Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
124.97 |
124.07 |
-0.90 |
-0.7% |
126.00 |
| High |
124.98 |
124.36 |
-0.62 |
-0.5% |
126.24 |
| Low |
123.76 |
123.76 |
0.00 |
0.0% |
124.21 |
| Close |
124.12 |
124.23 |
0.11 |
0.1% |
124.98 |
| Range |
1.22 |
0.60 |
-0.62 |
-50.8% |
2.03 |
| ATR |
0.89 |
0.87 |
-0.02 |
-2.4% |
0.00 |
| Volume |
664,738 |
596,435 |
-68,303 |
-10.3% |
3,147,928 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.92 |
125.67 |
124.56 |
|
| R3 |
125.32 |
125.07 |
124.40 |
|
| R2 |
124.72 |
124.72 |
124.34 |
|
| R1 |
124.47 |
124.47 |
124.29 |
124.60 |
| PP |
124.12 |
124.12 |
124.12 |
124.18 |
| S1 |
123.87 |
123.87 |
124.18 |
124.00 |
| S2 |
123.52 |
123.52 |
124.12 |
|
| S3 |
122.92 |
123.27 |
124.07 |
|
| S4 |
122.32 |
122.67 |
123.90 |
|
|
| 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 |
125.34 |
123.76 |
1.58 |
1.3% |
0.80 |
0.6% |
30% |
False |
True |
604,026 |
| 10 |
126.71 |
123.76 |
2.95 |
2.4% |
0.81 |
0.7% |
16% |
False |
True |
541,382 |
| 20 |
129.14 |
123.76 |
5.38 |
4.3% |
0.88 |
0.7% |
9% |
False |
True |
289,685 |
| 40 |
131.05 |
123.76 |
7.29 |
5.9% |
0.79 |
0.6% |
6% |
False |
True |
145,875 |
| 60 |
132.49 |
123.76 |
8.73 |
7.0% |
0.73 |
0.6% |
5% |
False |
True |
97,457 |
| 80 |
133.16 |
123.76 |
9.40 |
7.6% |
0.70 |
0.6% |
5% |
False |
True |
73,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.91 |
|
2.618 |
125.93 |
|
1.618 |
125.33 |
|
1.000 |
124.96 |
|
0.618 |
124.73 |
|
HIGH |
124.36 |
|
0.618 |
124.13 |
|
0.500 |
124.06 |
|
0.382 |
123.99 |
|
LOW |
123.76 |
|
0.618 |
123.39 |
|
1.000 |
123.16 |
|
1.618 |
122.79 |
|
2.618 |
122.19 |
|
4.250 |
121.21 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.17 |
124.38 |
| PP |
124.12 |
124.33 |
| S1 |
124.06 |
124.28 |
|