Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
121.12 |
121.23 |
0.11 |
0.1% |
121.01 |
| High |
121.37 |
122.00 |
0.63 |
0.5% |
121.60 |
| Low |
121.00 |
121.23 |
0.23 |
0.2% |
120.92 |
| Close |
121.27 |
121.65 |
0.38 |
0.3% |
121.38 |
| Range |
0.37 |
0.77 |
0.40 |
108.1% |
0.68 |
| ATR |
0.51 |
0.53 |
0.02 |
3.7% |
0.00 |
| Volume |
4,921 |
5,400 |
479 |
9.7% |
23,194 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.94 |
123.56 |
122.07 |
|
| R3 |
123.17 |
122.79 |
121.86 |
|
| R2 |
122.40 |
122.40 |
121.79 |
|
| R1 |
122.02 |
122.02 |
121.72 |
122.21 |
| PP |
121.63 |
121.63 |
121.63 |
121.72 |
| S1 |
121.25 |
121.25 |
121.58 |
121.44 |
| S2 |
120.86 |
120.86 |
121.51 |
|
| S3 |
120.09 |
120.48 |
121.44 |
|
| S4 |
119.32 |
119.71 |
121.23 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.34 |
123.04 |
121.75 |
|
| R3 |
122.66 |
122.36 |
121.57 |
|
| R2 |
121.98 |
121.98 |
121.50 |
|
| R1 |
121.68 |
121.68 |
121.44 |
121.83 |
| PP |
121.30 |
121.30 |
121.30 |
121.38 |
| S1 |
121.00 |
121.00 |
121.32 |
121.15 |
| S2 |
120.62 |
120.62 |
121.26 |
|
| S3 |
119.94 |
120.32 |
121.19 |
|
| S4 |
119.26 |
119.64 |
121.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.00 |
120.94 |
1.06 |
0.9% |
0.52 |
0.4% |
67% |
True |
False |
4,099 |
| 10 |
122.00 |
120.92 |
1.08 |
0.9% |
0.47 |
0.4% |
68% |
True |
False |
4,739 |
| 20 |
122.93 |
120.92 |
2.01 |
1.7% |
0.48 |
0.4% |
36% |
False |
False |
3,028 |
| 40 |
124.97 |
120.92 |
4.05 |
3.3% |
0.50 |
0.4% |
18% |
False |
False |
1,570 |
| 60 |
128.13 |
120.92 |
7.21 |
5.9% |
0.41 |
0.3% |
10% |
False |
False |
1,084 |
| 80 |
129.76 |
120.92 |
8.84 |
7.3% |
0.30 |
0.3% |
8% |
False |
False |
855 |
| 100 |
131.02 |
120.92 |
10.10 |
8.3% |
0.24 |
0.2% |
7% |
False |
False |
709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.27 |
|
2.618 |
124.02 |
|
1.618 |
123.25 |
|
1.000 |
122.77 |
|
0.618 |
122.48 |
|
HIGH |
122.00 |
|
0.618 |
121.71 |
|
0.500 |
121.62 |
|
0.382 |
121.52 |
|
LOW |
121.23 |
|
0.618 |
120.75 |
|
1.000 |
120.46 |
|
1.618 |
119.98 |
|
2.618 |
119.21 |
|
4.250 |
117.96 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.64 |
121.60 |
| PP |
121.63 |
121.55 |
| S1 |
121.62 |
121.50 |
|