Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
123.26 |
122.74 |
-0.52 |
-0.4% |
124.65 |
| High |
123.26 |
122.94 |
-0.32 |
-0.3% |
124.90 |
| Low |
122.64 |
122.50 |
-0.14 |
-0.1% |
123.03 |
| Close |
122.64 |
122.91 |
0.27 |
0.2% |
123.47 |
| Range |
0.62 |
0.44 |
-0.18 |
-29.0% |
1.87 |
| ATR |
0.57 |
0.56 |
-0.01 |
-1.6% |
0.00 |
| Volume |
29 |
21 |
-8 |
-27.6% |
1,612 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.10 |
123.95 |
123.15 |
|
| R3 |
123.66 |
123.51 |
123.03 |
|
| R2 |
123.22 |
123.22 |
122.99 |
|
| R1 |
123.07 |
123.07 |
122.95 |
123.15 |
| PP |
122.78 |
122.78 |
122.78 |
122.82 |
| S1 |
122.63 |
122.63 |
122.87 |
122.71 |
| S2 |
122.34 |
122.34 |
122.83 |
|
| S3 |
121.90 |
122.19 |
122.79 |
|
| S4 |
121.46 |
121.75 |
122.67 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.41 |
128.31 |
124.50 |
|
| R3 |
127.54 |
126.44 |
123.98 |
|
| R2 |
125.67 |
125.67 |
123.81 |
|
| R1 |
124.57 |
124.57 |
123.64 |
124.19 |
| PP |
123.80 |
123.80 |
123.80 |
123.61 |
| S1 |
122.70 |
122.70 |
123.30 |
122.32 |
| S2 |
121.93 |
121.93 |
123.13 |
|
| S3 |
120.06 |
120.83 |
122.96 |
|
| S4 |
118.19 |
118.96 |
122.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.58 |
122.50 |
1.08 |
0.9% |
0.47 |
0.4% |
38% |
False |
True |
360 |
| 10 |
124.92 |
122.50 |
2.42 |
2.0% |
0.57 |
0.5% |
17% |
False |
True |
213 |
| 20 |
124.97 |
122.50 |
2.47 |
2.0% |
0.52 |
0.4% |
17% |
False |
True |
113 |
| 40 |
128.13 |
122.37 |
5.76 |
4.7% |
0.37 |
0.3% |
9% |
False |
False |
112 |
| 60 |
129.76 |
122.37 |
7.39 |
6.0% |
0.25 |
0.2% |
7% |
False |
False |
131 |
| 80 |
131.02 |
122.37 |
8.65 |
7.0% |
0.19 |
0.2% |
6% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.81 |
|
2.618 |
124.09 |
|
1.618 |
123.65 |
|
1.000 |
123.38 |
|
0.618 |
123.21 |
|
HIGH |
122.94 |
|
0.618 |
122.77 |
|
0.500 |
122.72 |
|
0.382 |
122.67 |
|
LOW |
122.50 |
|
0.618 |
122.23 |
|
1.000 |
122.06 |
|
1.618 |
121.79 |
|
2.618 |
121.35 |
|
4.250 |
120.63 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.85 |
123.00 |
| PP |
122.78 |
122.97 |
| S1 |
122.72 |
122.94 |
|