Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
127.85 |
126.91 |
-0.94 |
-0.7% |
127.25 |
| High |
127.94 |
127.02 |
-0.92 |
-0.7% |
129.20 |
| Low |
126.63 |
126.27 |
-0.36 |
-0.3% |
127.13 |
| Close |
127.02 |
126.47 |
-0.55 |
-0.4% |
127.35 |
| Range |
1.31 |
0.75 |
-0.56 |
-42.7% |
2.07 |
| ATR |
0.95 |
0.94 |
-0.01 |
-1.5% |
0.00 |
| Volume |
1,212,739 |
0 |
-1,212,739 |
-100.0% |
2,907,769 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.84 |
128.40 |
126.88 |
|
| R3 |
128.09 |
127.65 |
126.68 |
|
| R2 |
127.34 |
127.34 |
126.61 |
|
| R1 |
126.90 |
126.90 |
126.54 |
126.75 |
| PP |
126.59 |
126.59 |
126.59 |
126.51 |
| S1 |
126.15 |
126.15 |
126.40 |
126.00 |
| S2 |
125.84 |
125.84 |
126.33 |
|
| S3 |
125.09 |
125.40 |
126.26 |
|
| S4 |
124.34 |
124.65 |
126.06 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.10 |
132.80 |
128.49 |
|
| R3 |
132.03 |
130.73 |
127.92 |
|
| R2 |
129.96 |
129.96 |
127.73 |
|
| R1 |
128.66 |
128.66 |
127.54 |
129.31 |
| PP |
127.89 |
127.89 |
127.89 |
128.22 |
| S1 |
126.59 |
126.59 |
127.16 |
127.24 |
| S2 |
125.82 |
125.82 |
126.97 |
|
| S3 |
123.75 |
124.52 |
126.78 |
|
| S4 |
121.68 |
122.45 |
126.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.07 |
126.27 |
1.80 |
1.4% |
0.92 |
0.7% |
11% |
False |
True |
791,758 |
| 10 |
129.20 |
126.27 |
2.93 |
2.3% |
0.96 |
0.8% |
7% |
False |
True |
735,118 |
| 20 |
130.95 |
126.27 |
4.68 |
3.7% |
0.95 |
0.8% |
4% |
False |
True |
675,894 |
| 40 |
132.36 |
126.27 |
6.09 |
4.8% |
0.80 |
0.6% |
3% |
False |
True |
675,292 |
| 60 |
132.36 |
126.27 |
6.09 |
4.8% |
0.82 |
0.6% |
3% |
False |
True |
751,158 |
| 80 |
133.29 |
126.27 |
7.02 |
5.6% |
0.82 |
0.6% |
3% |
False |
True |
617,216 |
| 100 |
133.29 |
126.01 |
7.28 |
5.8% |
0.77 |
0.6% |
6% |
False |
False |
493,949 |
| 120 |
133.29 |
125.81 |
7.48 |
5.9% |
0.71 |
0.6% |
9% |
False |
False |
411,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.21 |
|
2.618 |
128.98 |
|
1.618 |
128.23 |
|
1.000 |
127.77 |
|
0.618 |
127.48 |
|
HIGH |
127.02 |
|
0.618 |
126.73 |
|
0.500 |
126.65 |
|
0.382 |
126.56 |
|
LOW |
126.27 |
|
0.618 |
125.81 |
|
1.000 |
125.52 |
|
1.618 |
125.06 |
|
2.618 |
124.31 |
|
4.250 |
123.08 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126.65 |
127.16 |
| PP |
126.59 |
126.93 |
| S1 |
126.53 |
126.70 |
|