Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121.45 |
121.81 |
0.36 |
0.3% |
122.95 |
| High |
121.76 |
122.26 |
0.50 |
0.4% |
123.07 |
| Low |
121.42 |
121.73 |
0.31 |
0.3% |
121.12 |
| Close |
121.59 |
122.03 |
0.44 |
0.4% |
121.74 |
| Range |
0.34 |
0.53 |
0.19 |
55.9% |
1.95 |
| ATR |
0.59 |
0.59 |
0.01 |
1.0% |
0.00 |
| Volume |
694,128 |
965,677 |
271,549 |
39.1% |
1,114,532 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.60 |
123.34 |
122.32 |
|
| R3 |
123.07 |
122.81 |
122.18 |
|
| R2 |
122.54 |
122.54 |
122.13 |
|
| R1 |
122.28 |
122.28 |
122.08 |
122.41 |
| PP |
122.01 |
122.01 |
122.01 |
122.07 |
| S1 |
121.75 |
121.75 |
121.98 |
121.88 |
| S2 |
121.48 |
121.48 |
121.93 |
|
| S3 |
120.95 |
121.22 |
121.88 |
|
| S4 |
120.42 |
120.69 |
121.74 |
|
|
| 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 |
122.26 |
121.12 |
1.14 |
0.9% |
0.55 |
0.5% |
80% |
True |
False |
833,800 |
| 10 |
123.07 |
121.12 |
1.95 |
1.6% |
0.60 |
0.5% |
47% |
False |
False |
453,937 |
| 20 |
123.13 |
121.00 |
2.13 |
1.7% |
0.56 |
0.5% |
48% |
False |
False |
231,172 |
| 40 |
123.58 |
120.92 |
2.66 |
2.2% |
0.51 |
0.4% |
42% |
False |
False |
116,672 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.51 |
0.4% |
27% |
False |
False |
77,794 |
| 80 |
128.13 |
120.92 |
7.21 |
5.9% |
0.42 |
0.3% |
15% |
False |
False |
58,376 |
| 100 |
129.76 |
120.92 |
8.84 |
7.2% |
0.33 |
0.3% |
13% |
False |
False |
46,743 |
| 120 |
131.39 |
120.92 |
10.47 |
8.6% |
0.28 |
0.2% |
11% |
False |
False |
38,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.51 |
|
2.618 |
123.65 |
|
1.618 |
123.12 |
|
1.000 |
122.79 |
|
0.618 |
122.59 |
|
HIGH |
122.26 |
|
0.618 |
122.06 |
|
0.500 |
122.00 |
|
0.382 |
121.93 |
|
LOW |
121.73 |
|
0.618 |
121.40 |
|
1.000 |
121.20 |
|
1.618 |
120.87 |
|
2.618 |
120.34 |
|
4.250 |
119.48 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.02 |
121.97 |
| PP |
122.01 |
121.90 |
| S1 |
122.00 |
121.84 |
|