Euro Bund Future March 2011
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 |
128.21 |
127.98 |
-0.23 |
-0.2% |
130.61 |
High |
128.58 |
128.02 |
-0.56 |
-0.4% |
131.05 |
Low |
128.04 |
127.20 |
-0.84 |
-0.7% |
129.13 |
Close |
128.37 |
127.36 |
-1.01 |
-0.8% |
129.43 |
Range |
0.54 |
0.82 |
0.28 |
51.9% |
1.92 |
ATR |
0.78 |
0.81 |
0.03 |
3.6% |
0.00 |
Volume |
5,310 |
11,127 |
5,817 |
109.5% |
12,479 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.99 |
129.49 |
127.81 |
|
R3 |
129.17 |
128.67 |
127.59 |
|
R2 |
128.35 |
128.35 |
127.51 |
|
R1 |
127.85 |
127.85 |
127.44 |
127.69 |
PP |
127.53 |
127.53 |
127.53 |
127.45 |
S1 |
127.03 |
127.03 |
127.28 |
126.87 |
S2 |
126.71 |
126.71 |
127.21 |
|
S3 |
125.89 |
126.21 |
127.13 |
|
S4 |
125.07 |
125.39 |
126.91 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.63 |
134.45 |
130.49 |
|
R3 |
133.71 |
132.53 |
129.96 |
|
R2 |
131.79 |
131.79 |
129.78 |
|
R1 |
130.61 |
130.61 |
129.61 |
130.24 |
PP |
129.87 |
129.87 |
129.87 |
129.69 |
S1 |
128.69 |
128.69 |
129.25 |
128.32 |
S2 |
127.95 |
127.95 |
129.08 |
|
S3 |
126.03 |
126.77 |
128.90 |
|
S4 |
124.11 |
124.85 |
128.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130.69 |
127.20 |
3.49 |
2.7% |
0.90 |
0.7% |
5% |
False |
True |
6,090 |
10 |
131.05 |
127.20 |
3.85 |
3.0% |
0.85 |
0.7% |
4% |
False |
True |
3,977 |
20 |
131.05 |
127.20 |
3.85 |
3.0% |
0.71 |
0.6% |
4% |
False |
True |
2,544 |
40 |
132.49 |
127.20 |
5.29 |
4.2% |
0.65 |
0.5% |
3% |
False |
True |
1,613 |
60 |
133.16 |
127.20 |
5.96 |
4.7% |
0.65 |
0.5% |
3% |
False |
True |
1,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.51 |
2.618 |
130.17 |
1.618 |
129.35 |
1.000 |
128.84 |
0.618 |
128.53 |
HIGH |
128.02 |
0.618 |
127.71 |
0.500 |
127.61 |
0.382 |
127.51 |
LOW |
127.20 |
0.618 |
126.69 |
1.000 |
126.38 |
1.618 |
125.87 |
2.618 |
125.05 |
4.250 |
123.72 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
127.61 |
128.02 |
PP |
127.53 |
127.80 |
S1 |
127.44 |
127.58 |
|