Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
124.04 |
124.47 |
0.43 |
0.3% |
126.30 |
| High |
124.39 |
124.50 |
0.11 |
0.1% |
126.47 |
| Low |
123.86 |
123.48 |
-0.38 |
-0.3% |
124.27 |
| Close |
124.34 |
123.67 |
-0.67 |
-0.5% |
124.91 |
| Range |
0.53 |
1.02 |
0.49 |
92.5% |
2.20 |
| ATR |
0.84 |
0.85 |
0.01 |
1.6% |
0.00 |
| Volume |
750,018 |
0 |
-750,018 |
-100.0% |
4,673,656 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.94 |
126.33 |
124.23 |
|
| R3 |
125.92 |
125.31 |
123.95 |
|
| R2 |
124.90 |
124.90 |
123.86 |
|
| R1 |
124.29 |
124.29 |
123.76 |
124.09 |
| PP |
123.88 |
123.88 |
123.88 |
123.78 |
| S1 |
123.27 |
123.27 |
123.58 |
123.07 |
| S2 |
122.86 |
122.86 |
123.48 |
|
| S3 |
121.84 |
122.25 |
123.39 |
|
| S4 |
120.82 |
121.23 |
123.11 |
|
|
| 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 |
125.17 |
123.48 |
1.69 |
1.4% |
0.74 |
0.6% |
11% |
False |
True |
757,041 |
| 10 |
126.47 |
123.48 |
2.99 |
2.4% |
0.83 |
0.7% |
6% |
False |
True |
819,807 |
| 20 |
126.52 |
123.48 |
3.04 |
2.5% |
0.80 |
0.6% |
6% |
False |
True |
594,783 |
| 40 |
129.14 |
123.48 |
5.66 |
4.6% |
0.84 |
0.7% |
3% |
False |
True |
478,571 |
| 60 |
131.05 |
123.48 |
7.57 |
6.1% |
0.81 |
0.7% |
3% |
False |
True |
320,090 |
| 80 |
132.49 |
123.48 |
9.01 |
7.3% |
0.74 |
0.6% |
2% |
False |
True |
240,246 |
| 100 |
133.16 |
123.48 |
9.68 |
7.8% |
0.73 |
0.6% |
2% |
False |
True |
192,299 |
| 120 |
133.16 |
123.48 |
9.68 |
7.8% |
0.63 |
0.5% |
2% |
False |
True |
160,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.84 |
|
2.618 |
127.17 |
|
1.618 |
126.15 |
|
1.000 |
125.52 |
|
0.618 |
125.13 |
|
HIGH |
124.50 |
|
0.618 |
124.11 |
|
0.500 |
123.99 |
|
0.382 |
123.87 |
|
LOW |
123.48 |
|
0.618 |
122.85 |
|
1.000 |
122.46 |
|
1.618 |
121.83 |
|
2.618 |
120.81 |
|
4.250 |
119.15 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123.99 |
124.12 |
| PP |
123.88 |
123.97 |
| S1 |
123.78 |
123.82 |
|