Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
122.68 |
122.93 |
0.25 |
0.2% |
121.95 |
| High |
122.87 |
123.04 |
0.17 |
0.1% |
123.13 |
| Low |
122.34 |
122.25 |
-0.09 |
-0.1% |
121.89 |
| Close |
122.61 |
122.43 |
-0.18 |
-0.1% |
122.88 |
| Range |
0.53 |
0.79 |
0.26 |
49.1% |
1.24 |
| ATR |
0.54 |
0.56 |
0.02 |
3.3% |
0.00 |
| Volume |
104,050 |
216,493 |
112,443 |
108.1% |
63,461 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.94 |
124.48 |
122.86 |
|
| R3 |
124.15 |
123.69 |
122.65 |
|
| R2 |
123.36 |
123.36 |
122.57 |
|
| R1 |
122.90 |
122.90 |
122.50 |
122.74 |
| PP |
122.57 |
122.57 |
122.57 |
122.49 |
| S1 |
122.11 |
122.11 |
122.36 |
121.95 |
| S2 |
121.78 |
121.78 |
122.29 |
|
| S3 |
120.99 |
121.32 |
122.21 |
|
| S4 |
120.20 |
120.53 |
122.00 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.35 |
125.86 |
123.56 |
|
| R3 |
125.11 |
124.62 |
123.22 |
|
| R2 |
123.87 |
123.87 |
123.11 |
|
| R1 |
123.38 |
123.38 |
122.99 |
123.63 |
| PP |
122.63 |
122.63 |
122.63 |
122.76 |
| S1 |
122.14 |
122.14 |
122.77 |
122.39 |
| S2 |
121.39 |
121.39 |
122.65 |
|
| S3 |
120.15 |
120.90 |
122.54 |
|
| S4 |
118.91 |
119.66 |
122.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.13 |
122.25 |
0.88 |
0.7% |
0.52 |
0.4% |
20% |
False |
True |
76,638 |
| 10 |
123.13 |
121.66 |
1.47 |
1.2% |
0.54 |
0.4% |
52% |
False |
False |
43,554 |
| 20 |
123.13 |
120.92 |
2.21 |
1.8% |
0.50 |
0.4% |
68% |
False |
False |
24,146 |
| 40 |
124.92 |
120.92 |
4.00 |
3.3% |
0.52 |
0.4% |
38% |
False |
False |
12,456 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.50 |
0.4% |
37% |
False |
False |
8,332 |
| 80 |
129.61 |
120.92 |
8.69 |
7.1% |
0.37 |
0.3% |
17% |
False |
False |
6,274 |
| 100 |
131.01 |
120.92 |
10.09 |
8.2% |
0.30 |
0.2% |
15% |
False |
False |
5,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.40 |
|
2.618 |
125.11 |
|
1.618 |
124.32 |
|
1.000 |
123.83 |
|
0.618 |
123.53 |
|
HIGH |
123.04 |
|
0.618 |
122.74 |
|
0.500 |
122.65 |
|
0.382 |
122.55 |
|
LOW |
122.25 |
|
0.618 |
121.76 |
|
1.000 |
121.46 |
|
1.618 |
120.97 |
|
2.618 |
120.18 |
|
4.250 |
118.89 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.65 |
122.66 |
| PP |
122.57 |
122.58 |
| S1 |
122.50 |
122.51 |
|