Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
121.01 |
121.20 |
0.19 |
0.2% |
122.31 |
| High |
121.28 |
121.53 |
0.25 |
0.2% |
122.43 |
| Low |
120.92 |
120.94 |
0.02 |
0.0% |
121.22 |
| Close |
120.94 |
121.03 |
0.09 |
0.1% |
121.24 |
| Range |
0.36 |
0.59 |
0.23 |
63.9% |
1.21 |
| ATR |
0.52 |
0.53 |
0.00 |
0.9% |
0.00 |
| Volume |
12,748 |
1,590 |
-11,158 |
-87.5% |
13,822 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.94 |
122.57 |
121.35 |
|
| R3 |
122.35 |
121.98 |
121.19 |
|
| R2 |
121.76 |
121.76 |
121.14 |
|
| R1 |
121.39 |
121.39 |
121.08 |
121.28 |
| PP |
121.17 |
121.17 |
121.17 |
121.11 |
| S1 |
120.80 |
120.80 |
120.98 |
120.69 |
| S2 |
120.58 |
120.58 |
120.92 |
|
| S3 |
119.99 |
120.21 |
120.87 |
|
| S4 |
119.40 |
119.62 |
120.71 |
|
|
| 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 |
121.67 |
120.92 |
0.75 |
0.6% |
0.43 |
0.4% |
15% |
False |
False |
4,980 |
| 10 |
122.45 |
120.92 |
1.53 |
1.3% |
0.47 |
0.4% |
7% |
False |
False |
3,607 |
| 20 |
123.58 |
120.92 |
2.66 |
2.2% |
0.47 |
0.4% |
4% |
False |
False |
2,171 |
| 40 |
124.97 |
120.92 |
4.05 |
3.3% |
0.49 |
0.4% |
3% |
False |
False |
1,105 |
| 60 |
128.13 |
120.92 |
7.21 |
6.0% |
0.37 |
0.3% |
2% |
False |
False |
777 |
| 80 |
129.76 |
120.92 |
8.84 |
7.3% |
0.28 |
0.2% |
1% |
False |
False |
635 |
| 100 |
131.39 |
120.92 |
10.47 |
8.7% |
0.22 |
0.2% |
1% |
False |
False |
526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.04 |
|
2.618 |
123.07 |
|
1.618 |
122.48 |
|
1.000 |
122.12 |
|
0.618 |
121.89 |
|
HIGH |
121.53 |
|
0.618 |
121.30 |
|
0.500 |
121.24 |
|
0.382 |
121.17 |
|
LOW |
120.94 |
|
0.618 |
120.58 |
|
1.000 |
120.35 |
|
1.618 |
119.99 |
|
2.618 |
119.40 |
|
4.250 |
118.43 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.24 |
121.26 |
| PP |
121.17 |
121.18 |
| S1 |
121.10 |
121.11 |
|