Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
125.10 |
125.41 |
0.31 |
0.2% |
124.55 |
| High |
125.61 |
125.68 |
0.07 |
0.1% |
125.00 |
| Low |
125.00 |
125.07 |
0.07 |
0.1% |
123.76 |
| Close |
125.47 |
125.15 |
-0.32 |
-0.3% |
124.38 |
| Range |
0.61 |
0.61 |
0.00 |
0.0% |
1.24 |
| ATR |
0.84 |
0.82 |
-0.02 |
-1.9% |
0.00 |
| Volume |
339,575 |
228,194 |
-111,381 |
-32.8% |
2,777,859 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.13 |
126.75 |
125.49 |
|
| R3 |
126.52 |
126.14 |
125.32 |
|
| R2 |
125.91 |
125.91 |
125.26 |
|
| R1 |
125.53 |
125.53 |
125.21 |
125.42 |
| PP |
125.30 |
125.30 |
125.30 |
125.24 |
| S1 |
124.92 |
124.92 |
125.09 |
124.81 |
| S2 |
124.69 |
124.69 |
125.04 |
|
| S3 |
124.08 |
124.31 |
124.98 |
|
| S4 |
123.47 |
123.70 |
124.81 |
|
|
| 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 |
125.68 |
124.20 |
1.48 |
1.2% |
0.64 |
0.5% |
64% |
True |
False |
361,277 |
| 10 |
125.68 |
123.76 |
1.92 |
1.5% |
0.69 |
0.5% |
72% |
True |
False |
465,178 |
| 20 |
127.89 |
123.76 |
4.13 |
3.3% |
0.79 |
0.6% |
34% |
False |
False |
404,322 |
| 40 |
131.05 |
123.76 |
7.29 |
5.8% |
0.81 |
0.6% |
19% |
False |
False |
204,772 |
| 60 |
132.49 |
123.76 |
8.73 |
7.0% |
0.71 |
0.6% |
16% |
False |
False |
136,744 |
| 80 |
132.49 |
123.76 |
8.73 |
7.0% |
0.71 |
0.6% |
16% |
False |
False |
102,692 |
| 100 |
133.16 |
123.76 |
9.40 |
7.5% |
0.62 |
0.5% |
15% |
False |
False |
82,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.27 |
|
2.618 |
127.28 |
|
1.618 |
126.67 |
|
1.000 |
126.29 |
|
0.618 |
126.06 |
|
HIGH |
125.68 |
|
0.618 |
125.45 |
|
0.500 |
125.38 |
|
0.382 |
125.30 |
|
LOW |
125.07 |
|
0.618 |
124.69 |
|
1.000 |
124.46 |
|
1.618 |
124.08 |
|
2.618 |
123.47 |
|
4.250 |
122.48 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
125.38 |
125.22 |
| PP |
125.30 |
125.20 |
| S1 |
125.23 |
125.17 |
|