Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
130.64 |
128.89 |
-1.75 |
-1.3% |
130.61 |
| High |
130.69 |
129.04 |
-1.65 |
-1.3% |
131.05 |
| Low |
129.13 |
128.32 |
-0.81 |
-0.6% |
129.13 |
| Close |
129.43 |
128.85 |
-0.58 |
-0.4% |
129.43 |
| Range |
1.56 |
0.72 |
-0.84 |
-53.8% |
1.92 |
| ATR |
0.77 |
0.79 |
0.02 |
3.2% |
0.00 |
| Volume |
4,445 |
2,991 |
-1,454 |
-32.7% |
12,479 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.90 |
130.59 |
129.25 |
|
| R3 |
130.18 |
129.87 |
129.05 |
|
| R2 |
129.46 |
129.46 |
128.98 |
|
| R1 |
129.15 |
129.15 |
128.92 |
128.95 |
| PP |
128.74 |
128.74 |
128.74 |
128.63 |
| S1 |
128.43 |
128.43 |
128.78 |
128.23 |
| S2 |
128.02 |
128.02 |
128.72 |
|
| S3 |
127.30 |
127.71 |
128.65 |
|
| S4 |
126.58 |
126.99 |
128.45 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.63 |
134.45 |
130.49 |
|
| R3 |
133.71 |
132.53 |
129.96 |
|
| R2 |
131.79 |
131.79 |
129.78 |
|
| R1 |
130.61 |
130.61 |
129.61 |
130.24 |
| PP |
129.87 |
129.87 |
129.87 |
129.69 |
| S1 |
128.69 |
128.69 |
129.25 |
128.32 |
| S2 |
127.95 |
127.95 |
129.08 |
|
| S3 |
126.03 |
126.77 |
128.90 |
|
| S4 |
124.11 |
124.85 |
128.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131.05 |
128.32 |
2.73 |
2.1% |
0.99 |
0.8% |
19% |
False |
True |
2,967 |
| 10 |
131.05 |
128.32 |
2.73 |
2.1% |
0.84 |
0.7% |
19% |
False |
True |
2,262 |
| 20 |
131.05 |
128.32 |
2.73 |
2.1% |
0.69 |
0.5% |
19% |
False |
True |
1,565 |
| 40 |
132.49 |
128.32 |
4.17 |
3.2% |
0.65 |
0.5% |
13% |
False |
True |
1,056 |
| 60 |
133.16 |
128.32 |
4.84 |
3.8% |
0.64 |
0.5% |
11% |
False |
True |
861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.10 |
|
2.618 |
130.92 |
|
1.618 |
130.20 |
|
1.000 |
129.76 |
|
0.618 |
129.48 |
|
HIGH |
129.04 |
|
0.618 |
128.76 |
|
0.500 |
128.68 |
|
0.382 |
128.60 |
|
LOW |
128.32 |
|
0.618 |
127.88 |
|
1.000 |
127.60 |
|
1.618 |
127.16 |
|
2.618 |
126.44 |
|
4.250 |
125.26 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.79 |
129.51 |
| PP |
128.74 |
129.29 |
| S1 |
128.68 |
129.07 |
|