Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
125.91 |
126.30 |
0.39 |
0.3% |
125.34 |
High |
126.38 |
126.46 |
0.08 |
0.1% |
126.52 |
Low |
125.31 |
125.98 |
0.67 |
0.5% |
125.07 |
Close |
126.13 |
126.28 |
0.15 |
0.1% |
126.13 |
Range |
1.07 |
0.48 |
-0.59 |
-55.1% |
1.45 |
ATR |
0.87 |
0.85 |
-0.03 |
-3.2% |
0.00 |
Volume |
814,740 |
634,735 |
-180,005 |
-22.1% |
3,789,594 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.68 |
127.46 |
126.54 |
|
R3 |
127.20 |
126.98 |
126.41 |
|
R2 |
126.72 |
126.72 |
126.37 |
|
R1 |
126.50 |
126.50 |
126.32 |
126.37 |
PP |
126.24 |
126.24 |
126.24 |
126.18 |
S1 |
126.02 |
126.02 |
126.24 |
125.89 |
S2 |
125.76 |
125.76 |
126.19 |
|
S3 |
125.28 |
125.54 |
126.15 |
|
S4 |
124.80 |
125.06 |
126.02 |
|
|
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% |
0.89 |
0.7% |
83% |
False |
False |
819,444 |
10 |
126.52 |
124.36 |
2.16 |
1.7% |
0.84 |
0.7% |
89% |
False |
False |
520,854 |
20 |
126.52 |
123.76 |
2.76 |
2.2% |
0.77 |
0.6% |
91% |
False |
False |
493,016 |
40 |
130.69 |
123.76 |
6.93 |
5.5% |
0.84 |
0.7% |
36% |
False |
False |
334,567 |
60 |
131.42 |
123.76 |
7.66 |
6.1% |
0.77 |
0.6% |
33% |
False |
False |
223,473 |
80 |
132.49 |
123.76 |
8.73 |
6.9% |
0.73 |
0.6% |
29% |
False |
False |
167,722 |
100 |
133.16 |
123.76 |
9.40 |
7.4% |
0.69 |
0.5% |
27% |
False |
False |
134,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.50 |
2.618 |
127.72 |
1.618 |
127.24 |
1.000 |
126.94 |
0.618 |
126.76 |
HIGH |
126.46 |
0.618 |
126.28 |
0.500 |
126.22 |
0.382 |
126.16 |
LOW |
125.98 |
0.618 |
125.68 |
1.000 |
125.50 |
1.618 |
125.20 |
2.618 |
124.72 |
4.250 |
123.94 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
126.26 |
126.11 |
PP |
126.24 |
125.94 |
S1 |
126.22 |
125.77 |
|