Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
122.27 |
122.43 |
0.16 |
0.1% |
123.11 |
| High |
122.57 |
122.90 |
0.33 |
0.3% |
123.50 |
| Low |
122.26 |
122.43 |
0.17 |
0.1% |
122.06 |
| Close |
122.53 |
122.57 |
0.04 |
0.0% |
122.35 |
| Range |
0.31 |
0.47 |
0.16 |
51.6% |
1.44 |
| ATR |
0.54 |
0.53 |
0.00 |
-0.9% |
0.00 |
| Volume |
2,958 |
456 |
-2,502 |
-84.6% |
1,755 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.04 |
123.78 |
122.83 |
|
| R3 |
123.57 |
123.31 |
122.70 |
|
| R2 |
123.10 |
123.10 |
122.66 |
|
| R1 |
122.84 |
122.84 |
122.61 |
122.97 |
| PP |
122.63 |
122.63 |
122.63 |
122.70 |
| S1 |
122.37 |
122.37 |
122.53 |
122.50 |
| S2 |
122.16 |
122.16 |
122.48 |
|
| S3 |
121.69 |
121.90 |
122.44 |
|
| S4 |
121.22 |
121.43 |
122.31 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.96 |
126.09 |
123.14 |
|
| R3 |
125.52 |
124.65 |
122.75 |
|
| R2 |
124.08 |
124.08 |
122.61 |
|
| R1 |
123.21 |
123.21 |
122.48 |
122.93 |
| PP |
122.64 |
122.64 |
122.64 |
122.49 |
| S1 |
121.77 |
121.77 |
122.22 |
121.49 |
| S2 |
121.20 |
121.20 |
122.09 |
|
| S3 |
119.76 |
120.33 |
121.95 |
|
| S4 |
118.32 |
118.89 |
121.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.94 |
122.06 |
0.88 |
0.7% |
0.46 |
0.4% |
58% |
False |
False |
988 |
| 10 |
124.45 |
122.06 |
2.39 |
1.9% |
0.54 |
0.4% |
21% |
False |
False |
674 |
| 20 |
124.97 |
122.06 |
2.91 |
2.4% |
0.55 |
0.4% |
18% |
False |
False |
357 |
| 40 |
127.27 |
122.06 |
5.21 |
4.3% |
0.42 |
0.3% |
10% |
False |
False |
227 |
| 60 |
129.76 |
122.06 |
7.70 |
6.3% |
0.28 |
0.2% |
7% |
False |
False |
185 |
| 80 |
131.02 |
122.06 |
8.96 |
7.3% |
0.21 |
0.2% |
6% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.90 |
|
2.618 |
124.13 |
|
1.618 |
123.66 |
|
1.000 |
123.37 |
|
0.618 |
123.19 |
|
HIGH |
122.90 |
|
0.618 |
122.72 |
|
0.500 |
122.67 |
|
0.382 |
122.61 |
|
LOW |
122.43 |
|
0.618 |
122.14 |
|
1.000 |
121.96 |
|
1.618 |
121.67 |
|
2.618 |
121.20 |
|
4.250 |
120.43 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.67 |
122.54 |
| PP |
122.63 |
122.51 |
| S1 |
122.60 |
122.48 |
|