Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 25-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
25-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
128.63 |
127.41 |
-1.22 |
-0.9% |
128.89 |
| High |
129.14 |
127.72 |
-1.42 |
-1.1% |
129.04 |
| Low |
127.33 |
127.04 |
-0.29 |
-0.2% |
127.20 |
| Close |
127.56 |
127.10 |
-0.46 |
-0.4% |
127.26 |
| Range |
1.81 |
0.68 |
-1.13 |
-62.4% |
1.84 |
| ATR |
0.88 |
0.87 |
-0.01 |
-1.7% |
0.00 |
| Volume |
21,555 |
8,328 |
-13,227 |
-61.4% |
28,209 |
|
| Daily Pivots for day following 25-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.33 |
128.89 |
127.47 |
|
| R3 |
128.65 |
128.21 |
127.29 |
|
| R2 |
127.97 |
127.97 |
127.22 |
|
| R1 |
127.53 |
127.53 |
127.16 |
127.41 |
| PP |
127.29 |
127.29 |
127.29 |
127.23 |
| S1 |
126.85 |
126.85 |
127.04 |
126.73 |
| S2 |
126.61 |
126.61 |
126.98 |
|
| S3 |
125.93 |
126.17 |
126.91 |
|
| S4 |
125.25 |
125.49 |
126.73 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.35 |
132.15 |
128.27 |
|
| R3 |
131.51 |
130.31 |
127.77 |
|
| R2 |
129.67 |
129.67 |
127.60 |
|
| R1 |
128.47 |
128.47 |
127.43 |
128.15 |
| PP |
127.83 |
127.83 |
127.83 |
127.68 |
| S1 |
126.63 |
126.63 |
127.09 |
126.31 |
| S2 |
125.99 |
125.99 |
126.92 |
|
| S3 |
124.15 |
124.79 |
126.75 |
|
| S4 |
122.31 |
122.95 |
126.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.14 |
127.00 |
2.14 |
1.7% |
0.96 |
0.8% |
5% |
False |
False |
11,450 |
| 10 |
130.69 |
127.00 |
3.69 |
2.9% |
0.93 |
0.7% |
3% |
False |
False |
8,770 |
| 20 |
131.05 |
127.00 |
4.05 |
3.2% |
0.84 |
0.7% |
2% |
False |
False |
5,222 |
| 40 |
132.49 |
127.00 |
5.49 |
4.3% |
0.68 |
0.5% |
2% |
False |
False |
2,955 |
| 60 |
132.49 |
127.00 |
5.49 |
4.3% |
0.69 |
0.5% |
2% |
False |
False |
2,149 |
| 80 |
133.16 |
127.00 |
6.16 |
4.8% |
0.58 |
0.5% |
2% |
False |
False |
1,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.61 |
|
2.618 |
129.50 |
|
1.618 |
128.82 |
|
1.000 |
128.40 |
|
0.618 |
128.14 |
|
HIGH |
127.72 |
|
0.618 |
127.46 |
|
0.500 |
127.38 |
|
0.382 |
127.30 |
|
LOW |
127.04 |
|
0.618 |
126.62 |
|
1.000 |
126.36 |
|
1.618 |
125.94 |
|
2.618 |
125.26 |
|
4.250 |
124.15 |
|
|
| Fisher Pivots for day following 25-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.38 |
128.09 |
| PP |
127.29 |
127.76 |
| S1 |
127.19 |
127.43 |
|