Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 23-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
127.10 |
128.11 |
1.01 |
0.8% |
128.89 |
High |
128.04 |
128.88 |
0.84 |
0.7% |
129.04 |
Low |
127.00 |
128.00 |
1.00 |
0.8% |
127.20 |
Close |
127.82 |
128.82 |
1.00 |
0.8% |
127.26 |
Range |
1.04 |
0.88 |
-0.16 |
-15.4% |
1.84 |
ATR |
0.79 |
0.81 |
0.02 |
2.4% |
0.00 |
Volume |
10,779 |
14,390 |
3,611 |
33.5% |
28,209 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.21 |
130.89 |
129.30 |
|
R3 |
130.33 |
130.01 |
129.06 |
|
R2 |
129.45 |
129.45 |
128.98 |
|
R1 |
129.13 |
129.13 |
128.90 |
129.29 |
PP |
128.57 |
128.57 |
128.57 |
128.65 |
S1 |
128.25 |
128.25 |
128.74 |
128.41 |
S2 |
127.69 |
127.69 |
128.66 |
|
S3 |
126.81 |
127.37 |
128.58 |
|
S4 |
125.93 |
126.49 |
128.34 |
|
|
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 |
128.88 |
127.00 |
1.88 |
1.5% |
0.73 |
0.6% |
97% |
True |
False |
8,761 |
10 |
130.70 |
127.00 |
3.70 |
2.9% |
0.84 |
0.6% |
49% |
False |
False |
6,446 |
20 |
131.05 |
127.00 |
4.05 |
3.1% |
0.77 |
0.6% |
45% |
False |
False |
3,825 |
40 |
132.49 |
127.00 |
5.49 |
4.3% |
0.65 |
0.5% |
33% |
False |
False |
2,276 |
60 |
132.49 |
127.00 |
5.49 |
4.3% |
0.67 |
0.5% |
33% |
False |
False |
1,687 |
80 |
133.16 |
127.00 |
6.16 |
4.8% |
0.54 |
0.4% |
30% |
False |
False |
1,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.62 |
2.618 |
131.18 |
1.618 |
130.30 |
1.000 |
129.76 |
0.618 |
129.42 |
HIGH |
128.88 |
0.618 |
128.54 |
0.500 |
128.44 |
0.382 |
128.34 |
LOW |
128.00 |
0.618 |
127.46 |
1.000 |
127.12 |
1.618 |
126.58 |
2.618 |
125.70 |
4.250 |
124.26 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
128.69 |
128.53 |
PP |
128.57 |
128.23 |
S1 |
128.44 |
127.94 |
|