Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
121.76 |
122.30 |
0.54 |
0.4% |
121.07 |
| High |
122.41 |
122.40 |
-0.01 |
0.0% |
122.41 |
| Low |
121.76 |
121.66 |
-0.10 |
-0.1% |
121.00 |
| Close |
122.32 |
121.65 |
-0.67 |
-0.5% |
121.65 |
| Range |
0.65 |
0.74 |
0.09 |
13.8% |
1.41 |
| ATR |
0.54 |
0.56 |
0.01 |
2.6% |
0.00 |
| Volume |
2,142 |
14,069 |
11,927 |
556.8% |
34,105 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.12 |
123.63 |
122.06 |
|
| R3 |
123.38 |
122.89 |
121.85 |
|
| R2 |
122.64 |
122.64 |
121.79 |
|
| R1 |
122.15 |
122.15 |
121.72 |
122.03 |
| PP |
121.90 |
121.90 |
121.90 |
121.84 |
| S1 |
121.41 |
121.41 |
121.58 |
121.29 |
| S2 |
121.16 |
121.16 |
121.51 |
|
| S3 |
120.42 |
120.67 |
121.45 |
|
| S4 |
119.68 |
119.93 |
121.24 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.92 |
125.19 |
122.43 |
|
| R3 |
124.51 |
123.78 |
122.04 |
|
| R2 |
123.10 |
123.10 |
121.91 |
|
| R1 |
122.37 |
122.37 |
121.78 |
122.74 |
| PP |
121.69 |
121.69 |
121.69 |
121.87 |
| S1 |
120.96 |
120.96 |
121.52 |
121.33 |
| S2 |
120.28 |
120.28 |
121.39 |
|
| S3 |
118.87 |
119.55 |
121.26 |
|
| S4 |
117.46 |
118.14 |
120.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.41 |
121.00 |
1.41 |
1.2% |
0.58 |
0.5% |
46% |
False |
False |
6,821 |
| 10 |
122.41 |
120.92 |
1.49 |
1.2% |
0.51 |
0.4% |
49% |
False |
False |
5,729 |
| 20 |
122.90 |
120.92 |
1.98 |
1.6% |
0.50 |
0.4% |
37% |
False |
False |
3,763 |
| 40 |
124.97 |
120.92 |
4.05 |
3.3% |
0.53 |
0.4% |
18% |
False |
False |
1,975 |
| 60 |
127.27 |
120.92 |
6.35 |
5.2% |
0.43 |
0.4% |
11% |
False |
False |
1,352 |
| 80 |
129.76 |
120.92 |
8.84 |
7.3% |
0.32 |
0.3% |
8% |
False |
False |
1,038 |
| 100 |
131.02 |
120.92 |
10.10 |
8.3% |
0.26 |
0.2% |
7% |
False |
False |
867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.55 |
|
2.618 |
124.34 |
|
1.618 |
123.60 |
|
1.000 |
123.14 |
|
0.618 |
122.86 |
|
HIGH |
122.40 |
|
0.618 |
122.12 |
|
0.500 |
122.03 |
|
0.382 |
121.94 |
|
LOW |
121.66 |
|
0.618 |
121.20 |
|
1.000 |
120.92 |
|
1.618 |
120.46 |
|
2.618 |
119.72 |
|
4.250 |
118.52 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.03 |
121.82 |
| PP |
121.90 |
121.76 |
| S1 |
121.78 |
121.71 |
|