Euro Bund Future June 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 |
122.08 |
122.31 |
0.23 |
0.2% |
122.27 |
| High |
122.45 |
122.43 |
-0.02 |
0.0% |
122.90 |
| Low |
121.82 |
122.12 |
0.30 |
0.2% |
121.82 |
| Close |
122.32 |
122.34 |
0.02 |
0.0% |
122.32 |
| Range |
0.63 |
0.31 |
-0.32 |
-50.8% |
1.08 |
| ATR |
0.54 |
0.52 |
-0.02 |
-3.0% |
0.00 |
| Volume |
73 |
950 |
877 |
1,201.4% |
4,156 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.23 |
123.09 |
122.51 |
|
| R3 |
122.92 |
122.78 |
122.43 |
|
| R2 |
122.61 |
122.61 |
122.40 |
|
| R1 |
122.47 |
122.47 |
122.37 |
122.54 |
| PP |
122.30 |
122.30 |
122.30 |
122.33 |
| S1 |
122.16 |
122.16 |
122.31 |
122.23 |
| S2 |
121.99 |
121.99 |
122.28 |
|
| S3 |
121.68 |
121.85 |
122.25 |
|
| S4 |
121.37 |
121.54 |
122.17 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.59 |
125.03 |
122.91 |
|
| R3 |
124.51 |
123.95 |
122.62 |
|
| R2 |
123.43 |
123.43 |
122.52 |
|
| R1 |
122.87 |
122.87 |
122.42 |
123.15 |
| PP |
122.35 |
122.35 |
122.35 |
122.49 |
| S1 |
121.79 |
121.79 |
122.22 |
122.07 |
| S2 |
121.27 |
121.27 |
122.12 |
|
| S3 |
120.19 |
120.71 |
122.02 |
|
| S4 |
119.11 |
119.63 |
121.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.90 |
121.82 |
1.08 |
0.9% |
0.50 |
0.4% |
48% |
False |
False |
429 |
| 10 |
123.26 |
121.82 |
1.44 |
1.2% |
0.49 |
0.4% |
36% |
False |
False |
666 |
| 20 |
124.97 |
121.82 |
3.15 |
2.6% |
0.55 |
0.4% |
17% |
False |
False |
441 |
| 40 |
126.02 |
121.82 |
4.20 |
3.4% |
0.47 |
0.4% |
12% |
False |
False |
261 |
| 60 |
129.76 |
121.82 |
7.94 |
6.5% |
0.31 |
0.3% |
7% |
False |
False |
209 |
| 80 |
131.01 |
121.82 |
9.19 |
7.5% |
0.23 |
0.2% |
6% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.75 |
|
2.618 |
123.24 |
|
1.618 |
122.93 |
|
1.000 |
122.74 |
|
0.618 |
122.62 |
|
HIGH |
122.43 |
|
0.618 |
122.31 |
|
0.500 |
122.28 |
|
0.382 |
122.24 |
|
LOW |
122.12 |
|
0.618 |
121.93 |
|
1.000 |
121.81 |
|
1.618 |
121.62 |
|
2.618 |
121.31 |
|
4.250 |
120.80 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.32 |
122.27 |
| PP |
122.30 |
122.20 |
| S1 |
122.28 |
122.14 |
|