Euro Bund Future December 2010
| 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 |
130.42 |
130.61 |
0.19 |
0.1% |
129.23 |
| High |
130.75 |
130.95 |
0.20 |
0.2% |
130.87 |
| Low |
130.27 |
129.87 |
-0.40 |
-0.3% |
129.16 |
| Close |
130.51 |
130.36 |
-0.15 |
-0.1% |
130.25 |
| Range |
0.48 |
1.08 |
0.60 |
125.0% |
1.71 |
| ATR |
0.76 |
0.78 |
0.02 |
3.1% |
0.00 |
| Volume |
0 |
1,020,299 |
1,020,299 |
|
3,676,784 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.63 |
133.08 |
130.95 |
|
| R3 |
132.55 |
132.00 |
130.66 |
|
| R2 |
131.47 |
131.47 |
130.56 |
|
| R1 |
130.92 |
130.92 |
130.46 |
130.66 |
| PP |
130.39 |
130.39 |
130.39 |
130.26 |
| S1 |
129.84 |
129.84 |
130.26 |
129.58 |
| S2 |
129.31 |
129.31 |
130.16 |
|
| S3 |
128.23 |
128.76 |
130.06 |
|
| S4 |
127.15 |
127.68 |
129.77 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.22 |
134.45 |
131.19 |
|
| R3 |
133.51 |
132.74 |
130.72 |
|
| R2 |
131.80 |
131.80 |
130.56 |
|
| R1 |
131.03 |
131.03 |
130.41 |
131.42 |
| PP |
130.09 |
130.09 |
130.09 |
130.29 |
| S1 |
129.32 |
129.32 |
130.09 |
129.71 |
| S2 |
128.38 |
128.38 |
129.94 |
|
| S3 |
126.67 |
127.61 |
129.78 |
|
| S4 |
124.96 |
125.90 |
129.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130.95 |
129.33 |
1.62 |
1.2% |
0.91 |
0.7% |
64% |
True |
False |
610,771 |
| 10 |
130.95 |
128.52 |
2.43 |
1.9% |
0.79 |
0.6% |
76% |
True |
False |
773,186 |
| 20 |
131.84 |
128.52 |
3.32 |
2.5% |
0.71 |
0.5% |
55% |
False |
False |
670,161 |
| 40 |
132.36 |
128.52 |
3.84 |
2.9% |
0.76 |
0.6% |
48% |
False |
False |
749,589 |
| 60 |
133.29 |
128.52 |
4.77 |
3.7% |
0.80 |
0.6% |
39% |
False |
False |
633,895 |
| 80 |
133.29 |
126.01 |
7.28 |
5.6% |
0.74 |
0.6% |
60% |
False |
False |
476,046 |
| 100 |
133.29 |
126.01 |
7.28 |
5.6% |
0.68 |
0.5% |
60% |
False |
False |
380,865 |
| 120 |
133.29 |
125.81 |
7.48 |
5.7% |
0.62 |
0.5% |
61% |
False |
False |
317,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.54 |
|
2.618 |
133.78 |
|
1.618 |
132.70 |
|
1.000 |
132.03 |
|
0.618 |
131.62 |
|
HIGH |
130.95 |
|
0.618 |
130.54 |
|
0.500 |
130.41 |
|
0.382 |
130.28 |
|
LOW |
129.87 |
|
0.618 |
129.20 |
|
1.000 |
128.79 |
|
1.618 |
128.12 |
|
2.618 |
127.04 |
|
4.250 |
125.28 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130.41 |
130.41 |
| PP |
130.39 |
130.39 |
| S1 |
130.38 |
130.38 |
|