Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
122.22 |
121.14 |
-1.08 |
-0.9% |
122.95 |
| High |
122.23 |
121.93 |
-0.30 |
-0.2% |
123.07 |
| Low |
121.25 |
121.12 |
-0.13 |
-0.1% |
121.12 |
| Close |
121.45 |
121.74 |
0.29 |
0.2% |
121.74 |
| Range |
0.98 |
0.81 |
-0.17 |
-17.3% |
1.95 |
| ATR |
0.60 |
0.62 |
0.01 |
2.5% |
0.00 |
| Volume |
0 |
758,656 |
758,656 |
|
1,114,532 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.03 |
123.69 |
122.19 |
|
| R3 |
123.22 |
122.88 |
121.96 |
|
| R2 |
122.41 |
122.41 |
121.89 |
|
| R1 |
122.07 |
122.07 |
121.81 |
122.24 |
| PP |
121.60 |
121.60 |
121.60 |
121.68 |
| S1 |
121.26 |
121.26 |
121.67 |
121.43 |
| S2 |
120.79 |
120.79 |
121.59 |
|
| S3 |
119.98 |
120.45 |
121.52 |
|
| S4 |
119.17 |
119.64 |
121.29 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.83 |
126.73 |
122.81 |
|
| R3 |
125.88 |
124.78 |
122.28 |
|
| R2 |
123.93 |
123.93 |
122.10 |
|
| R1 |
122.83 |
122.83 |
121.92 |
122.41 |
| PP |
121.98 |
121.98 |
121.98 |
121.76 |
| S1 |
120.88 |
120.88 |
121.56 |
120.46 |
| S2 |
120.03 |
120.03 |
121.38 |
|
| S3 |
118.08 |
118.93 |
121.20 |
|
| S4 |
116.13 |
116.98 |
120.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.07 |
121.12 |
1.95 |
1.6% |
0.73 |
0.6% |
32% |
False |
True |
222,906 |
| 10 |
123.13 |
121.12 |
2.01 |
1.7% |
0.58 |
0.5% |
31% |
False |
True |
117,799 |
| 20 |
123.13 |
120.92 |
2.21 |
1.8% |
0.54 |
0.4% |
37% |
False |
False |
61,764 |
| 40 |
124.90 |
120.92 |
3.98 |
3.3% |
0.53 |
0.4% |
21% |
False |
False |
31,415 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.51 |
0.4% |
20% |
False |
False |
20,965 |
| 80 |
129.43 |
120.92 |
8.51 |
7.0% |
0.39 |
0.3% |
10% |
False |
False |
15,754 |
| 100 |
130.44 |
120.92 |
9.52 |
7.8% |
0.32 |
0.3% |
9% |
False |
False |
12,642 |
| 120 |
131.39 |
120.92 |
10.47 |
8.6% |
0.26 |
0.2% |
8% |
False |
False |
10,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.37 |
|
2.618 |
124.05 |
|
1.618 |
123.24 |
|
1.000 |
122.74 |
|
0.618 |
122.43 |
|
HIGH |
121.93 |
|
0.618 |
121.62 |
|
0.500 |
121.53 |
|
0.382 |
121.43 |
|
LOW |
121.12 |
|
0.618 |
120.62 |
|
1.000 |
120.31 |
|
1.618 |
119.81 |
|
2.618 |
119.00 |
|
4.250 |
117.68 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.67 |
122.08 |
| PP |
121.60 |
121.97 |
| S1 |
121.53 |
121.85 |
|