Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
122.31 |
121.93 |
-0.38 |
-0.3% |
122.27 |
| High |
122.43 |
122.00 |
-0.43 |
-0.4% |
122.90 |
| Low |
122.12 |
121.50 |
-0.62 |
-0.5% |
121.82 |
| Close |
122.34 |
121.60 |
-0.74 |
-0.6% |
122.32 |
| Range |
0.31 |
0.50 |
0.19 |
61.3% |
1.08 |
| ATR |
0.52 |
0.55 |
0.02 |
4.3% |
0.00 |
| Volume |
950 |
1,402 |
452 |
47.6% |
4,156 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.20 |
122.90 |
121.88 |
|
| R3 |
122.70 |
122.40 |
121.74 |
|
| R2 |
122.20 |
122.20 |
121.69 |
|
| R1 |
121.90 |
121.90 |
121.65 |
121.80 |
| PP |
121.70 |
121.70 |
121.70 |
121.65 |
| S1 |
121.40 |
121.40 |
121.55 |
121.30 |
| S2 |
121.20 |
121.20 |
121.51 |
|
| S3 |
120.70 |
120.90 |
121.46 |
|
| S4 |
120.20 |
120.40 |
121.33 |
|
|
| 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 |
122.70 |
121.50 |
1.20 |
1.0% |
0.50 |
0.4% |
8% |
False |
True |
618 |
| 10 |
122.94 |
121.50 |
1.44 |
1.2% |
0.48 |
0.4% |
7% |
False |
True |
803 |
| 20 |
124.97 |
121.50 |
3.47 |
2.9% |
0.56 |
0.5% |
3% |
False |
True |
508 |
| 40 |
125.44 |
121.50 |
3.94 |
3.2% |
0.48 |
0.4% |
3% |
False |
True |
296 |
| 60 |
129.76 |
121.50 |
8.26 |
6.8% |
0.32 |
0.3% |
1% |
False |
True |
232 |
| 80 |
131.01 |
121.50 |
9.51 |
7.8% |
0.24 |
0.2% |
1% |
False |
True |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.13 |
|
2.618 |
123.31 |
|
1.618 |
122.81 |
|
1.000 |
122.50 |
|
0.618 |
122.31 |
|
HIGH |
122.00 |
|
0.618 |
121.81 |
|
0.500 |
121.75 |
|
0.382 |
121.69 |
|
LOW |
121.50 |
|
0.618 |
121.19 |
|
1.000 |
121.00 |
|
1.618 |
120.69 |
|
2.618 |
120.19 |
|
4.250 |
119.38 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.75 |
121.98 |
| PP |
121.70 |
121.85 |
| S1 |
121.65 |
121.73 |
|