Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
126.54 |
126.36 |
-0.18 |
-0.1% |
127.23 |
| High |
126.56 |
126.68 |
0.12 |
0.1% |
128.05 |
| Low |
125.83 |
126.26 |
0.43 |
0.3% |
125.83 |
| Close |
126.19 |
126.57 |
0.38 |
0.3% |
126.19 |
| Range |
0.73 |
0.42 |
-0.31 |
-42.5% |
2.22 |
| ATR |
0.92 |
0.89 |
-0.03 |
-3.3% |
0.00 |
| Volume |
1,087,493 |
0 |
-1,087,493 |
-100.0% |
4,262,346 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.76 |
127.59 |
126.80 |
|
| R3 |
127.34 |
127.17 |
126.69 |
|
| R2 |
126.92 |
126.92 |
126.65 |
|
| R1 |
126.75 |
126.75 |
126.61 |
126.84 |
| PP |
126.50 |
126.50 |
126.50 |
126.55 |
| S1 |
126.33 |
126.33 |
126.53 |
126.42 |
| S2 |
126.08 |
126.08 |
126.49 |
|
| S3 |
125.66 |
125.91 |
126.45 |
|
| S4 |
125.24 |
125.49 |
126.34 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.35 |
131.99 |
127.41 |
|
| R3 |
131.13 |
129.77 |
126.80 |
|
| R2 |
128.91 |
128.91 |
126.60 |
|
| R1 |
127.55 |
127.55 |
126.39 |
127.12 |
| PP |
126.69 |
126.69 |
126.69 |
126.48 |
| S1 |
125.33 |
125.33 |
125.99 |
124.90 |
| S2 |
124.47 |
124.47 |
125.78 |
|
| S3 |
122.25 |
123.11 |
125.58 |
|
| S4 |
120.03 |
120.89 |
124.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.05 |
125.83 |
2.22 |
1.8% |
0.82 |
0.6% |
33% |
False |
False |
673,037 |
| 10 |
129.20 |
125.83 |
3.37 |
2.7% |
0.94 |
0.7% |
22% |
False |
False |
717,011 |
| 20 |
130.95 |
125.83 |
5.12 |
4.0% |
0.89 |
0.7% |
14% |
False |
False |
670,880 |
| 40 |
132.36 |
125.83 |
6.53 |
5.2% |
0.80 |
0.6% |
11% |
False |
False |
679,736 |
| 60 |
132.36 |
125.83 |
6.53 |
5.2% |
0.80 |
0.6% |
11% |
False |
False |
737,678 |
| 80 |
133.29 |
125.83 |
7.46 |
5.9% |
0.82 |
0.6% |
10% |
False |
False |
630,769 |
| 100 |
133.29 |
125.83 |
7.46 |
5.9% |
0.77 |
0.6% |
10% |
False |
False |
504,812 |
| 120 |
133.29 |
125.81 |
7.48 |
5.9% |
0.71 |
0.6% |
10% |
False |
False |
420,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.47 |
|
2.618 |
127.78 |
|
1.618 |
127.36 |
|
1.000 |
127.10 |
|
0.618 |
126.94 |
|
HIGH |
126.68 |
|
0.618 |
126.52 |
|
0.500 |
126.47 |
|
0.382 |
126.42 |
|
LOW |
126.26 |
|
0.618 |
126.00 |
|
1.000 |
125.84 |
|
1.618 |
125.58 |
|
2.618 |
125.16 |
|
4.250 |
124.48 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
126.54 |
126.52 |
| PP |
126.50 |
126.47 |
| S1 |
126.47 |
126.43 |
|