Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
127.06 |
127.65 |
0.59 |
0.5% |
127.10 |
| High |
127.86 |
127.68 |
-0.18 |
-0.1% |
129.14 |
| Low |
127.02 |
126.38 |
-0.64 |
-0.5% |
126.99 |
| Close |
127.84 |
126.77 |
-1.07 |
-0.8% |
127.17 |
| Range |
0.84 |
1.30 |
0.46 |
54.8% |
2.15 |
| ATR |
0.88 |
0.92 |
0.04 |
4.8% |
0.00 |
| Volume |
86,575 |
164,405 |
77,830 |
89.9% |
72,162 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.84 |
130.11 |
127.49 |
|
| R3 |
129.54 |
128.81 |
127.13 |
|
| R2 |
128.24 |
128.24 |
127.01 |
|
| R1 |
127.51 |
127.51 |
126.89 |
127.23 |
| PP |
126.94 |
126.94 |
126.94 |
126.80 |
| S1 |
126.21 |
126.21 |
126.65 |
125.93 |
| S2 |
125.64 |
125.64 |
126.53 |
|
| S3 |
124.34 |
124.91 |
126.41 |
|
| S4 |
123.04 |
123.61 |
126.06 |
|
|
| 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 |
127.89 |
126.38 |
1.51 |
1.2% |
0.90 |
0.7% |
26% |
False |
True |
63,966 |
| 10 |
129.14 |
126.38 |
2.76 |
2.2% |
0.94 |
0.7% |
14% |
False |
True |
37,988 |
| 20 |
131.05 |
126.38 |
4.67 |
3.7% |
0.92 |
0.7% |
8% |
False |
True |
20,535 |
| 40 |
132.49 |
126.38 |
6.11 |
4.8% |
0.72 |
0.6% |
6% |
False |
True |
10,681 |
| 60 |
132.49 |
126.38 |
6.11 |
4.8% |
0.71 |
0.6% |
6% |
False |
True |
7,285 |
| 80 |
133.16 |
126.38 |
6.78 |
5.3% |
0.62 |
0.5% |
6% |
False |
True |
5,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.21 |
|
2.618 |
131.08 |
|
1.618 |
129.78 |
|
1.000 |
128.98 |
|
0.618 |
128.48 |
|
HIGH |
127.68 |
|
0.618 |
127.18 |
|
0.500 |
127.03 |
|
0.382 |
126.88 |
|
LOW |
126.38 |
|
0.618 |
125.58 |
|
1.000 |
125.08 |
|
1.618 |
124.28 |
|
2.618 |
122.98 |
|
4.250 |
120.86 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.03 |
127.12 |
| PP |
126.94 |
127.00 |
| S1 |
126.86 |
126.89 |
|