Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
124.48 |
124.91 |
0.43 |
0.3% |
124.55 |
| High |
124.99 |
125.34 |
0.35 |
0.3% |
125.00 |
| Low |
124.20 |
124.67 |
0.47 |
0.4% |
123.76 |
| Close |
124.38 |
125.30 |
0.92 |
0.7% |
124.38 |
| Range |
0.79 |
0.67 |
-0.12 |
-15.2% |
1.24 |
| ATR |
0.87 |
0.88 |
0.01 |
0.7% |
0.00 |
| Volume |
463,002 |
459,842 |
-3,160 |
-0.7% |
2,777,859 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.11 |
126.88 |
125.67 |
|
| R3 |
126.44 |
126.21 |
125.48 |
|
| R2 |
125.77 |
125.77 |
125.42 |
|
| R1 |
125.54 |
125.54 |
125.36 |
125.66 |
| PP |
125.10 |
125.10 |
125.10 |
125.16 |
| S1 |
124.87 |
124.87 |
125.24 |
124.99 |
| S2 |
124.43 |
124.43 |
125.18 |
|
| S3 |
123.76 |
124.20 |
125.12 |
|
| S4 |
123.09 |
123.53 |
124.93 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.10 |
127.48 |
125.06 |
|
| R3 |
126.86 |
126.24 |
124.72 |
|
| R2 |
125.62 |
125.62 |
124.61 |
|
| R1 |
125.00 |
125.00 |
124.49 |
124.69 |
| PP |
124.38 |
124.38 |
124.38 |
124.23 |
| S1 |
123.76 |
123.76 |
124.27 |
123.45 |
| S2 |
123.14 |
123.14 |
124.15 |
|
| S3 |
121.90 |
122.52 |
124.04 |
|
| S4 |
120.66 |
121.28 |
123.70 |
|
|
| 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% |
0.77 |
0.6% |
97% |
True |
False |
547,748 |
| 10 |
126.04 |
123.76 |
2.28 |
1.8% |
0.83 |
0.7% |
68% |
False |
False |
638,562 |
| 20 |
129.14 |
123.76 |
5.38 |
4.3% |
0.87 |
0.7% |
29% |
False |
False |
362,358 |
| 40 |
131.05 |
123.76 |
7.29 |
5.8% |
0.81 |
0.6% |
21% |
False |
False |
182,743 |
| 60 |
132.49 |
123.76 |
8.73 |
7.0% |
0.72 |
0.6% |
18% |
False |
False |
122,067 |
| 80 |
133.16 |
123.76 |
9.40 |
7.5% |
0.71 |
0.6% |
16% |
False |
False |
91,678 |
| 100 |
133.16 |
123.76 |
9.40 |
7.5% |
0.60 |
0.5% |
16% |
False |
False |
73,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.19 |
|
2.618 |
127.09 |
|
1.618 |
126.42 |
|
1.000 |
126.01 |
|
0.618 |
125.75 |
|
HIGH |
125.34 |
|
0.618 |
125.08 |
|
0.500 |
125.01 |
|
0.382 |
124.93 |
|
LOW |
124.67 |
|
0.618 |
124.26 |
|
1.000 |
124.00 |
|
1.618 |
123.59 |
|
2.618 |
122.92 |
|
4.250 |
121.82 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125.20 |
125.05 |
| PP |
125.10 |
124.81 |
| S1 |
125.01 |
124.56 |
|