Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
124.85 |
124.75 |
-0.10 |
-0.1% |
126.30 |
High |
125.17 |
124.75 |
-0.42 |
-0.3% |
126.47 |
Low |
124.49 |
123.97 |
-0.52 |
-0.4% |
124.27 |
Close |
124.91 |
124.06 |
-0.85 |
-0.7% |
124.91 |
Range |
0.68 |
0.78 |
0.10 |
14.7% |
2.20 |
ATR |
0.85 |
0.86 |
0.01 |
0.7% |
0.00 |
Volume |
916,044 |
1,014,643 |
98,599 |
10.8% |
4,673,656 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.60 |
126.11 |
124.49 |
|
R3 |
125.82 |
125.33 |
124.27 |
|
R2 |
125.04 |
125.04 |
124.20 |
|
R1 |
124.55 |
124.55 |
124.13 |
124.41 |
PP |
124.26 |
124.26 |
124.26 |
124.19 |
S1 |
123.77 |
123.77 |
123.99 |
123.63 |
S2 |
123.48 |
123.48 |
123.92 |
|
S3 |
122.70 |
122.99 |
123.85 |
|
S4 |
121.92 |
122.21 |
123.63 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.82 |
130.56 |
126.12 |
|
R3 |
129.62 |
128.36 |
125.52 |
|
R2 |
127.42 |
127.42 |
125.31 |
|
R1 |
126.16 |
126.16 |
125.11 |
125.69 |
PP |
125.22 |
125.22 |
125.22 |
124.98 |
S1 |
123.96 |
123.96 |
124.71 |
123.49 |
S2 |
123.02 |
123.02 |
124.51 |
|
S3 |
120.82 |
121.76 |
124.31 |
|
S4 |
118.62 |
119.56 |
123.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126.47 |
123.97 |
2.50 |
2.0% |
0.86 |
0.7% |
4% |
False |
True |
1,010,712 |
10 |
126.52 |
123.97 |
2.55 |
2.1% |
0.87 |
0.7% |
4% |
False |
True |
915,078 |
20 |
126.52 |
123.97 |
2.55 |
2.1% |
0.80 |
0.6% |
4% |
False |
True |
603,424 |
40 |
129.14 |
123.76 |
5.38 |
4.3% |
0.83 |
0.7% |
6% |
False |
False |
460,145 |
60 |
131.05 |
123.76 |
7.29 |
5.9% |
0.79 |
0.6% |
4% |
False |
False |
307,611 |
80 |
132.49 |
123.76 |
8.73 |
7.0% |
0.74 |
0.6% |
3% |
False |
False |
230,879 |
100 |
133.16 |
123.76 |
9.40 |
7.6% |
0.72 |
0.6% |
3% |
False |
False |
184,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.07 |
2.618 |
126.79 |
1.618 |
126.01 |
1.000 |
125.53 |
0.618 |
125.23 |
HIGH |
124.75 |
0.618 |
124.45 |
0.500 |
124.36 |
0.382 |
124.27 |
LOW |
123.97 |
0.618 |
123.49 |
1.000 |
123.19 |
1.618 |
122.71 |
2.618 |
121.93 |
4.250 |
120.66 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
124.36 |
124.57 |
PP |
124.26 |
124.40 |
S1 |
124.16 |
124.23 |
|