Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121.89 |
121.64 |
-0.25 |
-0.2% |
122.95 |
| High |
121.92 |
121.88 |
-0.04 |
0.0% |
123.07 |
| Low |
121.32 |
121.41 |
0.09 |
0.1% |
121.12 |
| Close |
121.64 |
121.50 |
-0.14 |
-0.1% |
121.74 |
| Range |
0.60 |
0.47 |
-0.13 |
-21.7% |
1.95 |
| ATR |
0.62 |
0.61 |
-0.01 |
-1.7% |
0.00 |
| Volume |
1,023,426 |
727,117 |
-296,309 |
-29.0% |
1,114,532 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.01 |
122.72 |
121.76 |
|
| R3 |
122.54 |
122.25 |
121.63 |
|
| R2 |
122.07 |
122.07 |
121.59 |
|
| R1 |
121.78 |
121.78 |
121.54 |
121.69 |
| PP |
121.60 |
121.60 |
121.60 |
121.55 |
| S1 |
121.31 |
121.31 |
121.46 |
121.22 |
| S2 |
121.13 |
121.13 |
121.41 |
|
| S3 |
120.66 |
120.84 |
121.37 |
|
| S4 |
120.19 |
120.37 |
121.24 |
|
|
| 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% |
0.73 |
0.6% |
20% |
False |
False |
545,138 |
| 10 |
123.13 |
121.12 |
2.01 |
1.7% |
0.59 |
0.5% |
19% |
False |
False |
290,788 |
| 20 |
123.13 |
120.92 |
2.21 |
1.8% |
0.56 |
0.5% |
26% |
False |
False |
148,899 |
| 40 |
124.45 |
120.92 |
3.53 |
2.9% |
0.53 |
0.4% |
16% |
False |
False |
75,178 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.52 |
0.4% |
14% |
False |
False |
50,133 |
| 80 |
128.66 |
120.92 |
7.74 |
6.4% |
0.41 |
0.3% |
7% |
False |
False |
37,632 |
| 100 |
129.76 |
120.92 |
8.84 |
7.3% |
0.33 |
0.3% |
7% |
False |
False |
30,146 |
| 120 |
131.39 |
120.92 |
10.47 |
8.6% |
0.27 |
0.2% |
6% |
False |
False |
25,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.88 |
|
2.618 |
123.11 |
|
1.618 |
122.64 |
|
1.000 |
122.35 |
|
0.618 |
122.17 |
|
HIGH |
121.88 |
|
0.618 |
121.70 |
|
0.500 |
121.65 |
|
0.382 |
121.59 |
|
LOW |
121.41 |
|
0.618 |
121.12 |
|
1.000 |
120.94 |
|
1.618 |
120.65 |
|
2.618 |
120.18 |
|
4.250 |
119.41 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.65 |
121.53 |
| PP |
121.60 |
121.52 |
| S1 |
121.55 |
121.51 |
|