Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127.41 |
127.30 |
-0.11 |
-0.1% |
127.10 |
| High |
127.72 |
127.89 |
0.17 |
0.1% |
129.14 |
| Low |
127.04 |
126.99 |
-0.05 |
0.0% |
126.99 |
| Close |
127.10 |
127.17 |
0.07 |
0.1% |
127.17 |
| Range |
0.68 |
0.90 |
0.22 |
32.4% |
2.15 |
| ATR |
0.87 |
0.87 |
0.00 |
0.2% |
0.00 |
| Volume |
8,328 |
17,110 |
8,782 |
105.5% |
72,162 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.05 |
129.51 |
127.67 |
|
| R3 |
129.15 |
128.61 |
127.42 |
|
| R2 |
128.25 |
128.25 |
127.34 |
|
| R1 |
127.71 |
127.71 |
127.25 |
127.53 |
| PP |
127.35 |
127.35 |
127.35 |
127.26 |
| S1 |
126.81 |
126.81 |
127.09 |
126.63 |
| S2 |
126.45 |
126.45 |
127.01 |
|
| S3 |
125.55 |
125.91 |
126.92 |
|
| S4 |
124.65 |
125.01 |
126.68 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.22 |
132.84 |
128.35 |
|
| R3 |
132.07 |
130.69 |
127.76 |
|
| R2 |
129.92 |
129.92 |
127.56 |
|
| R1 |
128.54 |
128.54 |
127.37 |
129.23 |
| PP |
127.77 |
127.77 |
127.77 |
128.11 |
| S1 |
126.39 |
126.39 |
126.97 |
127.08 |
| S2 |
125.62 |
125.62 |
126.78 |
|
| S3 |
123.47 |
124.24 |
126.58 |
|
| S4 |
121.32 |
122.09 |
125.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.14 |
126.99 |
2.15 |
1.7% |
1.06 |
0.8% |
8% |
False |
True |
14,432 |
| 10 |
129.14 |
126.99 |
2.15 |
1.7% |
0.86 |
0.7% |
8% |
False |
True |
10,037 |
| 20 |
131.05 |
126.99 |
4.06 |
3.2% |
0.85 |
0.7% |
4% |
False |
True |
6,062 |
| 40 |
132.49 |
126.99 |
5.50 |
4.3% |
0.68 |
0.5% |
3% |
False |
True |
3,367 |
| 60 |
132.49 |
126.99 |
5.50 |
4.3% |
0.69 |
0.5% |
3% |
False |
True |
2,389 |
| 80 |
133.16 |
126.99 |
6.17 |
4.9% |
0.59 |
0.5% |
3% |
False |
True |
1,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.72 |
|
2.618 |
130.25 |
|
1.618 |
129.35 |
|
1.000 |
128.79 |
|
0.618 |
128.45 |
|
HIGH |
127.89 |
|
0.618 |
127.55 |
|
0.500 |
127.44 |
|
0.382 |
127.33 |
|
LOW |
126.99 |
|
0.618 |
126.43 |
|
1.000 |
126.09 |
|
1.618 |
125.53 |
|
2.618 |
124.63 |
|
4.250 |
123.17 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.44 |
128.07 |
| PP |
127.35 |
127.77 |
| S1 |
127.26 |
127.47 |
|