Euro Bund Future March 2011
| 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 |
126.00 |
125.93 |
-0.07 |
-0.1% |
127.05 |
| High |
126.24 |
126.04 |
-0.20 |
-0.2% |
127.86 |
| Low |
125.88 |
124.63 |
-1.25 |
-1.0% |
125.47 |
| Close |
126.09 |
125.01 |
-1.08 |
-0.9% |
125.83 |
| Range |
0.36 |
1.41 |
1.05 |
291.7% |
2.39 |
| ATR |
0.87 |
0.91 |
0.04 |
4.9% |
0.00 |
| Volume |
0 |
1,040,349 |
1,040,349 |
|
800,162 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.46 |
128.64 |
125.79 |
|
| R3 |
128.05 |
127.23 |
125.40 |
|
| R2 |
126.64 |
126.64 |
125.27 |
|
| R1 |
125.82 |
125.82 |
125.14 |
125.53 |
| PP |
125.23 |
125.23 |
125.23 |
125.08 |
| S1 |
124.41 |
124.41 |
124.88 |
124.12 |
| S2 |
123.82 |
123.82 |
124.75 |
|
| S3 |
122.41 |
123.00 |
124.62 |
|
| S4 |
121.00 |
121.59 |
124.23 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.56 |
132.08 |
127.14 |
|
| R3 |
131.17 |
129.69 |
126.49 |
|
| R2 |
128.78 |
128.78 |
126.27 |
|
| R1 |
127.30 |
127.30 |
126.05 |
126.85 |
| PP |
126.39 |
126.39 |
126.39 |
126.16 |
| S1 |
124.91 |
124.91 |
125.61 |
124.46 |
| S2 |
124.00 |
124.00 |
125.39 |
|
| S3 |
121.61 |
122.52 |
125.17 |
|
| S4 |
119.22 |
120.13 |
124.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.68 |
124.63 |
3.05 |
2.4% |
0.92 |
0.7% |
12% |
False |
True |
342,104 |
| 10 |
129.14 |
124.63 |
4.51 |
3.6% |
0.96 |
0.8% |
8% |
False |
True |
188,750 |
| 20 |
130.70 |
124.63 |
6.07 |
4.9% |
0.90 |
0.7% |
6% |
False |
True |
97,598 |
| 40 |
131.91 |
124.63 |
7.28 |
5.8% |
0.75 |
0.6% |
5% |
False |
True |
49,291 |
| 60 |
132.49 |
124.63 |
7.86 |
6.3% |
0.72 |
0.6% |
5% |
False |
True |
33,022 |
| 80 |
133.16 |
124.63 |
8.53 |
6.8% |
0.66 |
0.5% |
4% |
False |
True |
24,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.03 |
|
2.618 |
129.73 |
|
1.618 |
128.32 |
|
1.000 |
127.45 |
|
0.618 |
126.91 |
|
HIGH |
126.04 |
|
0.618 |
125.50 |
|
0.500 |
125.34 |
|
0.382 |
125.17 |
|
LOW |
124.63 |
|
0.618 |
123.76 |
|
1.000 |
123.22 |
|
1.618 |
122.35 |
|
2.618 |
120.94 |
|
4.250 |
118.64 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125.34 |
125.44 |
| PP |
125.23 |
125.30 |
| S1 |
125.12 |
125.15 |
|