Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
122.78 |
123.03 |
0.25 |
0.2% |
123.71 |
| High |
123.33 |
123.16 |
-0.17 |
-0.1% |
123.94 |
| Low |
122.63 |
122.58 |
-0.05 |
0.0% |
122.58 |
| Close |
123.22 |
122.65 |
-0.57 |
-0.5% |
122.65 |
| Range |
0.70 |
0.58 |
-0.12 |
-17.1% |
1.36 |
| ATR |
0.74 |
0.73 |
-0.01 |
-0.9% |
0.00 |
| Volume |
1,043,185 |
843,943 |
-199,242 |
-19.1% |
4,432,333 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.54 |
124.17 |
122.97 |
|
| R3 |
123.96 |
123.59 |
122.81 |
|
| R2 |
123.38 |
123.38 |
122.76 |
|
| R1 |
123.01 |
123.01 |
122.70 |
122.91 |
| PP |
122.80 |
122.80 |
122.80 |
122.74 |
| S1 |
122.43 |
122.43 |
122.60 |
122.33 |
| S2 |
122.22 |
122.22 |
122.54 |
|
| S3 |
121.64 |
121.85 |
122.49 |
|
| S4 |
121.06 |
121.27 |
122.33 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.14 |
126.25 |
123.40 |
|
| R3 |
125.78 |
124.89 |
123.02 |
|
| R2 |
124.42 |
124.42 |
122.90 |
|
| R1 |
123.53 |
123.53 |
122.77 |
123.30 |
| PP |
123.06 |
123.06 |
123.06 |
122.94 |
| S1 |
122.17 |
122.17 |
122.53 |
121.94 |
| S2 |
121.70 |
121.70 |
122.40 |
|
| S3 |
120.34 |
120.81 |
122.28 |
|
| S4 |
118.98 |
119.45 |
121.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.94 |
122.58 |
1.36 |
1.1% |
0.60 |
0.5% |
5% |
False |
True |
886,466 |
| 10 |
124.34 |
122.58 |
1.76 |
1.4% |
0.61 |
0.5% |
4% |
False |
True |
867,696 |
| 20 |
126.47 |
122.58 |
3.89 |
3.2% |
0.70 |
0.6% |
2% |
False |
True |
796,500 |
| 40 |
126.52 |
122.58 |
3.94 |
3.2% |
0.74 |
0.6% |
2% |
False |
True |
647,947 |
| 60 |
130.70 |
122.58 |
8.12 |
6.6% |
0.79 |
0.6% |
1% |
False |
True |
464,497 |
| 80 |
131.91 |
122.58 |
9.33 |
7.6% |
0.74 |
0.6% |
1% |
False |
True |
348,619 |
| 100 |
132.49 |
122.58 |
9.91 |
8.1% |
0.73 |
0.6% |
1% |
False |
True |
278,992 |
| 120 |
133.16 |
122.58 |
10.58 |
8.6% |
0.68 |
0.6% |
1% |
False |
True |
232,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.63 |
|
2.618 |
124.68 |
|
1.618 |
124.10 |
|
1.000 |
123.74 |
|
0.618 |
123.52 |
|
HIGH |
123.16 |
|
0.618 |
122.94 |
|
0.500 |
122.87 |
|
0.382 |
122.80 |
|
LOW |
122.58 |
|
0.618 |
122.22 |
|
1.000 |
122.00 |
|
1.618 |
121.64 |
|
2.618 |
121.06 |
|
4.250 |
120.12 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.87 |
122.96 |
| PP |
122.80 |
122.85 |
| S1 |
122.72 |
122.75 |
|