Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
123.70 |
123.55 |
-0.15 |
-0.1% |
124.75 |
High |
123.86 |
124.04 |
0.18 |
0.1% |
124.75 |
Low |
123.37 |
123.50 |
0.13 |
0.1% |
123.37 |
Close |
123.76 |
123.92 |
0.16 |
0.1% |
123.76 |
Range |
0.49 |
0.54 |
0.05 |
10.2% |
1.38 |
ATR |
0.82 |
0.80 |
-0.02 |
-2.5% |
0.00 |
Volume |
0 |
695,257 |
695,257 |
|
1,764,661 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.44 |
125.22 |
124.22 |
|
R3 |
124.90 |
124.68 |
124.07 |
|
R2 |
124.36 |
124.36 |
124.02 |
|
R1 |
124.14 |
124.14 |
123.97 |
124.25 |
PP |
123.82 |
123.82 |
123.82 |
123.88 |
S1 |
123.60 |
123.60 |
123.87 |
123.71 |
S2 |
123.28 |
123.28 |
123.82 |
|
S3 |
122.74 |
123.06 |
123.77 |
|
S4 |
122.20 |
122.52 |
123.62 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.10 |
127.31 |
124.52 |
|
R3 |
126.72 |
125.93 |
124.14 |
|
R2 |
125.34 |
125.34 |
124.01 |
|
R1 |
124.55 |
124.55 |
123.89 |
124.26 |
PP |
123.96 |
123.96 |
123.96 |
123.81 |
S1 |
123.17 |
123.17 |
123.63 |
122.88 |
S2 |
122.58 |
122.58 |
123.51 |
|
S3 |
121.20 |
121.79 |
123.38 |
|
S4 |
119.82 |
120.41 |
123.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.75 |
123.37 |
1.38 |
1.1% |
0.67 |
0.5% |
40% |
False |
False |
491,983 |
10 |
126.47 |
123.37 |
3.10 |
2.5% |
0.74 |
0.6% |
18% |
False |
False |
713,357 |
20 |
126.52 |
123.37 |
3.15 |
2.5% |
0.80 |
0.6% |
17% |
False |
False |
596,778 |
40 |
127.89 |
123.37 |
4.52 |
3.6% |
0.79 |
0.6% |
12% |
False |
False |
495,053 |
60 |
131.05 |
123.37 |
7.68 |
6.2% |
0.80 |
0.6% |
7% |
False |
False |
331,639 |
80 |
132.49 |
123.37 |
9.12 |
7.4% |
0.74 |
0.6% |
6% |
False |
False |
248,927 |
100 |
132.49 |
123.37 |
9.12 |
7.4% |
0.73 |
0.6% |
6% |
False |
False |
199,249 |
120 |
133.16 |
123.37 |
9.79 |
7.9% |
0.64 |
0.5% |
6% |
False |
False |
166,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.34 |
2.618 |
125.45 |
1.618 |
124.91 |
1.000 |
124.58 |
0.618 |
124.37 |
HIGH |
124.04 |
0.618 |
123.83 |
0.500 |
123.77 |
0.382 |
123.71 |
LOW |
123.50 |
0.618 |
123.17 |
1.000 |
122.96 |
1.618 |
122.63 |
2.618 |
122.09 |
4.250 |
121.21 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
123.87 |
123.94 |
PP |
123.82 |
123.93 |
S1 |
123.77 |
123.93 |
|