Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
127.52 |
127.10 |
-0.42 |
-0.3% |
128.89 |
High |
127.60 |
128.04 |
0.44 |
0.3% |
129.04 |
Low |
127.21 |
127.00 |
-0.21 |
-0.2% |
127.20 |
Close |
127.26 |
127.82 |
0.56 |
0.4% |
127.26 |
Range |
0.39 |
1.04 |
0.65 |
166.7% |
1.84 |
ATR |
0.78 |
0.79 |
0.02 |
2.4% |
0.00 |
Volume |
2,201 |
10,779 |
8,578 |
389.7% |
28,209 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.74 |
130.32 |
128.39 |
|
R3 |
129.70 |
129.28 |
128.11 |
|
R2 |
128.66 |
128.66 |
128.01 |
|
R1 |
128.24 |
128.24 |
127.92 |
128.45 |
PP |
127.62 |
127.62 |
127.62 |
127.73 |
S1 |
127.20 |
127.20 |
127.72 |
127.41 |
S2 |
126.58 |
126.58 |
127.63 |
|
S3 |
125.54 |
126.16 |
127.53 |
|
S4 |
124.50 |
125.12 |
127.25 |
|
|
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 |
128.84 |
127.00 |
1.84 |
1.4% |
0.73 |
0.6% |
45% |
False |
True |
7,199 |
10 |
131.05 |
127.00 |
4.05 |
3.2% |
0.86 |
0.7% |
20% |
False |
True |
5,083 |
20 |
131.05 |
127.00 |
4.05 |
3.2% |
0.76 |
0.6% |
20% |
False |
True |
3,129 |
40 |
132.49 |
127.00 |
5.49 |
4.3% |
0.64 |
0.5% |
15% |
False |
True |
1,922 |
60 |
133.16 |
127.00 |
6.16 |
4.8% |
0.66 |
0.5% |
13% |
False |
True |
1,451 |
80 |
133.16 |
127.00 |
6.16 |
4.8% |
0.53 |
0.4% |
13% |
False |
True |
1,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.46 |
2.618 |
130.76 |
1.618 |
129.72 |
1.000 |
129.08 |
0.618 |
128.68 |
HIGH |
128.04 |
0.618 |
127.64 |
0.500 |
127.52 |
0.382 |
127.40 |
LOW |
127.00 |
0.618 |
126.36 |
1.000 |
125.96 |
1.618 |
125.32 |
2.618 |
124.28 |
4.250 |
122.58 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
127.72 |
127.72 |
PP |
127.62 |
127.62 |
S1 |
127.52 |
127.52 |
|