Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
126.66 |
127.19 |
0.53 |
0.4% |
128.66 |
| High |
126.66 |
127.19 |
0.53 |
0.4% |
128.66 |
| Low |
126.66 |
127.19 |
0.53 |
0.4% |
126.75 |
| Close |
127.19 |
128.13 |
0.94 |
0.7% |
126.66 |
| Range |
|
|
|
|
|
| ATR |
0.19 |
0.18 |
-0.01 |
-7.1% |
0.00 |
| Volume |
280 |
61 |
-219 |
-78.2% |
501 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.50 |
127.82 |
128.13 |
|
| R3 |
127.50 |
127.82 |
128.13 |
|
| R2 |
127.50 |
127.50 |
128.13 |
|
| R1 |
127.82 |
127.82 |
128.13 |
127.66 |
| PP |
127.50 |
127.50 |
127.50 |
127.43 |
| S1 |
127.82 |
127.82 |
128.13 |
127.66 |
| S2 |
127.50 |
127.50 |
128.13 |
|
| S3 |
127.50 |
127.82 |
128.13 |
|
| S4 |
127.50 |
127.82 |
128.13 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.09 |
131.78 |
127.71 |
|
| R3 |
131.18 |
129.87 |
127.19 |
|
| R2 |
129.27 |
129.27 |
127.01 |
|
| R1 |
127.96 |
127.96 |
126.84 |
127.66 |
| PP |
127.36 |
127.36 |
127.36 |
127.21 |
| S1 |
126.05 |
126.05 |
126.48 |
125.75 |
| S2 |
125.45 |
125.45 |
126.31 |
|
| S3 |
123.54 |
124.14 |
126.13 |
|
| S4 |
121.63 |
122.23 |
125.61 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.19 |
|
2.618 |
127.19 |
|
1.618 |
127.19 |
|
1.000 |
127.19 |
|
0.618 |
127.19 |
|
HIGH |
127.19 |
|
0.618 |
127.19 |
|
0.500 |
127.19 |
|
0.382 |
127.19 |
|
LOW |
127.19 |
|
0.618 |
127.19 |
|
1.000 |
127.19 |
|
1.618 |
127.19 |
|
2.618 |
127.19 |
|
4.250 |
127.19 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
127.82 |
127.73 |
| PP |
127.50 |
127.33 |
| S1 |
127.19 |
126.93 |
|