Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
123.11 |
123.26 |
0.15 |
0.1% |
124.65 |
| High |
123.50 |
123.26 |
-0.24 |
-0.2% |
124.90 |
| Low |
123.11 |
122.64 |
-0.47 |
-0.4% |
123.03 |
| Close |
123.35 |
122.64 |
-0.71 |
-0.6% |
123.47 |
| Range |
0.39 |
0.62 |
0.23 |
59.0% |
1.87 |
| ATR |
0.56 |
0.57 |
0.01 |
2.0% |
0.00 |
| Volume |
198 |
29 |
-169 |
-85.4% |
1,612 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.71 |
124.29 |
122.98 |
|
| R3 |
124.09 |
123.67 |
122.81 |
|
| R2 |
123.47 |
123.47 |
122.75 |
|
| R1 |
123.05 |
123.05 |
122.70 |
122.95 |
| PP |
122.85 |
122.85 |
122.85 |
122.80 |
| S1 |
122.43 |
122.43 |
122.58 |
122.33 |
| S2 |
122.23 |
122.23 |
122.53 |
|
| S3 |
121.61 |
121.81 |
122.47 |
|
| S4 |
120.99 |
121.19 |
122.30 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.41 |
128.31 |
124.50 |
|
| R3 |
127.54 |
126.44 |
123.98 |
|
| R2 |
125.67 |
125.67 |
123.81 |
|
| R1 |
124.57 |
124.57 |
123.64 |
124.19 |
| PP |
123.80 |
123.80 |
123.80 |
123.61 |
| S1 |
122.70 |
122.70 |
123.30 |
122.32 |
| S2 |
121.93 |
121.93 |
123.13 |
|
| S3 |
120.06 |
120.83 |
122.96 |
|
| S4 |
118.19 |
118.96 |
122.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.45 |
122.64 |
1.81 |
1.5% |
0.62 |
0.5% |
0% |
False |
True |
359 |
| 10 |
124.97 |
122.64 |
2.33 |
1.9% |
0.64 |
0.5% |
0% |
False |
True |
212 |
| 20 |
124.97 |
122.64 |
2.33 |
1.9% |
0.52 |
0.4% |
0% |
False |
True |
113 |
| 40 |
128.13 |
122.37 |
5.76 |
4.7% |
0.36 |
0.3% |
5% |
False |
False |
119 |
| 60 |
129.76 |
122.37 |
7.39 |
6.0% |
0.24 |
0.2% |
4% |
False |
False |
144 |
| 80 |
131.02 |
122.37 |
8.65 |
7.1% |
0.18 |
0.1% |
3% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.90 |
|
2.618 |
124.88 |
|
1.618 |
124.26 |
|
1.000 |
123.88 |
|
0.618 |
123.64 |
|
HIGH |
123.26 |
|
0.618 |
123.02 |
|
0.500 |
122.95 |
|
0.382 |
122.88 |
|
LOW |
122.64 |
|
0.618 |
122.26 |
|
1.000 |
122.02 |
|
1.618 |
121.64 |
|
2.618 |
121.02 |
|
4.250 |
120.01 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.95 |
123.11 |
| PP |
122.85 |
122.95 |
| S1 |
122.74 |
122.80 |
|