Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
124.30 |
124.65 |
0.35 |
0.3% |
124.29 |
High |
124.92 |
124.89 |
-0.03 |
0.0% |
124.97 |
Low |
124.16 |
124.65 |
0.49 |
0.4% |
123.83 |
Close |
124.69 |
124.85 |
0.16 |
0.1% |
124.69 |
Range |
0.76 |
0.24 |
-0.52 |
-68.4% |
1.14 |
ATR |
0.57 |
0.54 |
-0.02 |
-4.1% |
0.00 |
Volume |
268 |
2 |
-266 |
-99.3% |
360 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.52 |
125.42 |
124.98 |
|
R3 |
125.28 |
125.18 |
124.92 |
|
R2 |
125.04 |
125.04 |
124.89 |
|
R1 |
124.94 |
124.94 |
124.87 |
124.99 |
PP |
124.80 |
124.80 |
124.80 |
124.82 |
S1 |
124.70 |
124.70 |
124.83 |
124.75 |
S2 |
124.56 |
124.56 |
124.81 |
|
S3 |
124.32 |
124.46 |
124.78 |
|
S4 |
124.08 |
124.22 |
124.72 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.92 |
127.44 |
125.32 |
|
R3 |
126.78 |
126.30 |
125.00 |
|
R2 |
125.64 |
125.64 |
124.90 |
|
R1 |
125.16 |
125.16 |
124.79 |
125.40 |
PP |
124.50 |
124.50 |
124.50 |
124.62 |
S1 |
124.02 |
124.02 |
124.59 |
124.26 |
S2 |
123.36 |
123.36 |
124.48 |
|
S3 |
122.22 |
122.88 |
124.38 |
|
S4 |
121.08 |
121.74 |
124.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.97 |
123.84 |
1.13 |
0.9% |
0.60 |
0.5% |
89% |
False |
False |
71 |
10 |
124.97 |
123.00 |
1.97 |
1.6% |
0.56 |
0.5% |
94% |
False |
False |
39 |
20 |
124.97 |
122.37 |
2.60 |
2.1% |
0.45 |
0.4% |
95% |
False |
False |
45 |
40 |
128.66 |
122.37 |
6.29 |
5.0% |
0.27 |
0.2% |
39% |
False |
False |
89 |
60 |
129.76 |
122.37 |
7.39 |
5.9% |
0.18 |
0.1% |
34% |
False |
False |
126 |
80 |
131.39 |
122.37 |
9.02 |
7.2% |
0.13 |
0.1% |
27% |
False |
False |
117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.91 |
2.618 |
125.52 |
1.618 |
125.28 |
1.000 |
125.13 |
0.618 |
125.04 |
HIGH |
124.89 |
0.618 |
124.80 |
0.500 |
124.77 |
0.382 |
124.74 |
LOW |
124.65 |
0.618 |
124.50 |
1.000 |
124.41 |
1.618 |
124.26 |
2.618 |
124.02 |
4.250 |
123.63 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
124.82 |
124.70 |
PP |
124.80 |
124.55 |
S1 |
124.77 |
124.40 |
|