Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
123.53 |
123.71 |
0.18 |
0.1% |
123.55 |
High |
123.88 |
123.94 |
0.06 |
0.0% |
124.34 |
Low |
123.17 |
123.45 |
0.28 |
0.2% |
123.17 |
Close |
123.73 |
123.74 |
0.01 |
0.0% |
123.73 |
Range |
0.71 |
0.49 |
-0.22 |
-31.0% |
1.17 |
ATR |
0.76 |
0.74 |
-0.02 |
-2.5% |
0.00 |
Volume |
824,471 |
723,716 |
-100,755 |
-12.2% |
4,244,629 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.18 |
124.95 |
124.01 |
|
R3 |
124.69 |
124.46 |
123.87 |
|
R2 |
124.20 |
124.20 |
123.83 |
|
R1 |
123.97 |
123.97 |
123.78 |
124.09 |
PP |
123.71 |
123.71 |
123.71 |
123.77 |
S1 |
123.48 |
123.48 |
123.70 |
123.60 |
S2 |
123.22 |
123.22 |
123.65 |
|
S3 |
122.73 |
122.99 |
123.61 |
|
S4 |
122.24 |
122.50 |
123.47 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.26 |
126.66 |
124.37 |
|
R3 |
126.09 |
125.49 |
124.05 |
|
R2 |
124.92 |
124.92 |
123.94 |
|
R1 |
124.32 |
124.32 |
123.84 |
124.62 |
PP |
123.75 |
123.75 |
123.75 |
123.90 |
S1 |
123.15 |
123.15 |
123.62 |
123.45 |
S2 |
122.58 |
122.58 |
123.52 |
|
S3 |
121.41 |
121.98 |
123.41 |
|
S4 |
120.24 |
120.81 |
123.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.34 |
123.17 |
1.17 |
0.9% |
0.61 |
0.5% |
49% |
False |
False |
854,617 |
10 |
124.75 |
123.17 |
1.58 |
1.3% |
0.64 |
0.5% |
36% |
False |
False |
673,300 |
20 |
126.52 |
123.17 |
3.35 |
2.7% |
0.76 |
0.6% |
17% |
False |
False |
759,812 |
40 |
126.71 |
123.17 |
3.54 |
2.9% |
0.76 |
0.6% |
16% |
False |
False |
593,885 |
60 |
131.05 |
123.17 |
7.88 |
6.4% |
0.81 |
0.7% |
7% |
False |
False |
402,768 |
80 |
132.49 |
123.17 |
9.32 |
7.5% |
0.74 |
0.6% |
6% |
False |
False |
302,283 |
100 |
132.49 |
123.17 |
9.32 |
7.5% |
0.73 |
0.6% |
6% |
False |
False |
241,925 |
120 |
133.16 |
123.17 |
9.99 |
8.1% |
0.67 |
0.5% |
6% |
False |
False |
201,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.02 |
2.618 |
125.22 |
1.618 |
124.73 |
1.000 |
124.43 |
0.618 |
124.24 |
HIGH |
123.94 |
0.618 |
123.75 |
0.500 |
123.70 |
0.382 |
123.64 |
LOW |
123.45 |
0.618 |
123.15 |
1.000 |
122.96 |
1.618 |
122.66 |
2.618 |
122.17 |
4.250 |
121.37 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
123.73 |
123.68 |
PP |
123.71 |
123.62 |
S1 |
123.70 |
123.56 |
|