Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 27-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
123.96 |
123.57 |
-0.39 |
-0.3% |
124.75 |
High |
124.13 |
123.79 |
-0.34 |
-0.3% |
124.75 |
Low |
123.47 |
123.23 |
-0.24 |
-0.2% |
123.37 |
Close |
123.61 |
123.34 |
-0.27 |
-0.2% |
123.76 |
Range |
0.66 |
0.56 |
-0.10 |
-15.2% |
1.38 |
ATR |
0.78 |
0.77 |
-0.02 |
-2.0% |
0.00 |
Volume |
852,837 |
1,005,308 |
152,471 |
17.9% |
1,764,661 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.13 |
124.80 |
123.65 |
|
R3 |
124.57 |
124.24 |
123.49 |
|
R2 |
124.01 |
124.01 |
123.44 |
|
R1 |
123.68 |
123.68 |
123.39 |
123.57 |
PP |
123.45 |
123.45 |
123.45 |
123.40 |
S1 |
123.12 |
123.12 |
123.29 |
123.01 |
S2 |
122.89 |
122.89 |
123.24 |
|
S3 |
122.33 |
122.56 |
123.19 |
|
S4 |
121.77 |
122.00 |
123.03 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.10 |
127.31 |
124.52 |
|
R3 |
126.72 |
125.93 |
124.14 |
|
R2 |
125.34 |
125.34 |
124.01 |
|
R1 |
124.55 |
124.55 |
123.89 |
124.26 |
PP |
123.96 |
123.96 |
123.96 |
123.81 |
S1 |
123.17 |
123.17 |
123.63 |
122.88 |
S2 |
122.58 |
122.58 |
123.51 |
|
S3 |
121.20 |
121.79 |
123.38 |
|
S4 |
119.82 |
120.41 |
123.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.34 |
123.23 |
1.11 |
0.9% |
0.58 |
0.5% |
10% |
False |
True |
684,031 |
10 |
125.17 |
123.23 |
1.94 |
1.6% |
0.66 |
0.5% |
6% |
False |
True |
720,536 |
20 |
126.52 |
123.23 |
3.29 |
2.7% |
0.76 |
0.6% |
3% |
False |
True |
706,774 |
40 |
127.86 |
123.23 |
4.63 |
3.8% |
0.78 |
0.6% |
2% |
False |
True |
561,455 |
60 |
131.05 |
123.23 |
7.82 |
6.3% |
0.81 |
0.7% |
1% |
False |
True |
377,027 |
80 |
132.49 |
123.23 |
9.26 |
7.5% |
0.74 |
0.6% |
1% |
False |
True |
282,951 |
100 |
132.49 |
123.23 |
9.26 |
7.5% |
0.73 |
0.6% |
1% |
False |
True |
226,446 |
120 |
133.16 |
123.23 |
9.93 |
8.1% |
0.66 |
0.5% |
1% |
False |
True |
188,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.17 |
2.618 |
125.26 |
1.618 |
124.70 |
1.000 |
124.35 |
0.618 |
124.14 |
HIGH |
123.79 |
0.618 |
123.58 |
0.500 |
123.51 |
0.382 |
123.44 |
LOW |
123.23 |
0.618 |
122.88 |
1.000 |
122.67 |
1.618 |
122.32 |
2.618 |
121.76 |
4.250 |
120.85 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
123.51 |
123.79 |
PP |
123.45 |
123.64 |
S1 |
123.40 |
123.49 |
|