Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
127.98 |
127.52 |
-0.46 |
-0.4% |
128.89 |
High |
128.02 |
127.60 |
-0.42 |
-0.3% |
129.04 |
Low |
127.20 |
127.21 |
0.01 |
0.0% |
127.20 |
Close |
127.36 |
127.26 |
-0.10 |
-0.1% |
127.26 |
Range |
0.82 |
0.39 |
-0.43 |
-52.4% |
1.84 |
ATR |
0.81 |
0.78 |
-0.03 |
-3.7% |
0.00 |
Volume |
11,127 |
2,201 |
-8,926 |
-80.2% |
28,209 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.53 |
128.28 |
127.47 |
|
R3 |
128.14 |
127.89 |
127.37 |
|
R2 |
127.75 |
127.75 |
127.33 |
|
R1 |
127.50 |
127.50 |
127.30 |
127.43 |
PP |
127.36 |
127.36 |
127.36 |
127.32 |
S1 |
127.11 |
127.11 |
127.22 |
127.04 |
S2 |
126.97 |
126.97 |
127.19 |
|
S3 |
126.58 |
126.72 |
127.15 |
|
S4 |
126.19 |
126.33 |
127.05 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.35 |
132.15 |
128.27 |
|
R3 |
131.51 |
130.31 |
127.77 |
|
R2 |
129.67 |
129.67 |
127.60 |
|
R1 |
128.47 |
128.47 |
127.43 |
128.15 |
PP |
127.83 |
127.83 |
127.83 |
127.68 |
S1 |
126.63 |
126.63 |
127.09 |
126.31 |
S2 |
125.99 |
125.99 |
126.92 |
|
S3 |
124.15 |
124.79 |
126.75 |
|
S4 |
122.31 |
122.95 |
126.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129.04 |
127.20 |
1.84 |
1.4% |
0.66 |
0.5% |
3% |
False |
False |
5,641 |
10 |
131.05 |
127.20 |
3.85 |
3.0% |
0.80 |
0.6% |
2% |
False |
False |
4,068 |
20 |
131.05 |
127.20 |
3.85 |
3.0% |
0.71 |
0.6% |
2% |
False |
False |
2,612 |
40 |
132.49 |
127.20 |
5.29 |
4.2% |
0.64 |
0.5% |
1% |
False |
False |
1,654 |
60 |
133.16 |
127.20 |
5.96 |
4.7% |
0.65 |
0.5% |
1% |
False |
False |
1,272 |
80 |
133.16 |
126.99 |
6.17 |
4.8% |
0.52 |
0.4% |
4% |
False |
False |
967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.26 |
2.618 |
128.62 |
1.618 |
128.23 |
1.000 |
127.99 |
0.618 |
127.84 |
HIGH |
127.60 |
0.618 |
127.45 |
0.500 |
127.41 |
0.382 |
127.36 |
LOW |
127.21 |
0.618 |
126.97 |
1.000 |
126.82 |
1.618 |
126.58 |
2.618 |
126.19 |
4.250 |
125.55 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
127.41 |
127.89 |
PP |
127.36 |
127.68 |
S1 |
127.31 |
127.47 |
|