Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
122.74 |
122.93 |
0.19 |
0.2% |
124.65 |
| High |
122.94 |
122.93 |
-0.01 |
0.0% |
124.90 |
| Low |
122.50 |
122.16 |
-0.34 |
-0.3% |
123.03 |
| Close |
122.91 |
122.24 |
-0.67 |
-0.5% |
123.47 |
| Range |
0.44 |
0.77 |
0.33 |
75.0% |
1.87 |
| ATR |
0.56 |
0.57 |
0.02 |
2.7% |
0.00 |
| Volume |
21 |
942 |
921 |
4,385.7% |
1,612 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.75 |
124.27 |
122.66 |
|
| R3 |
123.98 |
123.50 |
122.45 |
|
| R2 |
123.21 |
123.21 |
122.38 |
|
| R1 |
122.73 |
122.73 |
122.31 |
122.59 |
| PP |
122.44 |
122.44 |
122.44 |
122.37 |
| S1 |
121.96 |
121.96 |
122.17 |
121.82 |
| S2 |
121.67 |
121.67 |
122.10 |
|
| S3 |
120.90 |
121.19 |
122.03 |
|
| S4 |
120.13 |
120.42 |
121.82 |
|
|
| 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 |
123.58 |
122.16 |
1.42 |
1.2% |
0.53 |
0.4% |
6% |
False |
True |
540 |
| 10 |
124.92 |
122.16 |
2.76 |
2.3% |
0.58 |
0.5% |
3% |
False |
True |
307 |
| 20 |
124.97 |
122.16 |
2.81 |
2.3% |
0.55 |
0.4% |
3% |
False |
True |
160 |
| 40 |
128.13 |
122.16 |
5.97 |
4.9% |
0.39 |
0.3% |
1% |
False |
True |
134 |
| 60 |
129.76 |
122.16 |
7.60 |
6.2% |
0.26 |
0.2% |
1% |
False |
True |
133 |
| 80 |
131.02 |
122.16 |
8.86 |
7.2% |
0.19 |
0.2% |
1% |
False |
True |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.20 |
|
2.618 |
124.95 |
|
1.618 |
124.18 |
|
1.000 |
123.70 |
|
0.618 |
123.41 |
|
HIGH |
122.93 |
|
0.618 |
122.64 |
|
0.500 |
122.55 |
|
0.382 |
122.45 |
|
LOW |
122.16 |
|
0.618 |
121.68 |
|
1.000 |
121.39 |
|
1.618 |
120.91 |
|
2.618 |
120.14 |
|
4.250 |
118.89 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.55 |
122.71 |
| PP |
122.44 |
122.55 |
| S1 |
122.34 |
122.40 |
|