Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
121.01 |
121.60 |
0.59 |
0.5% |
122.31 |
| High |
121.36 |
121.60 |
0.24 |
0.2% |
122.43 |
| Low |
121.01 |
121.20 |
0.19 |
0.2% |
121.22 |
| Close |
121.45 |
121.41 |
-0.04 |
0.0% |
121.24 |
| Range |
0.35 |
0.40 |
0.05 |
14.3% |
1.21 |
| ATR |
0.53 |
0.52 |
-0.01 |
-1.8% |
0.00 |
| Volume |
2,664 |
5,180 |
2,516 |
94.4% |
13,822 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.60 |
122.41 |
121.63 |
|
| R3 |
122.20 |
122.01 |
121.52 |
|
| R2 |
121.80 |
121.80 |
121.48 |
|
| R1 |
121.61 |
121.61 |
121.45 |
121.51 |
| PP |
121.40 |
121.40 |
121.40 |
121.35 |
| S1 |
121.21 |
121.21 |
121.37 |
121.11 |
| S2 |
121.00 |
121.00 |
121.34 |
|
| S3 |
120.60 |
120.81 |
121.30 |
|
| S4 |
120.20 |
120.41 |
121.19 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.26 |
124.46 |
121.91 |
|
| R3 |
124.05 |
123.25 |
121.57 |
|
| R2 |
122.84 |
122.84 |
121.46 |
|
| R1 |
122.04 |
122.04 |
121.35 |
121.84 |
| PP |
121.63 |
121.63 |
121.63 |
121.53 |
| S1 |
120.83 |
120.83 |
121.13 |
120.63 |
| S2 |
120.42 |
120.42 |
121.02 |
|
| S3 |
119.21 |
119.62 |
120.91 |
|
| S4 |
118.00 |
118.41 |
120.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.86 |
121.01 |
0.85 |
0.7% |
0.46 |
0.4% |
47% |
False |
False |
3,862 |
| 10 |
122.70 |
121.01 |
1.69 |
1.4% |
0.48 |
0.4% |
24% |
False |
False |
2,240 |
| 20 |
124.45 |
121.01 |
3.44 |
2.8% |
0.51 |
0.4% |
12% |
False |
False |
1,457 |
| 40 |
124.97 |
121.01 |
3.96 |
3.3% |
0.49 |
0.4% |
10% |
False |
False |
749 |
| 60 |
128.66 |
121.01 |
7.65 |
6.3% |
0.36 |
0.3% |
5% |
False |
False |
543 |
| 80 |
129.76 |
121.01 |
8.75 |
7.2% |
0.27 |
0.2% |
5% |
False |
False |
458 |
| 100 |
131.39 |
121.01 |
10.38 |
8.5% |
0.21 |
0.2% |
4% |
False |
False |
385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.30 |
|
2.618 |
122.65 |
|
1.618 |
122.25 |
|
1.000 |
122.00 |
|
0.618 |
121.85 |
|
HIGH |
121.60 |
|
0.618 |
121.45 |
|
0.500 |
121.40 |
|
0.382 |
121.35 |
|
LOW |
121.20 |
|
0.618 |
120.95 |
|
1.000 |
120.80 |
|
1.618 |
120.55 |
|
2.618 |
120.15 |
|
4.250 |
119.50 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.41 |
121.39 |
| PP |
121.40 |
121.36 |
| S1 |
121.40 |
121.34 |
|