Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
124.30 |
124.55 |
0.25 |
0.2% |
127.05 |
| High |
125.05 |
125.34 |
0.29 |
0.2% |
127.86 |
| Low |
124.21 |
124.44 |
0.23 |
0.2% |
125.47 |
| Close |
124.39 |
124.95 |
0.56 |
0.5% |
125.83 |
| Range |
0.84 |
0.90 |
0.06 |
7.1% |
2.39 |
| ATR |
0.90 |
0.91 |
0.00 |
0.4% |
0.00 |
| Volume |
847,579 |
729,455 |
-118,124 |
-13.9% |
800,162 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.61 |
127.18 |
125.45 |
|
| R3 |
126.71 |
126.28 |
125.20 |
|
| R2 |
125.81 |
125.81 |
125.12 |
|
| R1 |
125.38 |
125.38 |
125.03 |
125.60 |
| PP |
124.91 |
124.91 |
124.91 |
125.02 |
| S1 |
124.48 |
124.48 |
124.87 |
124.70 |
| S2 |
124.01 |
124.01 |
124.79 |
|
| S3 |
123.11 |
123.58 |
124.70 |
|
| S4 |
122.21 |
122.68 |
124.46 |
|
|
| 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 |
126.25 |
124.21 |
2.04 |
1.6% |
0.86 |
0.7% |
36% |
False |
False |
590,207 |
| 10 |
127.89 |
124.21 |
3.68 |
2.9% |
0.89 |
0.7% |
20% |
False |
False |
343,465 |
| 20 |
130.69 |
124.21 |
6.48 |
5.2% |
0.91 |
0.7% |
11% |
False |
False |
176,118 |
| 40 |
131.42 |
124.21 |
7.21 |
5.8% |
0.77 |
0.6% |
10% |
False |
False |
88,701 |
| 60 |
132.49 |
124.21 |
8.28 |
6.6% |
0.72 |
0.6% |
9% |
False |
False |
59,290 |
| 80 |
133.16 |
124.21 |
8.95 |
7.2% |
0.68 |
0.5% |
8% |
False |
False |
44,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.17 |
|
2.618 |
127.70 |
|
1.618 |
126.80 |
|
1.000 |
126.24 |
|
0.618 |
125.90 |
|
HIGH |
125.34 |
|
0.618 |
125.00 |
|
0.500 |
124.89 |
|
0.382 |
124.78 |
|
LOW |
124.44 |
|
0.618 |
123.88 |
|
1.000 |
123.54 |
|
1.618 |
122.98 |
|
2.618 |
122.08 |
|
4.250 |
120.62 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.93 |
125.13 |
| PP |
124.91 |
125.07 |
| S1 |
124.89 |
125.01 |
|