Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121.64 |
121.45 |
-0.19 |
-0.2% |
122.95 |
| High |
121.88 |
121.76 |
-0.12 |
-0.1% |
123.07 |
| Low |
121.41 |
121.42 |
0.01 |
0.0% |
121.12 |
| Close |
121.50 |
121.59 |
0.09 |
0.1% |
121.74 |
| Range |
0.47 |
0.34 |
-0.13 |
-27.7% |
1.95 |
| ATR |
0.61 |
0.59 |
-0.02 |
-3.1% |
0.00 |
| Volume |
727,117 |
694,128 |
-32,989 |
-4.5% |
1,114,532 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.61 |
122.44 |
121.78 |
|
| R3 |
122.27 |
122.10 |
121.68 |
|
| R2 |
121.93 |
121.93 |
121.65 |
|
| R1 |
121.76 |
121.76 |
121.62 |
121.85 |
| PP |
121.59 |
121.59 |
121.59 |
121.63 |
| S1 |
121.42 |
121.42 |
121.56 |
121.51 |
| S2 |
121.25 |
121.25 |
121.53 |
|
| S3 |
120.91 |
121.08 |
121.50 |
|
| S4 |
120.57 |
120.74 |
121.40 |
|
|
| 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 |
122.23 |
121.12 |
1.11 |
0.9% |
0.64 |
0.5% |
42% |
False |
False |
640,665 |
| 10 |
123.13 |
121.12 |
2.01 |
1.7% |
0.58 |
0.5% |
23% |
False |
False |
358,651 |
| 20 |
123.13 |
120.94 |
2.19 |
1.8% |
0.56 |
0.5% |
30% |
False |
False |
182,968 |
| 40 |
123.58 |
120.92 |
2.66 |
2.2% |
0.51 |
0.4% |
25% |
False |
False |
92,531 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.52 |
0.4% |
17% |
False |
False |
61,701 |
| 80 |
128.13 |
120.92 |
7.21 |
5.9% |
0.41 |
0.3% |
9% |
False |
False |
46,307 |
| 100 |
129.76 |
120.92 |
8.84 |
7.3% |
0.33 |
0.3% |
8% |
False |
False |
37,087 |
| 120 |
131.39 |
120.92 |
10.47 |
8.6% |
0.27 |
0.2% |
6% |
False |
False |
30,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.21 |
|
2.618 |
122.65 |
|
1.618 |
122.31 |
|
1.000 |
122.10 |
|
0.618 |
121.97 |
|
HIGH |
121.76 |
|
0.618 |
121.63 |
|
0.500 |
121.59 |
|
0.382 |
121.55 |
|
LOW |
121.42 |
|
0.618 |
121.21 |
|
1.000 |
121.08 |
|
1.618 |
120.87 |
|
2.618 |
120.53 |
|
4.250 |
119.98 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.59 |
121.62 |
| PP |
121.59 |
121.61 |
| S1 |
121.59 |
121.60 |
|