Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
126.07 |
125.94 |
-0.13 |
-0.1% |
125.34 |
| High |
126.47 |
125.94 |
-0.53 |
-0.4% |
126.52 |
| Low |
125.70 |
124.57 |
-1.13 |
-0.9% |
125.07 |
| Close |
125.79 |
124.69 |
-1.10 |
-0.9% |
126.13 |
| Range |
0.77 |
1.37 |
0.60 |
77.9% |
1.45 |
| ATR |
0.84 |
0.88 |
0.04 |
4.5% |
0.00 |
| Volume |
856,615 |
1,161,761 |
305,146 |
35.6% |
3,789,594 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.18 |
128.30 |
125.44 |
|
| R3 |
127.81 |
126.93 |
125.07 |
|
| R2 |
126.44 |
126.44 |
124.94 |
|
| R1 |
125.56 |
125.56 |
124.82 |
125.32 |
| PP |
125.07 |
125.07 |
125.07 |
124.94 |
| S1 |
124.19 |
124.19 |
124.56 |
123.95 |
| S2 |
123.70 |
123.70 |
124.44 |
|
| S3 |
122.33 |
122.82 |
124.31 |
|
| S4 |
120.96 |
121.45 |
123.94 |
|
|
| 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 |
126.47 |
124.57 |
1.90 |
1.5% |
0.91 |
0.7% |
6% |
False |
True |
882,574 |
| 10 |
126.52 |
124.52 |
2.00 |
1.6% |
0.87 |
0.7% |
9% |
False |
False |
693,012 |
| 20 |
126.52 |
123.76 |
2.76 |
2.2% |
0.81 |
0.6% |
34% |
False |
False |
542,460 |
| 40 |
129.14 |
123.76 |
5.38 |
4.3% |
0.83 |
0.7% |
17% |
False |
False |
384,840 |
| 60 |
131.05 |
123.76 |
7.29 |
5.8% |
0.78 |
0.6% |
13% |
False |
False |
257,082 |
| 80 |
132.49 |
123.76 |
8.73 |
7.0% |
0.74 |
0.6% |
11% |
False |
False |
192,948 |
| 100 |
133.16 |
123.76 |
9.40 |
7.5% |
0.71 |
0.6% |
10% |
False |
False |
154,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.76 |
|
2.618 |
129.53 |
|
1.618 |
128.16 |
|
1.000 |
127.31 |
|
0.618 |
126.79 |
|
HIGH |
125.94 |
|
0.618 |
125.42 |
|
0.500 |
125.26 |
|
0.382 |
125.09 |
|
LOW |
124.57 |
|
0.618 |
123.72 |
|
1.000 |
123.20 |
|
1.618 |
122.35 |
|
2.618 |
120.98 |
|
4.250 |
118.75 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125.26 |
125.52 |
| PP |
125.07 |
125.24 |
| S1 |
124.88 |
124.97 |
|