Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
124.00 |
124.48 |
0.48 |
0.4% |
124.55 |
| High |
124.35 |
124.99 |
0.64 |
0.5% |
125.00 |
| Low |
123.78 |
124.20 |
0.42 |
0.3% |
123.76 |
| Close |
123.87 |
124.38 |
0.51 |
0.4% |
124.38 |
| Range |
0.57 |
0.79 |
0.22 |
38.6% |
1.24 |
| ATR |
0.85 |
0.87 |
0.02 |
2.3% |
0.00 |
| Volume |
554,723 |
463,002 |
-91,721 |
-16.5% |
2,777,859 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.89 |
126.43 |
124.81 |
|
| R3 |
126.10 |
125.64 |
124.60 |
|
| R2 |
125.31 |
125.31 |
124.52 |
|
| R1 |
124.85 |
124.85 |
124.45 |
124.69 |
| PP |
124.52 |
124.52 |
124.52 |
124.44 |
| S1 |
124.06 |
124.06 |
124.31 |
123.90 |
| S2 |
123.73 |
123.73 |
124.24 |
|
| S3 |
122.94 |
123.27 |
124.16 |
|
| S4 |
122.15 |
122.48 |
123.95 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.10 |
127.48 |
125.06 |
|
| R3 |
126.86 |
126.24 |
124.72 |
|
| R2 |
125.62 |
125.62 |
124.61 |
|
| R1 |
125.00 |
125.00 |
124.49 |
124.69 |
| PP |
124.38 |
124.38 |
124.38 |
124.23 |
| S1 |
123.76 |
123.76 |
124.27 |
123.45 |
| S2 |
123.14 |
123.14 |
124.15 |
|
| S3 |
121.90 |
122.52 |
124.04 |
|
| S4 |
120.66 |
121.28 |
123.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.00 |
123.76 |
1.24 |
1.0% |
0.76 |
0.6% |
50% |
False |
False |
555,571 |
| 10 |
126.24 |
123.76 |
2.48 |
2.0% |
0.80 |
0.6% |
25% |
False |
False |
592,578 |
| 20 |
129.14 |
123.76 |
5.38 |
4.3% |
0.89 |
0.7% |
12% |
False |
False |
339,905 |
| 40 |
131.05 |
123.76 |
7.29 |
5.9% |
0.80 |
0.6% |
9% |
False |
False |
171,258 |
| 60 |
132.49 |
123.76 |
8.73 |
7.0% |
0.72 |
0.6% |
7% |
False |
False |
114,404 |
| 80 |
133.16 |
123.76 |
9.40 |
7.6% |
0.71 |
0.6% |
7% |
False |
False |
85,930 |
| 100 |
133.16 |
123.76 |
9.40 |
7.6% |
0.59 |
0.5% |
7% |
False |
False |
68,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.35 |
|
2.618 |
127.06 |
|
1.618 |
126.27 |
|
1.000 |
125.78 |
|
0.618 |
125.48 |
|
HIGH |
124.99 |
|
0.618 |
124.69 |
|
0.500 |
124.60 |
|
0.382 |
124.50 |
|
LOW |
124.20 |
|
0.618 |
123.71 |
|
1.000 |
123.41 |
|
1.618 |
122.92 |
|
2.618 |
122.13 |
|
4.250 |
120.84 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.60 |
124.38 |
| PP |
124.52 |
124.38 |
| S1 |
124.45 |
124.38 |
|