Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
129.69 |
129.92 |
0.23 |
0.2% |
130.70 |
High |
129.90 |
130.02 |
0.12 |
0.1% |
130.81 |
Low |
129.68 |
129.81 |
0.13 |
0.1% |
129.50 |
Close |
129.75 |
129.94 |
0.19 |
0.1% |
129.75 |
Range |
0.22 |
0.21 |
-0.01 |
-4.5% |
1.31 |
ATR |
0.65 |
0.62 |
-0.03 |
-4.2% |
0.00 |
Volume |
835 |
445 |
-390 |
-46.7% |
5,247 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.55 |
130.46 |
130.06 |
|
R3 |
130.34 |
130.25 |
130.00 |
|
R2 |
130.13 |
130.13 |
129.98 |
|
R1 |
130.04 |
130.04 |
129.96 |
130.09 |
PP |
129.92 |
129.92 |
129.92 |
129.95 |
S1 |
129.83 |
129.83 |
129.92 |
129.88 |
S2 |
129.71 |
129.71 |
129.90 |
|
S3 |
129.50 |
129.62 |
129.88 |
|
S4 |
129.29 |
129.41 |
129.82 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.95 |
133.16 |
130.47 |
|
R3 |
132.64 |
131.85 |
130.11 |
|
R2 |
131.33 |
131.33 |
129.99 |
|
R1 |
130.54 |
130.54 |
129.87 |
130.28 |
PP |
130.02 |
130.02 |
130.02 |
129.89 |
S1 |
129.23 |
129.23 |
129.63 |
128.97 |
S2 |
128.71 |
128.71 |
129.51 |
|
S3 |
127.40 |
127.92 |
129.39 |
|
S4 |
126.09 |
126.61 |
129.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130.73 |
129.50 |
1.23 |
0.9% |
0.44 |
0.3% |
36% |
False |
False |
944 |
10 |
132.49 |
129.50 |
2.99 |
2.3% |
0.52 |
0.4% |
15% |
False |
False |
763 |
20 |
132.49 |
129.50 |
2.99 |
2.3% |
0.53 |
0.4% |
15% |
False |
False |
715 |
40 |
133.16 |
129.07 |
4.09 |
3.1% |
0.61 |
0.5% |
21% |
False |
False |
612 |
60 |
133.16 |
127.71 |
5.45 |
4.2% |
0.46 |
0.4% |
41% |
False |
False |
425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.91 |
2.618 |
130.57 |
1.618 |
130.36 |
1.000 |
130.23 |
0.618 |
130.15 |
HIGH |
130.02 |
0.618 |
129.94 |
0.500 |
129.92 |
0.382 |
129.89 |
LOW |
129.81 |
0.618 |
129.68 |
1.000 |
129.60 |
1.618 |
129.47 |
2.618 |
129.26 |
4.250 |
128.92 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
129.93 |
129.88 |
PP |
129.92 |
129.83 |
S1 |
129.92 |
129.77 |
|