Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
122.32 |
122.27 |
-0.05 |
0.0% |
123.11 |
| High |
122.35 |
122.57 |
0.22 |
0.2% |
123.50 |
| Low |
122.06 |
122.26 |
0.20 |
0.2% |
122.06 |
| Close |
122.35 |
122.53 |
0.18 |
0.1% |
122.35 |
| Range |
0.29 |
0.31 |
0.02 |
6.9% |
1.44 |
| ATR |
0.55 |
0.54 |
-0.02 |
-3.1% |
0.00 |
| Volume |
565 |
2,958 |
2,393 |
423.5% |
1,755 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.38 |
123.27 |
122.70 |
|
| R3 |
123.07 |
122.96 |
122.62 |
|
| R2 |
122.76 |
122.76 |
122.59 |
|
| R1 |
122.65 |
122.65 |
122.56 |
122.71 |
| PP |
122.45 |
122.45 |
122.45 |
122.48 |
| S1 |
122.34 |
122.34 |
122.50 |
122.40 |
| S2 |
122.14 |
122.14 |
122.47 |
|
| S3 |
121.83 |
122.03 |
122.44 |
|
| S4 |
121.52 |
121.72 |
122.36 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.96 |
126.09 |
123.14 |
|
| R3 |
125.52 |
124.65 |
122.75 |
|
| R2 |
124.08 |
124.08 |
122.61 |
|
| R1 |
123.21 |
123.21 |
122.48 |
122.93 |
| PP |
122.64 |
122.64 |
122.64 |
122.49 |
| S1 |
121.77 |
121.77 |
122.22 |
121.49 |
| S2 |
121.20 |
121.20 |
122.09 |
|
| S3 |
119.76 |
120.33 |
121.95 |
|
| S4 |
118.32 |
118.89 |
121.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.26 |
122.06 |
1.20 |
1.0% |
0.49 |
0.4% |
39% |
False |
False |
903 |
| 10 |
124.90 |
122.06 |
2.84 |
2.3% |
0.54 |
0.4% |
17% |
False |
False |
632 |
| 20 |
124.97 |
122.06 |
2.91 |
2.4% |
0.55 |
0.5% |
16% |
False |
False |
335 |
| 40 |
127.27 |
122.06 |
5.21 |
4.3% |
0.40 |
0.3% |
9% |
False |
False |
217 |
| 60 |
129.76 |
122.06 |
7.70 |
6.3% |
0.27 |
0.2% |
6% |
False |
False |
179 |
| 80 |
131.02 |
122.06 |
8.96 |
7.3% |
0.20 |
0.2% |
5% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.89 |
|
2.618 |
123.38 |
|
1.618 |
123.07 |
|
1.000 |
122.88 |
|
0.618 |
122.76 |
|
HIGH |
122.57 |
|
0.618 |
122.45 |
|
0.500 |
122.42 |
|
0.382 |
122.38 |
|
LOW |
122.26 |
|
0.618 |
122.07 |
|
1.000 |
121.95 |
|
1.618 |
121.76 |
|
2.618 |
121.45 |
|
4.250 |
120.94 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.49 |
122.52 |
| PP |
122.45 |
122.51 |
| S1 |
122.42 |
122.50 |
|