Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
130.61 |
130.76 |
0.15 |
0.1% |
129.30 |
High |
130.86 |
131.05 |
0.19 |
0.1% |
130.98 |
Low |
130.40 |
129.97 |
-0.43 |
-0.3% |
129.30 |
Close |
130.62 |
130.47 |
-0.15 |
-0.1% |
130.35 |
Range |
0.46 |
1.08 |
0.62 |
134.8% |
1.68 |
ATR |
0.66 |
0.69 |
0.03 |
4.5% |
0.00 |
Volume |
635 |
761 |
126 |
19.8% |
8,390 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.74 |
133.18 |
131.06 |
|
R3 |
132.66 |
132.10 |
130.77 |
|
R2 |
131.58 |
131.58 |
130.67 |
|
R1 |
131.02 |
131.02 |
130.57 |
130.76 |
PP |
130.50 |
130.50 |
130.50 |
130.37 |
S1 |
129.94 |
129.94 |
130.37 |
129.68 |
S2 |
129.42 |
129.42 |
130.27 |
|
S3 |
128.34 |
128.86 |
130.17 |
|
S4 |
127.26 |
127.78 |
129.88 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.25 |
134.48 |
131.27 |
|
R3 |
133.57 |
132.80 |
130.81 |
|
R2 |
131.89 |
131.89 |
130.66 |
|
R1 |
131.12 |
131.12 |
130.50 |
131.51 |
PP |
130.21 |
130.21 |
130.21 |
130.40 |
S1 |
129.44 |
129.44 |
130.20 |
129.83 |
S2 |
128.53 |
128.53 |
130.04 |
|
S3 |
126.85 |
127.76 |
129.89 |
|
S4 |
125.17 |
126.08 |
129.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.05 |
129.47 |
1.58 |
1.2% |
0.84 |
0.6% |
63% |
True |
False |
1,311 |
10 |
131.05 |
128.53 |
2.52 |
1.9% |
0.71 |
0.5% |
77% |
True |
False |
1,205 |
20 |
131.91 |
128.53 |
3.38 |
2.6% |
0.60 |
0.5% |
57% |
False |
False |
983 |
40 |
132.49 |
128.53 |
3.96 |
3.0% |
0.63 |
0.5% |
49% |
False |
False |
734 |
60 |
133.16 |
128.53 |
4.63 |
3.5% |
0.57 |
0.4% |
42% |
False |
False |
629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.64 |
2.618 |
133.88 |
1.618 |
132.80 |
1.000 |
132.13 |
0.618 |
131.72 |
HIGH |
131.05 |
0.618 |
130.64 |
0.500 |
130.51 |
0.382 |
130.38 |
LOW |
129.97 |
0.618 |
129.30 |
1.000 |
128.89 |
1.618 |
128.22 |
2.618 |
127.14 |
4.250 |
125.38 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
130.51 |
130.51 |
PP |
130.50 |
130.50 |
S1 |
130.48 |
130.48 |
|