Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121.14 |
121.89 |
0.75 |
0.6% |
122.95 |
| High |
121.93 |
121.92 |
-0.01 |
0.0% |
123.07 |
| Low |
121.12 |
121.32 |
0.20 |
0.2% |
121.12 |
| Close |
121.74 |
121.64 |
-0.10 |
-0.1% |
121.74 |
| Range |
0.81 |
0.60 |
-0.21 |
-25.9% |
1.95 |
| ATR |
0.62 |
0.62 |
0.00 |
-0.2% |
0.00 |
| Volume |
758,656 |
1,023,426 |
264,770 |
34.9% |
1,114,532 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.43 |
123.13 |
121.97 |
|
| R3 |
122.83 |
122.53 |
121.81 |
|
| R2 |
122.23 |
122.23 |
121.75 |
|
| R1 |
121.93 |
121.93 |
121.70 |
121.78 |
| PP |
121.63 |
121.63 |
121.63 |
121.55 |
| S1 |
121.33 |
121.33 |
121.59 |
121.18 |
| S2 |
121.03 |
121.03 |
121.53 |
|
| S3 |
120.43 |
120.73 |
121.48 |
|
| S4 |
119.83 |
120.13 |
121.31 |
|
|
| 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 |
123.04 |
121.12 |
1.92 |
1.6% |
0.74 |
0.6% |
27% |
False |
False |
420,525 |
| 10 |
123.13 |
121.12 |
2.01 |
1.7% |
0.59 |
0.5% |
26% |
False |
False |
219,378 |
| 20 |
123.13 |
120.92 |
2.21 |
1.8% |
0.56 |
0.5% |
33% |
False |
False |
112,802 |
| 40 |
124.90 |
120.92 |
3.98 |
3.3% |
0.54 |
0.4% |
18% |
False |
False |
57,001 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.51 |
0.4% |
18% |
False |
False |
38,016 |
| 80 |
128.66 |
120.92 |
7.74 |
6.4% |
0.40 |
0.3% |
9% |
False |
False |
28,545 |
| 100 |
129.76 |
120.92 |
8.84 |
7.3% |
0.32 |
0.3% |
8% |
False |
False |
22,876 |
| 120 |
131.39 |
120.92 |
10.47 |
8.6% |
0.27 |
0.2% |
7% |
False |
False |
19,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.47 |
|
2.618 |
123.49 |
|
1.618 |
122.89 |
|
1.000 |
122.52 |
|
0.618 |
122.29 |
|
HIGH |
121.92 |
|
0.618 |
121.69 |
|
0.500 |
121.62 |
|
0.382 |
121.55 |
|
LOW |
121.32 |
|
0.618 |
120.95 |
|
1.000 |
120.72 |
|
1.618 |
120.35 |
|
2.618 |
119.75 |
|
4.250 |
118.77 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.63 |
121.68 |
| PP |
121.63 |
121.66 |
| S1 |
121.62 |
121.65 |
|