Euro Bund Future December 2010
Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
126.45 |
124.86 |
-1.59 |
-1.3% |
127.23 |
High |
126.58 |
125.38 |
-1.20 |
-0.9% |
128.05 |
Low |
125.27 |
124.86 |
-0.41 |
-0.3% |
125.83 |
Close |
125.59 |
125.22 |
-0.37 |
-0.3% |
126.19 |
Range |
1.31 |
0.52 |
-0.79 |
-60.3% |
2.22 |
ATR |
0.92 |
0.91 |
-0.01 |
-1.5% |
0.00 |
Volume |
646,460 |
42,120 |
-604,340 |
-93.5% |
4,262,346 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.71 |
126.49 |
125.51 |
|
R3 |
126.19 |
125.97 |
125.36 |
|
R2 |
125.67 |
125.67 |
125.32 |
|
R1 |
125.45 |
125.45 |
125.27 |
125.56 |
PP |
125.15 |
125.15 |
125.15 |
125.21 |
S1 |
124.93 |
124.93 |
125.17 |
125.04 |
S2 |
124.63 |
124.63 |
125.12 |
|
S3 |
124.11 |
124.41 |
125.08 |
|
S4 |
123.59 |
123.89 |
124.93 |
|
|
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 |
127.02 |
124.86 |
2.16 |
1.7% |
0.75 |
0.6% |
17% |
False |
True |
355,214 |
10 |
129.20 |
124.86 |
4.34 |
3.5% |
0.93 |
0.7% |
8% |
False |
True |
706,603 |
20 |
130.68 |
124.86 |
5.82 |
4.6% |
0.91 |
0.7% |
6% |
False |
True |
654,294 |
40 |
131.84 |
124.86 |
6.98 |
5.6% |
0.81 |
0.6% |
5% |
False |
True |
662,227 |
60 |
132.36 |
124.86 |
7.50 |
6.0% |
0.81 |
0.6% |
5% |
False |
True |
717,824 |
80 |
133.29 |
124.86 |
8.43 |
6.7% |
0.83 |
0.7% |
4% |
False |
True |
638,995 |
100 |
133.29 |
124.86 |
8.43 |
6.7% |
0.77 |
0.6% |
4% |
False |
True |
511,696 |
120 |
133.29 |
124.86 |
8.43 |
6.7% |
0.72 |
0.6% |
4% |
False |
True |
426,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.59 |
2.618 |
126.74 |
1.618 |
126.22 |
1.000 |
125.90 |
0.618 |
125.70 |
HIGH |
125.38 |
0.618 |
125.18 |
0.500 |
125.12 |
0.382 |
125.06 |
LOW |
124.86 |
0.618 |
124.54 |
1.000 |
124.34 |
1.618 |
124.02 |
2.618 |
123.50 |
4.250 |
122.65 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
125.19 |
125.77 |
PP |
125.15 |
125.59 |
S1 |
125.12 |
125.40 |
|