Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
125.94 |
124.73 |
-1.21 |
-1.0% |
125.34 |
| High |
125.94 |
124.98 |
-0.96 |
-0.8% |
126.52 |
| Low |
124.57 |
124.27 |
-0.30 |
-0.2% |
125.07 |
| Close |
124.69 |
124.64 |
-0.05 |
0.0% |
126.13 |
| Range |
1.37 |
0.71 |
-0.66 |
-48.2% |
1.45 |
| ATR |
0.88 |
0.87 |
-0.01 |
-1.4% |
0.00 |
| Volume |
1,161,761 |
1,104,501 |
-57,260 |
-4.9% |
3,789,594 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.76 |
126.41 |
125.03 |
|
| R3 |
126.05 |
125.70 |
124.84 |
|
| R2 |
125.34 |
125.34 |
124.77 |
|
| R1 |
124.99 |
124.99 |
124.71 |
124.81 |
| PP |
124.63 |
124.63 |
124.63 |
124.54 |
| S1 |
124.28 |
124.28 |
124.57 |
124.10 |
| S2 |
123.92 |
123.92 |
124.51 |
|
| S3 |
123.21 |
123.57 |
124.44 |
|
| S4 |
122.50 |
122.86 |
124.25 |
|
|
| 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 |
124.27 |
2.20 |
1.8% |
0.88 |
0.7% |
17% |
False |
True |
914,470 |
| 10 |
126.52 |
124.27 |
2.25 |
1.8% |
0.85 |
0.7% |
16% |
False |
True |
781,842 |
| 20 |
126.52 |
123.76 |
2.76 |
2.2% |
0.78 |
0.6% |
32% |
False |
False |
564,448 |
| 40 |
129.14 |
123.76 |
5.38 |
4.3% |
0.83 |
0.7% |
16% |
False |
False |
412,288 |
| 60 |
131.05 |
123.76 |
7.29 |
5.8% |
0.78 |
0.6% |
12% |
False |
False |
275,464 |
| 80 |
132.49 |
123.76 |
8.73 |
7.0% |
0.74 |
0.6% |
10% |
False |
False |
206,754 |
| 100 |
133.16 |
123.76 |
9.40 |
7.5% |
0.72 |
0.6% |
9% |
False |
False |
165,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.00 |
|
2.618 |
126.84 |
|
1.618 |
126.13 |
|
1.000 |
125.69 |
|
0.618 |
125.42 |
|
HIGH |
124.98 |
|
0.618 |
124.71 |
|
0.500 |
124.63 |
|
0.382 |
124.54 |
|
LOW |
124.27 |
|
0.618 |
123.83 |
|
1.000 |
123.56 |
|
1.618 |
123.12 |
|
2.618 |
122.41 |
|
4.250 |
121.25 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.64 |
125.37 |
| PP |
124.63 |
125.13 |
| S1 |
124.63 |
124.88 |
|