Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
122.90 |
122.75 |
-0.15 |
-0.1% |
121.07 |
| High |
122.91 |
123.00 |
0.09 |
0.1% |
122.41 |
| Low |
122.50 |
122.56 |
0.06 |
0.0% |
121.00 |
| Close |
122.70 |
122.85 |
0.15 |
0.1% |
121.65 |
| Range |
0.41 |
0.44 |
0.03 |
7.3% |
1.41 |
| ATR |
0.57 |
0.56 |
-0.01 |
-1.7% |
0.00 |
| Volume |
13,012 |
15,499 |
2,487 |
19.1% |
34,105 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.12 |
123.93 |
123.09 |
|
| R3 |
123.68 |
123.49 |
122.97 |
|
| R2 |
123.24 |
123.24 |
122.93 |
|
| R1 |
123.05 |
123.05 |
122.89 |
123.15 |
| PP |
122.80 |
122.80 |
122.80 |
122.85 |
| S1 |
122.61 |
122.61 |
122.81 |
122.71 |
| S2 |
122.36 |
122.36 |
122.77 |
|
| S3 |
121.92 |
122.17 |
122.73 |
|
| S4 |
121.48 |
121.73 |
122.61 |
|
|
| 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 |
123.00 |
121.66 |
1.34 |
1.1% |
0.55 |
0.4% |
89% |
True |
False |
10,471 |
| 10 |
123.00 |
120.94 |
2.06 |
1.7% |
0.54 |
0.4% |
93% |
True |
False |
7,285 |
| 20 |
123.00 |
120.92 |
2.08 |
1.7% |
0.50 |
0.4% |
93% |
True |
False |
5,377 |
| 40 |
124.97 |
120.92 |
4.05 |
3.3% |
0.52 |
0.4% |
48% |
False |
False |
2,879 |
| 60 |
127.27 |
120.92 |
6.35 |
5.2% |
0.45 |
0.4% |
30% |
False |
False |
1,951 |
| 80 |
129.76 |
120.92 |
8.84 |
7.2% |
0.34 |
0.3% |
22% |
False |
False |
1,488 |
| 100 |
131.02 |
120.92 |
10.10 |
8.2% |
0.27 |
0.2% |
19% |
False |
False |
1,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.87 |
|
2.618 |
124.15 |
|
1.618 |
123.71 |
|
1.000 |
123.44 |
|
0.618 |
123.27 |
|
HIGH |
123.00 |
|
0.618 |
122.83 |
|
0.500 |
122.78 |
|
0.382 |
122.73 |
|
LOW |
122.56 |
|
0.618 |
122.29 |
|
1.000 |
122.12 |
|
1.618 |
121.85 |
|
2.618 |
121.41 |
|
4.250 |
120.69 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.83 |
122.72 |
| PP |
122.80 |
122.58 |
| S1 |
122.78 |
122.45 |
|