Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
122.43 |
122.61 |
0.18 |
0.1% |
123.11 |
| High |
122.90 |
122.70 |
-0.20 |
-0.2% |
123.50 |
| Low |
122.43 |
122.12 |
-0.31 |
-0.3% |
122.06 |
| Close |
122.57 |
122.21 |
-0.36 |
-0.3% |
122.35 |
| Range |
0.47 |
0.58 |
0.11 |
23.4% |
1.44 |
| ATR |
0.53 |
0.54 |
0.00 |
0.6% |
0.00 |
| Volume |
456 |
457 |
1 |
0.2% |
1,755 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.08 |
123.73 |
122.53 |
|
| R3 |
123.50 |
123.15 |
122.37 |
|
| R2 |
122.92 |
122.92 |
122.32 |
|
| R1 |
122.57 |
122.57 |
122.26 |
122.46 |
| PP |
122.34 |
122.34 |
122.34 |
122.29 |
| S1 |
121.99 |
121.99 |
122.16 |
121.88 |
| S2 |
121.76 |
121.76 |
122.10 |
|
| S3 |
121.18 |
121.41 |
122.05 |
|
| S4 |
120.60 |
120.83 |
121.89 |
|
|
| 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 |
122.93 |
122.06 |
0.87 |
0.7% |
0.48 |
0.4% |
17% |
False |
False |
1,075 |
| 10 |
123.58 |
122.06 |
1.52 |
1.2% |
0.48 |
0.4% |
10% |
False |
False |
718 |
| 20 |
124.97 |
122.06 |
2.91 |
2.4% |
0.54 |
0.4% |
5% |
False |
False |
380 |
| 40 |
127.27 |
122.06 |
5.21 |
4.3% |
0.43 |
0.4% |
3% |
False |
False |
238 |
| 60 |
129.76 |
122.06 |
7.70 |
6.3% |
0.29 |
0.2% |
2% |
False |
False |
192 |
| 80 |
131.02 |
122.06 |
8.96 |
7.3% |
0.22 |
0.2% |
2% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.17 |
|
2.618 |
124.22 |
|
1.618 |
123.64 |
|
1.000 |
123.28 |
|
0.618 |
123.06 |
|
HIGH |
122.70 |
|
0.618 |
122.48 |
|
0.500 |
122.41 |
|
0.382 |
122.34 |
|
LOW |
122.12 |
|
0.618 |
121.76 |
|
1.000 |
121.54 |
|
1.618 |
121.18 |
|
2.618 |
120.60 |
|
4.250 |
119.66 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.41 |
122.51 |
| PP |
122.34 |
122.41 |
| S1 |
122.28 |
122.31 |
|