Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 30-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
124.58 |
125.35 |
0.77 |
0.6% |
124.91 |
High |
125.39 |
125.60 |
0.21 |
0.2% |
125.68 |
Low |
124.52 |
125.11 |
0.59 |
0.5% |
124.67 |
Close |
124.77 |
125.31 |
0.54 |
0.4% |
125.15 |
Range |
0.87 |
0.49 |
-0.38 |
-43.7% |
1.01 |
ATR |
0.84 |
0.84 |
0.00 |
-0.1% |
0.00 |
Volume |
216,201 |
271,214 |
55,013 |
25.4% |
1,343,384 |
|
Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.81 |
126.55 |
125.58 |
|
R3 |
126.32 |
126.06 |
125.44 |
|
R2 |
125.83 |
125.83 |
125.40 |
|
R1 |
125.57 |
125.57 |
125.35 |
125.46 |
PP |
125.34 |
125.34 |
125.34 |
125.28 |
S1 |
125.08 |
125.08 |
125.27 |
124.97 |
S2 |
124.85 |
124.85 |
125.22 |
|
S3 |
124.36 |
124.59 |
125.18 |
|
S4 |
123.87 |
124.10 |
125.04 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.20 |
127.68 |
125.71 |
|
R3 |
127.19 |
126.67 |
125.43 |
|
R2 |
126.18 |
126.18 |
125.34 |
|
R1 |
125.66 |
125.66 |
125.24 |
125.92 |
PP |
125.17 |
125.17 |
125.17 |
125.30 |
S1 |
124.65 |
124.65 |
125.06 |
124.91 |
S2 |
124.16 |
124.16 |
124.96 |
|
S3 |
123.15 |
123.64 |
124.87 |
|
S4 |
122.14 |
122.63 |
124.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125.68 |
124.36 |
1.32 |
1.1% |
0.77 |
0.6% |
72% |
False |
False |
202,482 |
10 |
125.68 |
123.78 |
1.90 |
1.5% |
0.71 |
0.6% |
81% |
False |
False |
314,532 |
20 |
126.71 |
123.76 |
2.95 |
2.4% |
0.76 |
0.6% |
53% |
False |
False |
427,957 |
40 |
131.05 |
123.76 |
7.29 |
5.8% |
0.84 |
0.7% |
21% |
False |
False |
224,246 |
60 |
132.49 |
123.76 |
8.73 |
7.0% |
0.73 |
0.6% |
18% |
False |
False |
149,773 |
80 |
132.49 |
123.76 |
8.73 |
7.0% |
0.72 |
0.6% |
18% |
False |
False |
112,453 |
100 |
133.16 |
123.76 |
9.40 |
7.5% |
0.65 |
0.5% |
16% |
False |
False |
90,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.68 |
2.618 |
126.88 |
1.618 |
126.39 |
1.000 |
126.09 |
0.618 |
125.90 |
HIGH |
125.60 |
0.618 |
125.41 |
0.500 |
125.36 |
0.382 |
125.30 |
LOW |
125.11 |
0.618 |
124.81 |
1.000 |
124.62 |
1.618 |
124.32 |
2.618 |
123.83 |
4.250 |
123.03 |
|
|
Fisher Pivots for day following 30-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
125.36 |
125.21 |
PP |
125.34 |
125.11 |
S1 |
125.33 |
125.01 |
|