Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
124.65 |
124.90 |
0.25 |
0.2% |
124.29 |
| High |
124.89 |
124.90 |
0.01 |
0.0% |
124.97 |
| Low |
124.65 |
124.38 |
-0.27 |
-0.2% |
123.83 |
| Close |
124.85 |
124.36 |
-0.49 |
-0.4% |
124.69 |
| Range |
0.24 |
0.52 |
0.28 |
116.7% |
1.14 |
| ATR |
0.54 |
0.54 |
0.00 |
-0.3% |
0.00 |
| Volume |
2 |
39 |
37 |
1,850.0% |
360 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.11 |
125.75 |
124.65 |
|
| R3 |
125.59 |
125.23 |
124.50 |
|
| R2 |
125.07 |
125.07 |
124.46 |
|
| R1 |
124.71 |
124.71 |
124.41 |
124.63 |
| PP |
124.55 |
124.55 |
124.55 |
124.51 |
| S1 |
124.19 |
124.19 |
124.31 |
124.11 |
| S2 |
124.03 |
124.03 |
124.26 |
|
| S3 |
123.51 |
123.67 |
124.22 |
|
| S4 |
122.99 |
123.15 |
124.07 |
|
|
| 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% |
0.65 |
0.5% |
46% |
False |
False |
66 |
| 10 |
124.97 |
123.13 |
1.84 |
1.5% |
0.56 |
0.5% |
67% |
False |
False |
41 |
| 20 |
124.97 |
122.37 |
2.60 |
2.1% |
0.48 |
0.4% |
77% |
False |
False |
42 |
| 40 |
128.66 |
122.37 |
6.29 |
5.1% |
0.28 |
0.2% |
32% |
False |
False |
86 |
| 60 |
129.76 |
122.37 |
7.39 |
5.9% |
0.19 |
0.2% |
27% |
False |
False |
125 |
| 80 |
131.39 |
122.37 |
9.02 |
7.3% |
0.14 |
0.1% |
22% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.11 |
|
2.618 |
126.26 |
|
1.618 |
125.74 |
|
1.000 |
125.42 |
|
0.618 |
125.22 |
|
HIGH |
124.90 |
|
0.618 |
124.70 |
|
0.500 |
124.64 |
|
0.382 |
124.58 |
|
LOW |
124.38 |
|
0.618 |
124.06 |
|
1.000 |
123.86 |
|
1.618 |
123.54 |
|
2.618 |
123.02 |
|
4.250 |
122.17 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.64 |
124.54 |
| PP |
124.55 |
124.48 |
| S1 |
124.45 |
124.42 |
|