Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
122.93 |
122.22 |
-0.71 |
-0.6% |
121.95 |
| High |
123.04 |
122.23 |
-0.81 |
-0.7% |
123.13 |
| Low |
122.25 |
121.25 |
-1.00 |
-0.8% |
121.89 |
| Close |
122.43 |
121.45 |
-0.98 |
-0.8% |
122.88 |
| Range |
0.79 |
0.98 |
0.19 |
24.1% |
1.24 |
| ATR |
0.56 |
0.60 |
0.04 |
7.9% |
0.00 |
| Volume |
216,493 |
0 |
-216,493 |
-100.0% |
63,461 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.58 |
124.00 |
121.99 |
|
| R3 |
123.60 |
123.02 |
121.72 |
|
| R2 |
122.62 |
122.62 |
121.63 |
|
| R1 |
122.04 |
122.04 |
121.54 |
121.84 |
| PP |
121.64 |
121.64 |
121.64 |
121.55 |
| S1 |
121.06 |
121.06 |
121.36 |
120.86 |
| S2 |
120.66 |
120.66 |
121.27 |
|
| S3 |
119.68 |
120.08 |
121.18 |
|
| S4 |
118.70 |
119.10 |
120.91 |
|
|
| 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 |
123.07 |
121.25 |
1.82 |
1.5% |
0.65 |
0.5% |
11% |
False |
True |
74,073 |
| 10 |
123.13 |
121.25 |
1.88 |
1.5% |
0.57 |
0.5% |
11% |
False |
True |
43,340 |
| 20 |
123.13 |
120.92 |
2.21 |
1.8% |
0.53 |
0.4% |
24% |
False |
False |
23,967 |
| 40 |
124.92 |
120.92 |
4.00 |
3.3% |
0.53 |
0.4% |
13% |
False |
False |
12,456 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.50 |
0.4% |
13% |
False |
False |
8,324 |
| 80 |
129.45 |
120.92 |
8.53 |
7.0% |
0.38 |
0.3% |
6% |
False |
False |
6,272 |
| 100 |
130.57 |
120.92 |
9.65 |
7.9% |
0.31 |
0.3% |
5% |
False |
False |
5,057 |
| 120 |
131.39 |
120.92 |
10.47 |
8.6% |
0.26 |
0.2% |
5% |
False |
False |
4,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.40 |
|
2.618 |
124.80 |
|
1.618 |
123.82 |
|
1.000 |
123.21 |
|
0.618 |
122.84 |
|
HIGH |
122.23 |
|
0.618 |
121.86 |
|
0.500 |
121.74 |
|
0.382 |
121.62 |
|
LOW |
121.25 |
|
0.618 |
120.64 |
|
1.000 |
120.27 |
|
1.618 |
119.66 |
|
2.618 |
118.68 |
|
4.250 |
117.09 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.74 |
122.15 |
| PP |
121.64 |
121.91 |
| S1 |
121.55 |
121.68 |
|