Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
124.55 |
125.30 |
0.75 |
0.6% |
126.00 |
High |
125.34 |
125.33 |
-0.01 |
0.0% |
126.24 |
Low |
124.44 |
124.70 |
0.26 |
0.2% |
124.21 |
Close |
124.95 |
124.98 |
0.03 |
0.0% |
124.98 |
Range |
0.90 |
0.63 |
-0.27 |
-30.0% |
2.03 |
ATR |
0.91 |
0.89 |
-0.02 |
-2.2% |
0.00 |
Volume |
729,455 |
530,545 |
-198,910 |
-27.3% |
3,147,928 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.89 |
126.57 |
125.33 |
|
R3 |
126.26 |
125.94 |
125.15 |
|
R2 |
125.63 |
125.63 |
125.10 |
|
R1 |
125.31 |
125.31 |
125.04 |
125.16 |
PP |
125.00 |
125.00 |
125.00 |
124.93 |
S1 |
124.68 |
124.68 |
124.92 |
124.53 |
S2 |
124.37 |
124.37 |
124.86 |
|
S3 |
123.74 |
124.05 |
124.81 |
|
S4 |
123.11 |
123.42 |
124.63 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.23 |
130.14 |
126.10 |
|
R3 |
129.20 |
128.11 |
125.54 |
|
R2 |
127.17 |
127.17 |
125.35 |
|
R1 |
126.08 |
126.08 |
125.17 |
125.61 |
PP |
125.14 |
125.14 |
125.14 |
124.91 |
S1 |
124.05 |
124.05 |
124.79 |
123.58 |
S2 |
123.11 |
123.11 |
124.61 |
|
S3 |
121.08 |
122.02 |
124.42 |
|
S4 |
119.05 |
119.99 |
123.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126.24 |
124.21 |
2.03 |
1.6% |
0.83 |
0.7% |
38% |
False |
False |
629,585 |
10 |
127.86 |
124.21 |
3.65 |
2.9% |
0.86 |
0.7% |
21% |
False |
False |
394,809 |
20 |
129.14 |
124.21 |
4.93 |
3.9% |
0.86 |
0.7% |
16% |
False |
False |
202,423 |
40 |
131.05 |
124.21 |
6.84 |
5.5% |
0.76 |
0.6% |
11% |
False |
False |
101,943 |
60 |
132.49 |
124.21 |
8.28 |
6.6% |
0.72 |
0.6% |
9% |
False |
False |
68,129 |
80 |
133.16 |
124.21 |
8.95 |
7.2% |
0.68 |
0.5% |
9% |
False |
False |
51,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.01 |
2.618 |
126.98 |
1.618 |
126.35 |
1.000 |
125.96 |
0.618 |
125.72 |
HIGH |
125.33 |
0.618 |
125.09 |
0.500 |
125.02 |
0.382 |
124.94 |
LOW |
124.70 |
0.618 |
124.31 |
1.000 |
124.07 |
1.618 |
123.68 |
2.618 |
123.05 |
4.250 |
122.02 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
125.02 |
124.91 |
PP |
125.00 |
124.84 |
S1 |
124.99 |
124.78 |
|