Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
122.34 |
122.08 |
-0.26 |
-0.2% |
122.27 |
| High |
122.34 |
122.45 |
0.11 |
0.1% |
122.90 |
| Low |
121.85 |
121.82 |
-0.03 |
0.0% |
121.82 |
| Close |
121.94 |
122.32 |
0.38 |
0.3% |
122.32 |
| Range |
0.49 |
0.63 |
0.14 |
28.6% |
1.08 |
| ATR |
0.53 |
0.54 |
0.01 |
1.3% |
0.00 |
| Volume |
212 |
73 |
-139 |
-65.6% |
4,156 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.09 |
123.83 |
122.67 |
|
| R3 |
123.46 |
123.20 |
122.49 |
|
| R2 |
122.83 |
122.83 |
122.44 |
|
| R1 |
122.57 |
122.57 |
122.38 |
122.70 |
| PP |
122.20 |
122.20 |
122.20 |
122.26 |
| S1 |
121.94 |
121.94 |
122.26 |
122.07 |
| S2 |
121.57 |
121.57 |
122.20 |
|
| S3 |
120.94 |
121.31 |
122.15 |
|
| S4 |
120.31 |
120.68 |
121.97 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.59 |
125.03 |
122.91 |
|
| R3 |
124.51 |
123.95 |
122.62 |
|
| R2 |
123.43 |
123.43 |
122.52 |
|
| R1 |
122.87 |
122.87 |
122.42 |
123.15 |
| PP |
122.35 |
122.35 |
122.35 |
122.49 |
| S1 |
121.79 |
121.79 |
122.22 |
122.07 |
| S2 |
121.27 |
121.27 |
122.12 |
|
| S3 |
120.19 |
120.71 |
122.02 |
|
| S4 |
119.11 |
119.63 |
121.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.90 |
121.82 |
1.08 |
0.9% |
0.50 |
0.4% |
46% |
False |
True |
831 |
| 10 |
123.50 |
121.82 |
1.68 |
1.4% |
0.50 |
0.4% |
30% |
False |
True |
591 |
| 20 |
124.97 |
121.82 |
3.15 |
2.6% |
0.56 |
0.5% |
16% |
False |
True |
394 |
| 40 |
126.27 |
121.82 |
4.45 |
3.6% |
0.46 |
0.4% |
11% |
False |
True |
240 |
| 60 |
129.76 |
121.82 |
7.94 |
6.5% |
0.31 |
0.2% |
6% |
False |
True |
193 |
| 80 |
131.01 |
121.82 |
9.19 |
7.5% |
0.23 |
0.2% |
5% |
False |
True |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.13 |
|
2.618 |
124.10 |
|
1.618 |
123.47 |
|
1.000 |
123.08 |
|
0.618 |
122.84 |
|
HIGH |
122.45 |
|
0.618 |
122.21 |
|
0.500 |
122.14 |
|
0.382 |
122.06 |
|
LOW |
121.82 |
|
0.618 |
121.43 |
|
1.000 |
121.19 |
|
1.618 |
120.80 |
|
2.618 |
120.17 |
|
4.250 |
119.14 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.26 |
122.30 |
| PP |
122.20 |
122.28 |
| S1 |
122.14 |
122.26 |
|