Euro Bund Future December 2010
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
126.36 |
126.45 |
0.09 |
0.1% |
127.23 |
| High |
126.68 |
126.58 |
-0.10 |
-0.1% |
128.05 |
| Low |
126.26 |
125.27 |
-0.99 |
-0.8% |
125.83 |
| Close |
126.57 |
125.59 |
-0.98 |
-0.8% |
126.19 |
| Range |
0.42 |
1.31 |
0.89 |
211.9% |
2.22 |
| ATR |
0.89 |
0.92 |
0.03 |
3.4% |
0.00 |
| Volume |
0 |
646,460 |
646,460 |
|
4,262,346 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.74 |
128.98 |
126.31 |
|
| R3 |
128.43 |
127.67 |
125.95 |
|
| R2 |
127.12 |
127.12 |
125.83 |
|
| R1 |
126.36 |
126.36 |
125.71 |
126.09 |
| PP |
125.81 |
125.81 |
125.81 |
125.68 |
| S1 |
125.05 |
125.05 |
125.47 |
124.78 |
| S2 |
124.50 |
124.50 |
125.35 |
|
| S3 |
123.19 |
123.74 |
125.23 |
|
| S4 |
121.88 |
122.43 |
124.87 |
|
|
| 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 |
127.94 |
125.27 |
2.67 |
2.1% |
0.90 |
0.7% |
12% |
False |
True |
589,338 |
| 10 |
129.20 |
125.27 |
3.93 |
3.1% |
0.97 |
0.8% |
8% |
False |
True |
702,391 |
| 20 |
130.95 |
125.27 |
5.68 |
4.5% |
0.94 |
0.7% |
6% |
False |
True |
703,203 |
| 40 |
132.36 |
125.27 |
7.09 |
5.6% |
0.82 |
0.7% |
5% |
False |
True |
686,726 |
| 60 |
132.36 |
125.27 |
7.09 |
5.6% |
0.81 |
0.6% |
5% |
False |
True |
734,732 |
| 80 |
133.29 |
125.27 |
8.02 |
6.4% |
0.83 |
0.7% |
4% |
False |
True |
638,757 |
| 100 |
133.29 |
125.27 |
8.02 |
6.4% |
0.77 |
0.6% |
4% |
False |
True |
511,275 |
| 120 |
133.29 |
125.27 |
8.02 |
6.4% |
0.72 |
0.6% |
4% |
False |
True |
426,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.15 |
|
2.618 |
130.01 |
|
1.618 |
128.70 |
|
1.000 |
127.89 |
|
0.618 |
127.39 |
|
HIGH |
126.58 |
|
0.618 |
126.08 |
|
0.500 |
125.93 |
|
0.382 |
125.77 |
|
LOW |
125.27 |
|
0.618 |
124.46 |
|
1.000 |
123.96 |
|
1.618 |
123.15 |
|
2.618 |
121.84 |
|
4.250 |
119.70 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125.93 |
125.98 |
| PP |
125.81 |
125.85 |
| S1 |
125.70 |
125.72 |
|