Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
125.89 |
126.06 |
0.17 |
0.1% |
125.20 |
| High |
126.18 |
126.52 |
0.34 |
0.3% |
125.60 |
| Low |
125.49 |
125.20 |
-0.29 |
-0.2% |
124.36 |
| Close |
126.11 |
125.49 |
-0.62 |
-0.5% |
125.31 |
| Range |
0.69 |
1.32 |
0.63 |
91.3% |
1.24 |
| ATR |
0.82 |
0.86 |
0.04 |
4.3% |
0.00 |
| Volume |
626,497 |
1,076,231 |
449,734 |
71.8% |
784,217 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.70 |
128.91 |
126.22 |
|
| R3 |
128.38 |
127.59 |
125.85 |
|
| R2 |
127.06 |
127.06 |
125.73 |
|
| R1 |
126.27 |
126.27 |
125.61 |
126.01 |
| PP |
125.74 |
125.74 |
125.74 |
125.60 |
| S1 |
124.95 |
124.95 |
125.37 |
124.69 |
| S2 |
124.42 |
124.42 |
125.25 |
|
| S3 |
123.10 |
123.63 |
125.13 |
|
| S4 |
121.78 |
122.31 |
124.76 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.81 |
128.30 |
125.99 |
|
| R3 |
127.57 |
127.06 |
125.65 |
|
| R2 |
126.33 |
126.33 |
125.54 |
|
| R1 |
125.82 |
125.82 |
125.42 |
126.08 |
| PP |
125.09 |
125.09 |
125.09 |
125.22 |
| S1 |
124.58 |
124.58 |
125.20 |
124.84 |
| S2 |
123.85 |
123.85 |
125.08 |
|
| S3 |
122.61 |
123.34 |
124.97 |
|
| S4 |
121.37 |
122.10 |
124.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.52 |
124.52 |
2.00 |
1.6% |
0.82 |
0.7% |
49% |
True |
False |
503,449 |
| 10 |
126.52 |
124.36 |
2.16 |
1.7% |
0.78 |
0.6% |
52% |
True |
False |
369,759 |
| 20 |
126.52 |
123.76 |
2.76 |
2.2% |
0.80 |
0.6% |
63% |
True |
False |
504,161 |
| 40 |
131.05 |
123.76 |
7.29 |
5.8% |
0.84 |
0.7% |
24% |
False |
False |
274,889 |
| 60 |
132.49 |
123.76 |
8.73 |
7.0% |
0.76 |
0.6% |
20% |
False |
False |
183,583 |
| 80 |
132.49 |
123.76 |
8.73 |
7.0% |
0.73 |
0.6% |
20% |
False |
False |
137,803 |
| 100 |
133.16 |
123.76 |
9.40 |
7.5% |
0.67 |
0.5% |
18% |
False |
False |
110,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.13 |
|
2.618 |
129.98 |
|
1.618 |
128.66 |
|
1.000 |
127.84 |
|
0.618 |
127.34 |
|
HIGH |
126.52 |
|
0.618 |
126.02 |
|
0.500 |
125.86 |
|
0.382 |
125.70 |
|
LOW |
125.20 |
|
0.618 |
124.38 |
|
1.000 |
123.88 |
|
1.618 |
123.06 |
|
2.618 |
121.74 |
|
4.250 |
119.59 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125.86 |
125.86 |
| PP |
125.74 |
125.74 |
| S1 |
125.61 |
125.61 |
|