Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
125.34 |
125.89 |
0.55 |
0.4% |
125.20 |
| High |
125.99 |
126.18 |
0.19 |
0.2% |
125.60 |
| Low |
125.26 |
125.49 |
0.23 |
0.2% |
124.36 |
| Close |
125.73 |
126.11 |
0.38 |
0.3% |
125.31 |
| Range |
0.73 |
0.69 |
-0.04 |
-5.5% |
1.24 |
| ATR |
0.83 |
0.82 |
-0.01 |
-1.2% |
0.00 |
| Volume |
327,105 |
626,497 |
299,392 |
91.5% |
784,217 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.00 |
127.74 |
126.49 |
|
| R3 |
127.31 |
127.05 |
126.30 |
|
| R2 |
126.62 |
126.62 |
126.24 |
|
| R1 |
126.36 |
126.36 |
126.17 |
126.49 |
| PP |
125.93 |
125.93 |
125.93 |
125.99 |
| S1 |
125.67 |
125.67 |
126.05 |
125.80 |
| S2 |
125.24 |
125.24 |
125.98 |
|
| S3 |
124.55 |
124.98 |
125.92 |
|
| S4 |
123.86 |
124.29 |
125.73 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.81 |
128.30 |
125.99 |
|
| R3 |
127.57 |
127.06 |
125.65 |
|
| R2 |
126.33 |
126.33 |
125.54 |
|
| R1 |
125.82 |
125.82 |
125.42 |
126.08 |
| PP |
125.09 |
125.09 |
125.09 |
125.22 |
| S1 |
124.58 |
124.58 |
125.20 |
124.84 |
| S2 |
123.85 |
123.85 |
125.08 |
|
| S3 |
122.61 |
123.34 |
124.97 |
|
| S4 |
121.37 |
122.10 |
124.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.18 |
124.42 |
1.76 |
1.4% |
0.76 |
0.6% |
96% |
True |
False |
318,348 |
| 10 |
126.18 |
124.36 |
1.82 |
1.4% |
0.71 |
0.6% |
96% |
True |
False |
308,120 |
| 20 |
126.24 |
123.76 |
2.48 |
2.0% |
0.75 |
0.6% |
95% |
False |
False |
450,349 |
| 40 |
131.05 |
123.76 |
7.29 |
5.8% |
0.82 |
0.7% |
32% |
False |
False |
248,000 |
| 60 |
132.49 |
123.76 |
8.73 |
6.9% |
0.74 |
0.6% |
27% |
False |
False |
165,646 |
| 80 |
132.49 |
123.76 |
8.73 |
6.9% |
0.72 |
0.6% |
27% |
False |
False |
124,352 |
| 100 |
133.16 |
123.76 |
9.40 |
7.5% |
0.66 |
0.5% |
25% |
False |
False |
99,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.11 |
|
2.618 |
127.99 |
|
1.618 |
127.30 |
|
1.000 |
126.87 |
|
0.618 |
126.61 |
|
HIGH |
126.18 |
|
0.618 |
125.92 |
|
0.500 |
125.84 |
|
0.382 |
125.75 |
|
LOW |
125.49 |
|
0.618 |
125.06 |
|
1.000 |
124.80 |
|
1.618 |
124.37 |
|
2.618 |
123.68 |
|
4.250 |
122.56 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126.02 |
125.96 |
| PP |
125.93 |
125.80 |
| S1 |
125.84 |
125.65 |
|