Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
128.11 |
128.63 |
0.52 |
0.4% |
128.89 |
| High |
128.88 |
129.14 |
0.26 |
0.2% |
129.04 |
| Low |
128.00 |
127.33 |
-0.67 |
-0.5% |
127.20 |
| Close |
128.82 |
127.56 |
-1.26 |
-1.0% |
127.26 |
| Range |
0.88 |
1.81 |
0.93 |
105.7% |
1.84 |
| ATR |
0.81 |
0.88 |
0.07 |
8.8% |
0.00 |
| Volume |
14,390 |
21,555 |
7,165 |
49.8% |
28,209 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.44 |
132.31 |
128.56 |
|
| R3 |
131.63 |
130.50 |
128.06 |
|
| R2 |
129.82 |
129.82 |
127.89 |
|
| R1 |
128.69 |
128.69 |
127.73 |
128.35 |
| PP |
128.01 |
128.01 |
128.01 |
127.84 |
| S1 |
126.88 |
126.88 |
127.39 |
126.54 |
| S2 |
126.20 |
126.20 |
127.23 |
|
| S3 |
124.39 |
125.07 |
127.06 |
|
| S4 |
122.58 |
123.26 |
126.56 |
|
|
| 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 |
129.14 |
127.00 |
2.14 |
1.7% |
0.99 |
0.8% |
26% |
True |
False |
12,010 |
| 10 |
130.70 |
127.00 |
3.70 |
2.9% |
0.93 |
0.7% |
15% |
False |
False |
8,069 |
| 20 |
131.05 |
127.00 |
4.05 |
3.2% |
0.82 |
0.6% |
14% |
False |
False |
4,810 |
| 40 |
132.49 |
127.00 |
5.49 |
4.3% |
0.68 |
0.5% |
10% |
False |
False |
2,801 |
| 60 |
132.49 |
127.00 |
5.49 |
4.3% |
0.69 |
0.5% |
10% |
False |
False |
2,046 |
| 80 |
133.16 |
127.00 |
6.16 |
4.8% |
0.57 |
0.4% |
9% |
False |
False |
1,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.83 |
|
2.618 |
133.88 |
|
1.618 |
132.07 |
|
1.000 |
130.95 |
|
0.618 |
130.26 |
|
HIGH |
129.14 |
|
0.618 |
128.45 |
|
0.500 |
128.24 |
|
0.382 |
128.02 |
|
LOW |
127.33 |
|
0.618 |
126.21 |
|
1.000 |
125.52 |
|
1.618 |
124.40 |
|
2.618 |
122.59 |
|
4.250 |
119.64 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.24 |
128.07 |
| PP |
128.01 |
127.90 |
| S1 |
127.79 |
127.73 |
|