Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
124.73 |
124.85 |
0.12 |
0.1% |
126.30 |
High |
124.98 |
125.17 |
0.19 |
0.2% |
126.47 |
Low |
124.27 |
124.49 |
0.22 |
0.2% |
124.27 |
Close |
124.64 |
124.91 |
0.27 |
0.2% |
124.91 |
Range |
0.71 |
0.68 |
-0.03 |
-4.2% |
2.20 |
ATR |
0.87 |
0.85 |
-0.01 |
-1.5% |
0.00 |
Volume |
1,104,501 |
916,044 |
-188,457 |
-17.1% |
4,673,656 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.90 |
126.58 |
125.28 |
|
R3 |
126.22 |
125.90 |
125.10 |
|
R2 |
125.54 |
125.54 |
125.03 |
|
R1 |
125.22 |
125.22 |
124.97 |
125.38 |
PP |
124.86 |
124.86 |
124.86 |
124.94 |
S1 |
124.54 |
124.54 |
124.85 |
124.70 |
S2 |
124.18 |
124.18 |
124.79 |
|
S3 |
123.50 |
123.86 |
124.72 |
|
S4 |
122.82 |
123.18 |
124.54 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.82 |
130.56 |
126.12 |
|
R3 |
129.62 |
128.36 |
125.52 |
|
R2 |
127.42 |
127.42 |
125.31 |
|
R1 |
126.16 |
126.16 |
125.11 |
125.69 |
PP |
125.22 |
125.22 |
125.22 |
124.98 |
S1 |
123.96 |
123.96 |
124.71 |
123.49 |
S2 |
123.02 |
123.02 |
124.51 |
|
S3 |
120.82 |
121.76 |
124.31 |
|
S4 |
118.62 |
119.56 |
123.70 |
|
|
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% |
0.80 |
0.6% |
29% |
False |
False |
934,731 |
10 |
126.52 |
124.27 |
2.25 |
1.8% |
0.87 |
0.7% |
28% |
False |
False |
846,325 |
20 |
126.52 |
123.78 |
2.74 |
2.2% |
0.79 |
0.6% |
41% |
False |
False |
580,428 |
40 |
129.14 |
123.76 |
5.38 |
4.3% |
0.83 |
0.7% |
21% |
False |
False |
435,057 |
60 |
131.05 |
123.76 |
7.29 |
5.8% |
0.79 |
0.6% |
16% |
False |
False |
290,726 |
80 |
132.49 |
123.76 |
8.73 |
7.0% |
0.74 |
0.6% |
13% |
False |
False |
218,200 |
100 |
133.16 |
123.76 |
9.40 |
7.5% |
0.72 |
0.6% |
12% |
False |
False |
174,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.06 |
2.618 |
126.95 |
1.618 |
126.27 |
1.000 |
125.85 |
0.618 |
125.59 |
HIGH |
125.17 |
0.618 |
124.91 |
0.500 |
124.83 |
0.382 |
124.75 |
LOW |
124.49 |
0.618 |
124.07 |
1.000 |
123.81 |
1.618 |
123.39 |
2.618 |
122.71 |
4.250 |
121.60 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
124.88 |
125.11 |
PP |
124.86 |
125.04 |
S1 |
124.83 |
124.98 |
|