Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127.30 |
127.05 |
-0.25 |
-0.2% |
127.10 |
| High |
127.89 |
127.27 |
-0.62 |
-0.5% |
129.14 |
| Low |
126.99 |
126.49 |
-0.50 |
-0.4% |
126.99 |
| Close |
127.17 |
126.86 |
-0.31 |
-0.2% |
127.17 |
| Range |
0.90 |
0.78 |
-0.12 |
-13.3% |
2.15 |
| ATR |
0.87 |
0.87 |
-0.01 |
-0.8% |
0.00 |
| Volume |
17,110 |
43,415 |
26,305 |
153.7% |
72,162 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.21 |
128.82 |
127.29 |
|
| R3 |
128.43 |
128.04 |
127.07 |
|
| R2 |
127.65 |
127.65 |
127.00 |
|
| R1 |
127.26 |
127.26 |
126.93 |
127.07 |
| PP |
126.87 |
126.87 |
126.87 |
126.78 |
| S1 |
126.48 |
126.48 |
126.79 |
126.29 |
| S2 |
126.09 |
126.09 |
126.72 |
|
| S3 |
125.31 |
125.70 |
126.65 |
|
| S4 |
124.53 |
124.92 |
126.43 |
|
|
| 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 |
126.49 |
2.65 |
2.1% |
1.01 |
0.8% |
14% |
False |
True |
20,959 |
| 10 |
129.14 |
126.49 |
2.65 |
2.1% |
0.87 |
0.7% |
14% |
False |
True |
14,079 |
| 20 |
131.05 |
126.49 |
4.56 |
3.6% |
0.86 |
0.7% |
8% |
False |
True |
8,171 |
| 40 |
132.49 |
126.49 |
6.00 |
4.7% |
0.69 |
0.5% |
6% |
False |
True |
4,446 |
| 60 |
132.49 |
126.49 |
6.00 |
4.7% |
0.70 |
0.6% |
6% |
False |
True |
3,108 |
| 80 |
133.16 |
126.49 |
6.67 |
5.3% |
0.60 |
0.5% |
6% |
False |
True |
2,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.59 |
|
2.618 |
129.31 |
|
1.618 |
128.53 |
|
1.000 |
128.05 |
|
0.618 |
127.75 |
|
HIGH |
127.27 |
|
0.618 |
126.97 |
|
0.500 |
126.88 |
|
0.382 |
126.79 |
|
LOW |
126.49 |
|
0.618 |
126.01 |
|
1.000 |
125.71 |
|
1.618 |
125.23 |
|
2.618 |
124.45 |
|
4.250 |
123.18 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126.88 |
127.19 |
| PP |
126.87 |
127.08 |
| S1 |
126.87 |
126.97 |
|