Friday December 31st 2010 : Entry Point at 2834 (cash level) of the Systematic Trading Model on Eurostoxx

If the market opens above 2834, the model is waiting until a come back to 2834, then it sells futures.

If the market is opening below 2834, the model is waiting until a come back to 2834, then it buys futures.

If any order is executed, the position is closed at 17h35 (Paris time) at the closing bell.