Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
125.30 |
124.55 |
-0.75 |
-0.6% |
126.00 |
| High |
125.33 |
125.00 |
-0.33 |
-0.3% |
126.24 |
| Low |
124.70 |
124.36 |
-0.34 |
-0.3% |
124.21 |
| Close |
124.98 |
124.57 |
-0.41 |
-0.3% |
124.98 |
| Range |
0.63 |
0.64 |
0.01 |
1.6% |
2.03 |
| ATR |
0.89 |
0.87 |
-0.02 |
-2.0% |
0.00 |
| Volume |
530,545 |
498,961 |
-31,584 |
-6.0% |
3,147,928 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.56 |
126.21 |
124.92 |
|
| R3 |
125.92 |
125.57 |
124.75 |
|
| R2 |
125.28 |
125.28 |
124.69 |
|
| R1 |
124.93 |
124.93 |
124.63 |
125.11 |
| PP |
124.64 |
124.64 |
124.64 |
124.73 |
| S1 |
124.29 |
124.29 |
124.51 |
124.47 |
| S2 |
124.00 |
124.00 |
124.45 |
|
| S3 |
123.36 |
123.65 |
124.39 |
|
| S4 |
122.72 |
123.01 |
124.22 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.23 |
130.14 |
126.10 |
|
| R3 |
129.20 |
128.11 |
125.54 |
|
| R2 |
127.17 |
127.17 |
125.35 |
|
| R1 |
126.08 |
126.08 |
125.17 |
125.61 |
| PP |
125.14 |
125.14 |
125.14 |
124.91 |
| S1 |
124.05 |
124.05 |
124.79 |
123.58 |
| S2 |
123.11 |
123.11 |
124.61 |
|
| S3 |
121.08 |
122.02 |
124.42 |
|
| S4 |
119.05 |
119.99 |
123.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.04 |
124.21 |
1.83 |
1.5% |
0.88 |
0.7% |
20% |
False |
False |
729,377 |
| 10 |
127.86 |
124.21 |
3.65 |
2.9% |
0.85 |
0.7% |
10% |
False |
False |
440,363 |
| 20 |
129.14 |
124.21 |
4.93 |
4.0% |
0.86 |
0.7% |
7% |
False |
False |
227,221 |
| 40 |
131.05 |
124.21 |
6.84 |
5.5% |
0.77 |
0.6% |
5% |
False |
False |
114,393 |
| 60 |
132.49 |
124.21 |
8.28 |
6.6% |
0.72 |
0.6% |
4% |
False |
False |
76,444 |
| 80 |
133.16 |
124.21 |
8.95 |
7.2% |
0.69 |
0.6% |
4% |
False |
False |
57,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.72 |
|
2.618 |
126.68 |
|
1.618 |
126.04 |
|
1.000 |
125.64 |
|
0.618 |
125.40 |
|
HIGH |
125.00 |
|
0.618 |
124.76 |
|
0.500 |
124.68 |
|
0.382 |
124.60 |
|
LOW |
124.36 |
|
0.618 |
123.96 |
|
1.000 |
123.72 |
|
1.618 |
123.32 |
|
2.618 |
122.68 |
|
4.250 |
121.64 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.68 |
124.85 |
| PP |
124.64 |
124.76 |
| S1 |
124.61 |
124.66 |
|