Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
128.34 |
128.07 |
-0.27 |
-0.2% |
130.42 |
| High |
128.71 |
128.17 |
-0.54 |
-0.4% |
130.95 |
| Low |
128.11 |
127.31 |
-0.80 |
-0.6% |
129.08 |
| Close |
128.45 |
127.50 |
-0.95 |
-0.7% |
129.41 |
| Range |
0.60 |
0.86 |
0.26 |
43.3% |
1.87 |
| ATR |
0.84 |
0.86 |
0.02 |
2.5% |
0.00 |
| Volume |
926,504 |
1,268,559 |
342,055 |
36.9% |
3,229,073 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.24 |
129.73 |
127.97 |
|
| R3 |
129.38 |
128.87 |
127.74 |
|
| R2 |
128.52 |
128.52 |
127.66 |
|
| R1 |
128.01 |
128.01 |
127.58 |
127.84 |
| PP |
127.66 |
127.66 |
127.66 |
127.57 |
| S1 |
127.15 |
127.15 |
127.42 |
126.98 |
| S2 |
126.80 |
126.80 |
127.34 |
|
| S3 |
125.94 |
126.29 |
127.26 |
|
| S4 |
125.08 |
125.43 |
127.03 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.42 |
134.29 |
130.44 |
|
| R3 |
133.55 |
132.42 |
129.92 |
|
| R2 |
131.68 |
131.68 |
129.75 |
|
| R1 |
130.55 |
130.55 |
129.58 |
130.18 |
| PP |
129.81 |
129.81 |
129.81 |
129.63 |
| S1 |
128.68 |
128.68 |
129.24 |
128.31 |
| S2 |
127.94 |
127.94 |
129.07 |
|
| S3 |
126.07 |
126.81 |
128.90 |
|
| S4 |
124.20 |
124.94 |
128.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130.64 |
127.31 |
3.33 |
2.6% |
0.95 |
0.7% |
6% |
False |
True |
603,682 |
| 10 |
130.95 |
127.31 |
3.64 |
2.9% |
0.89 |
0.7% |
5% |
False |
True |
743,526 |
| 20 |
130.95 |
127.31 |
3.64 |
2.9% |
0.79 |
0.6% |
5% |
False |
True |
757,318 |
| 40 |
132.36 |
127.31 |
5.05 |
4.0% |
0.77 |
0.6% |
4% |
False |
True |
700,474 |
| 60 |
133.29 |
127.31 |
5.98 |
4.7% |
0.82 |
0.6% |
3% |
False |
True |
719,775 |
| 80 |
133.29 |
126.66 |
6.63 |
5.2% |
0.77 |
0.6% |
13% |
False |
False |
541,369 |
| 100 |
133.29 |
126.01 |
7.28 |
5.7% |
0.72 |
0.6% |
20% |
False |
False |
433,131 |
| 120 |
133.29 |
125.81 |
7.48 |
5.9% |
0.67 |
0.5% |
23% |
False |
False |
360,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.83 |
|
2.618 |
130.42 |
|
1.618 |
129.56 |
|
1.000 |
129.03 |
|
0.618 |
128.70 |
|
HIGH |
128.17 |
|
0.618 |
127.84 |
|
0.500 |
127.74 |
|
0.382 |
127.64 |
|
LOW |
127.31 |
|
0.618 |
126.78 |
|
1.000 |
126.45 |
|
1.618 |
125.92 |
|
2.618 |
125.06 |
|
4.250 |
123.66 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.74 |
128.10 |
| PP |
127.66 |
127.90 |
| S1 |
127.58 |
127.70 |
|