Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
124.07 |
124.00 |
-0.07 |
-0.1% |
126.00 |
| High |
124.36 |
124.35 |
-0.01 |
0.0% |
126.24 |
| Low |
123.76 |
123.78 |
0.02 |
0.0% |
124.21 |
| Close |
124.23 |
123.87 |
-0.36 |
-0.3% |
124.98 |
| Range |
0.60 |
0.57 |
-0.03 |
-5.0% |
2.03 |
| ATR |
0.87 |
0.85 |
-0.02 |
-2.5% |
0.00 |
| Volume |
596,435 |
554,723 |
-41,712 |
-7.0% |
3,147,928 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.71 |
125.36 |
124.18 |
|
| R3 |
125.14 |
124.79 |
124.03 |
|
| R2 |
124.57 |
124.57 |
123.97 |
|
| R1 |
124.22 |
124.22 |
123.92 |
124.11 |
| PP |
124.00 |
124.00 |
124.00 |
123.95 |
| S1 |
123.65 |
123.65 |
123.82 |
123.54 |
| S2 |
123.43 |
123.43 |
123.77 |
|
| S3 |
122.86 |
123.08 |
123.71 |
|
| S4 |
122.29 |
122.51 |
123.56 |
|
|
| 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 |
125.33 |
123.76 |
1.57 |
1.3% |
0.73 |
0.6% |
7% |
False |
False |
569,080 |
| 10 |
126.25 |
123.76 |
2.49 |
2.0% |
0.80 |
0.6% |
4% |
False |
False |
579,643 |
| 20 |
129.14 |
123.76 |
5.38 |
4.3% |
0.87 |
0.7% |
2% |
False |
False |
316,865 |
| 40 |
131.05 |
123.76 |
7.29 |
5.9% |
0.79 |
0.6% |
2% |
False |
False |
159,704 |
| 60 |
132.49 |
123.76 |
8.73 |
7.0% |
0.72 |
0.6% |
1% |
False |
False |
106,697 |
| 80 |
133.16 |
123.76 |
9.40 |
7.6% |
0.70 |
0.6% |
1% |
False |
False |
80,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.77 |
|
2.618 |
125.84 |
|
1.618 |
125.27 |
|
1.000 |
124.92 |
|
0.618 |
124.70 |
|
HIGH |
124.35 |
|
0.618 |
124.13 |
|
0.500 |
124.07 |
|
0.382 |
124.00 |
|
LOW |
123.78 |
|
0.618 |
123.43 |
|
1.000 |
123.21 |
|
1.618 |
122.86 |
|
2.618 |
122.29 |
|
4.250 |
121.36 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.07 |
124.37 |
| PP |
124.00 |
124.20 |
| S1 |
123.94 |
124.04 |
|