Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
127.05 |
127.06 |
0.01 |
0.0% |
127.10 |
| High |
127.27 |
127.86 |
0.59 |
0.5% |
129.14 |
| Low |
126.49 |
127.02 |
0.53 |
0.4% |
126.99 |
| Close |
126.86 |
127.84 |
0.98 |
0.8% |
127.17 |
| Range |
0.78 |
0.84 |
0.06 |
7.7% |
2.15 |
| ATR |
0.87 |
0.88 |
0.01 |
1.1% |
0.00 |
| Volume |
43,415 |
86,575 |
43,160 |
99.4% |
72,162 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.09 |
129.81 |
128.30 |
|
| R3 |
129.25 |
128.97 |
128.07 |
|
| R2 |
128.41 |
128.41 |
127.99 |
|
| R1 |
128.13 |
128.13 |
127.92 |
128.27 |
| PP |
127.57 |
127.57 |
127.57 |
127.65 |
| S1 |
127.29 |
127.29 |
127.76 |
127.43 |
| S2 |
126.73 |
126.73 |
127.69 |
|
| S3 |
125.89 |
126.45 |
127.61 |
|
| S4 |
125.05 |
125.61 |
127.38 |
|
|
| 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% |
1.00 |
0.8% |
51% |
False |
False |
35,396 |
| 10 |
129.14 |
126.49 |
2.65 |
2.1% |
0.87 |
0.7% |
51% |
False |
False |
22,079 |
| 20 |
131.05 |
126.49 |
4.56 |
3.6% |
0.88 |
0.7% |
30% |
False |
False |
12,400 |
| 40 |
132.49 |
126.49 |
6.00 |
4.7% |
0.69 |
0.5% |
23% |
False |
False |
6,599 |
| 60 |
132.49 |
126.49 |
6.00 |
4.7% |
0.70 |
0.5% |
23% |
False |
False |
4,548 |
| 80 |
133.16 |
126.49 |
6.67 |
5.2% |
0.60 |
0.5% |
20% |
False |
False |
3,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.43 |
|
2.618 |
130.06 |
|
1.618 |
129.22 |
|
1.000 |
128.70 |
|
0.618 |
128.38 |
|
HIGH |
127.86 |
|
0.618 |
127.54 |
|
0.500 |
127.44 |
|
0.382 |
127.34 |
|
LOW |
127.02 |
|
0.618 |
126.50 |
|
1.000 |
126.18 |
|
1.618 |
125.66 |
|
2.618 |
124.82 |
|
4.250 |
123.45 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.71 |
127.62 |
| PP |
127.57 |
127.41 |
| S1 |
127.44 |
127.19 |
|