% |
5% |
False |
False |
420,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.66 |
2.618 |
128.47 |
1.618 |
127.74 |
1.000 |
127.29 |
0.618 |
127.01 |
HIGH |
126.56 |
0.618 |
126.28 |
0.500 |
126.20 |
0.382 |
126.11 |
LOW |
125.83 |
0.618 |
125.38 |
1.000 |
125.10 |
1.618 |
124.65 |
2.618 |
123.92 |
4.250 |
122.73 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
126.20 |
126.89 |
PP |
126.19 |
126.65 |
S1 |
126.19 |
126.42 |
|