Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
124.55 |
124.97 |
0.42 |
0.3% |
126.00 |
| High |
125.00 |
124.98 |
-0.02 |
0.0% |
126.24 |
| Low |
124.36 |
123.76 |
-0.60 |
-0.5% |
124.21 |
| Close |
124.57 |
124.12 |
-0.45 |
-0.4% |
124.98 |
| Range |
0.64 |
1.22 |
0.58 |
90.6% |
2.03 |
| ATR |
0.87 |
0.89 |
0.03 |
2.9% |
0.00 |
| Volume |
498,961 |
664,738 |
165,777 |
33.2% |
3,147,928 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.95 |
127.25 |
124.79 |
|
| R3 |
126.73 |
126.03 |
124.46 |
|
| R2 |
125.51 |
125.51 |
124.34 |
|
| R1 |
124.81 |
124.81 |
124.23 |
124.55 |
| PP |
124.29 |
124.29 |
124.29 |
124.16 |
| S1 |
123.59 |
123.59 |
124.01 |
123.33 |
| S2 |
123.07 |
123.07 |
123.90 |
|
| S3 |
121.85 |
122.37 |
123.78 |
|
| S4 |
120.63 |
121.15 |
123.45 |
|
|
| 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 |
125.34 |
123.76 |
1.58 |
1.3% |
0.85 |
0.7% |
23% |
False |
True |
654,255 |
| 10 |
127.68 |
123.76 |
3.92 |
3.2% |
0.88 |
0.7% |
9% |
False |
True |
498,179 |
| 20 |
129.14 |
123.76 |
5.38 |
4.3% |
0.88 |
0.7% |
7% |
False |
True |
260,129 |
| 40 |
131.05 |
123.76 |
7.29 |
5.9% |
0.79 |
0.6% |
5% |
False |
True |
130,972 |
| 60 |
132.49 |
123.76 |
8.73 |
7.0% |
0.73 |
0.6% |
4% |
False |
True |
87,523 |
| 80 |
133.16 |
123.76 |
9.40 |
7.6% |
0.70 |
0.6% |
4% |
False |
True |
65,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.17 |
|
2.618 |
128.17 |
|
1.618 |
126.95 |
|
1.000 |
126.20 |
|
0.618 |
125.73 |
|
HIGH |
124.98 |
|
0.618 |
124.51 |
|
0.500 |
124.37 |
|
0.382 |
124.23 |
|
LOW |
123.76 |
|
0.618 |
123.01 |
|
1.000 |
122.54 |
|
1.618 |
121.79 |
|
2.618 |
120.57 |
|
4.250 |
118.58 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.37 |
124.55 |
| PP |
124.29 |
124.40 |
| S1 |
124.20 |
124.26 |
|