Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
125.93 |
124.30 |
-1.63 |
-1.3% |
127.05 |
| High |
126.04 |
125.05 |
-0.99 |
-0.8% |
127.86 |
| Low |
124.63 |
124.21 |
-0.42 |
-0.3% |
125.47 |
| Close |
125.01 |
124.39 |
-0.62 |
-0.5% |
125.83 |
| Range |
1.41 |
0.84 |
-0.57 |
-40.4% |
2.39 |
| ATR |
0.91 |
0.90 |
0.00 |
-0.5% |
0.00 |
| Volume |
1,040,349 |
847,579 |
-192,770 |
-18.5% |
800,162 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.07 |
126.57 |
124.85 |
|
| R3 |
126.23 |
125.73 |
124.62 |
|
| R2 |
125.39 |
125.39 |
124.54 |
|
| R1 |
124.89 |
124.89 |
124.47 |
125.14 |
| PP |
124.55 |
124.55 |
124.55 |
124.68 |
| S1 |
124.05 |
124.05 |
124.31 |
124.30 |
| S2 |
123.71 |
123.71 |
124.24 |
|
| S3 |
122.87 |
123.21 |
124.16 |
|
| S4 |
122.03 |
122.37 |
123.93 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.56 |
132.08 |
127.14 |
|
| R3 |
131.17 |
129.69 |
126.49 |
|
| R2 |
128.78 |
128.78 |
126.27 |
|
| R1 |
127.30 |
127.30 |
126.05 |
126.85 |
| PP |
126.39 |
126.39 |
126.39 |
126.16 |
| S1 |
124.91 |
124.91 |
125.61 |
124.46 |
| S2 |
124.00 |
124.00 |
125.39 |
|
| S3 |
121.61 |
122.52 |
125.17 |
|
| S4 |
119.22 |
120.13 |
124.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.71 |
124.21 |
2.50 |
2.0% |
0.83 |
0.7% |
7% |
False |
True |
478,739 |
| 10 |
127.89 |
124.21 |
3.68 |
3.0% |
0.87 |
0.7% |
5% |
False |
True |
271,352 |
| 20 |
130.70 |
124.21 |
6.49 |
5.2% |
0.90 |
0.7% |
3% |
False |
True |
139,711 |
| 40 |
131.91 |
124.21 |
7.70 |
6.2% |
0.77 |
0.6% |
2% |
False |
True |
70,466 |
| 60 |
132.49 |
124.21 |
8.28 |
6.7% |
0.72 |
0.6% |
2% |
False |
True |
47,139 |
| 80 |
133.16 |
124.21 |
8.95 |
7.2% |
0.67 |
0.5% |
2% |
False |
True |
35,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.62 |
|
2.618 |
127.25 |
|
1.618 |
126.41 |
|
1.000 |
125.89 |
|
0.618 |
125.57 |
|
HIGH |
125.05 |
|
0.618 |
124.73 |
|
0.500 |
124.63 |
|
0.382 |
124.53 |
|
LOW |
124.21 |
|
0.618 |
123.69 |
|
1.000 |
123.37 |
|
1.618 |
122.85 |
|
2.618 |
122.01 |
|
4.250 |
120.64 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.63 |
125.23 |
| PP |
124.55 |
124.95 |
| S1 |
124.47 |
124.67 |
|