Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
124.78 |
124.06 |
-0.72 |
-0.6% |
123.10 |
| High |
124.97 |
124.46 |
-0.51 |
-0.4% |
123.98 |
| Low |
123.84 |
123.87 |
0.03 |
0.0% |
123.00 |
| Close |
124.06 |
124.29 |
0.23 |
0.2% |
123.86 |
| Range |
1.13 |
0.59 |
-0.54 |
-47.8% |
0.98 |
| ATR |
0.55 |
0.55 |
0.00 |
0.5% |
0.00 |
| Volume |
15 |
6 |
-9 |
-60.0% |
31 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.98 |
125.72 |
124.61 |
|
| R3 |
125.39 |
125.13 |
124.45 |
|
| R2 |
124.80 |
124.80 |
124.40 |
|
| R1 |
124.54 |
124.54 |
124.34 |
124.67 |
| PP |
124.21 |
124.21 |
124.21 |
124.27 |
| S1 |
123.95 |
123.95 |
124.24 |
124.08 |
| S2 |
123.62 |
123.62 |
124.18 |
|
| S3 |
123.03 |
123.36 |
124.13 |
|
| S4 |
122.44 |
122.77 |
123.97 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.55 |
126.19 |
124.40 |
|
| R3 |
125.57 |
125.21 |
124.13 |
|
| R2 |
124.59 |
124.59 |
124.04 |
|
| R1 |
124.23 |
124.23 |
123.95 |
124.41 |
| PP |
123.61 |
123.61 |
123.61 |
123.71 |
| S1 |
123.25 |
123.25 |
123.77 |
123.43 |
| S2 |
122.63 |
122.63 |
123.68 |
|
| S3 |
121.65 |
122.27 |
123.59 |
|
| S4 |
120.67 |
121.29 |
123.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.97 |
123.69 |
1.28 |
1.0% |
0.55 |
0.4% |
47% |
False |
False |
19 |
| 10 |
124.97 |
123.00 |
1.97 |
1.6% |
0.51 |
0.4% |
65% |
False |
False |
13 |
| 20 |
124.97 |
122.37 |
2.60 |
2.1% |
0.46 |
0.4% |
74% |
False |
False |
59 |
| 40 |
129.45 |
122.37 |
7.08 |
5.7% |
0.24 |
0.2% |
27% |
False |
False |
89 |
| 60 |
130.57 |
122.37 |
8.20 |
6.6% |
0.16 |
0.1% |
23% |
False |
False |
124 |
| 80 |
131.39 |
122.37 |
9.02 |
7.3% |
0.12 |
0.1% |
21% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.97 |
|
2.618 |
126.00 |
|
1.618 |
125.41 |
|
1.000 |
125.05 |
|
0.618 |
124.82 |
|
HIGH |
124.46 |
|
0.618 |
124.23 |
|
0.500 |
124.17 |
|
0.382 |
124.10 |
|
LOW |
123.87 |
|
0.618 |
123.51 |
|
1.000 |
123.28 |
|
1.618 |
122.92 |
|
2.618 |
122.33 |
|
4.250 |
121.36 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.25 |
124.41 |
| PP |
124.21 |
124.37 |
| S1 |
124.17 |
124.33 |
|