Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
125.39 |
125.91 |
0.52 |
0.4% |
125.34 |
| High |
125.94 |
126.38 |
0.44 |
0.3% |
126.52 |
| Low |
125.07 |
125.31 |
0.24 |
0.2% |
125.07 |
| Close |
125.73 |
126.13 |
0.40 |
0.3% |
126.13 |
| Range |
0.87 |
1.07 |
0.20 |
23.0% |
1.45 |
| ATR |
0.86 |
0.87 |
0.02 |
1.8% |
0.00 |
| Volume |
945,021 |
814,740 |
-130,281 |
-13.8% |
3,789,594 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.15 |
128.71 |
126.72 |
|
| R3 |
128.08 |
127.64 |
126.42 |
|
| R2 |
127.01 |
127.01 |
126.33 |
|
| R1 |
126.57 |
126.57 |
126.23 |
126.79 |
| PP |
125.94 |
125.94 |
125.94 |
126.05 |
| S1 |
125.50 |
125.50 |
126.03 |
125.72 |
| S2 |
124.87 |
124.87 |
125.93 |
|
| S3 |
123.80 |
124.43 |
125.84 |
|
| S4 |
122.73 |
123.36 |
125.54 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.26 |
129.64 |
126.93 |
|
| R3 |
128.81 |
128.19 |
126.53 |
|
| R2 |
127.36 |
127.36 |
126.40 |
|
| R1 |
126.74 |
126.74 |
126.26 |
127.05 |
| PP |
125.91 |
125.91 |
125.91 |
126.06 |
| S1 |
125.29 |
125.29 |
126.00 |
125.60 |
| S2 |
124.46 |
124.46 |
125.86 |
|
| S3 |
123.01 |
123.84 |
125.73 |
|
| S4 |
121.56 |
122.39 |
125.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.52 |
125.07 |
1.45 |
1.1% |
0.94 |
0.7% |
73% |
False |
False |
757,918 |
| 10 |
126.52 |
124.36 |
2.16 |
1.7% |
0.86 |
0.7% |
82% |
False |
False |
480,200 |
| 20 |
126.52 |
123.76 |
2.76 |
2.2% |
0.79 |
0.6% |
86% |
False |
False |
497,752 |
| 40 |
130.70 |
123.76 |
6.94 |
5.5% |
0.84 |
0.7% |
34% |
False |
False |
318,731 |
| 60 |
131.91 |
123.76 |
8.15 |
6.5% |
0.77 |
0.6% |
29% |
False |
False |
212,895 |
| 80 |
132.49 |
123.76 |
8.73 |
6.9% |
0.74 |
0.6% |
27% |
False |
False |
159,793 |
| 100 |
133.16 |
123.76 |
9.40 |
7.5% |
0.69 |
0.5% |
25% |
False |
False |
127,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.93 |
|
2.618 |
129.18 |
|
1.618 |
128.11 |
|
1.000 |
127.45 |
|
0.618 |
127.04 |
|
HIGH |
126.38 |
|
0.618 |
125.97 |
|
0.500 |
125.85 |
|
0.382 |
125.72 |
|
LOW |
125.31 |
|
0.618 |
124.65 |
|
1.000 |
124.24 |
|
1.618 |
123.58 |
|
2.618 |
122.51 |
|
4.250 |
120.76 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126.04 |
126.02 |
| PP |
125.94 |
125.91 |
| S1 |
125.85 |
125.80 |
|