Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121.81 |
122.23 |
0.42 |
0.3% |
121.89 |
| High |
122.26 |
122.63 |
0.37 |
0.3% |
122.63 |
| Low |
121.73 |
122.18 |
0.45 |
0.4% |
121.32 |
| Close |
122.03 |
122.36 |
0.33 |
0.3% |
122.36 |
| Range |
0.53 |
0.45 |
-0.08 |
-15.1% |
1.31 |
| ATR |
0.59 |
0.59 |
0.00 |
0.1% |
0.00 |
| Volume |
965,677 |
953,590 |
-12,087 |
-1.3% |
4,363,938 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.74 |
123.50 |
122.61 |
|
| R3 |
123.29 |
123.05 |
122.48 |
|
| R2 |
122.84 |
122.84 |
122.44 |
|
| R1 |
122.60 |
122.60 |
122.40 |
122.72 |
| PP |
122.39 |
122.39 |
122.39 |
122.45 |
| S1 |
122.15 |
122.15 |
122.32 |
122.27 |
| S2 |
121.94 |
121.94 |
122.28 |
|
| S3 |
121.49 |
121.70 |
122.24 |
|
| S4 |
121.04 |
121.25 |
122.11 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.03 |
125.51 |
123.08 |
|
| R3 |
124.72 |
124.20 |
122.72 |
|
| R2 |
123.41 |
123.41 |
122.60 |
|
| R1 |
122.89 |
122.89 |
122.48 |
123.15 |
| PP |
122.10 |
122.10 |
122.10 |
122.24 |
| S1 |
121.58 |
121.58 |
122.24 |
121.84 |
| S2 |
120.79 |
120.79 |
122.12 |
|
| S3 |
119.48 |
120.27 |
122.00 |
|
| S4 |
118.17 |
118.96 |
121.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.63 |
121.32 |
1.31 |
1.1% |
0.48 |
0.4% |
79% |
True |
False |
872,787 |
| 10 |
123.07 |
121.12 |
1.95 |
1.6% |
0.61 |
0.5% |
64% |
False |
False |
547,847 |
| 20 |
123.13 |
121.00 |
2.13 |
1.7% |
0.55 |
0.5% |
64% |
False |
False |
278,801 |
| 40 |
123.50 |
120.92 |
2.58 |
2.1% |
0.51 |
0.4% |
56% |
False |
False |
140,474 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.51 |
0.4% |
36% |
False |
False |
93,684 |
| 80 |
128.13 |
120.92 |
7.21 |
5.9% |
0.42 |
0.3% |
20% |
False |
False |
70,294 |
| 100 |
129.76 |
120.92 |
8.84 |
7.2% |
0.34 |
0.3% |
16% |
False |
False |
56,278 |
| 120 |
131.39 |
120.92 |
10.47 |
8.6% |
0.28 |
0.2% |
14% |
False |
False |
46,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.54 |
|
2.618 |
123.81 |
|
1.618 |
123.36 |
|
1.000 |
123.08 |
|
0.618 |
122.91 |
|
HIGH |
122.63 |
|
0.618 |
122.46 |
|
0.500 |
122.41 |
|
0.382 |
122.35 |
|
LOW |
122.18 |
|
0.618 |
121.90 |
|
1.000 |
121.73 |
|
1.618 |
121.45 |
|
2.618 |
121.00 |
|
4.250 |
120.27 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.41 |
122.25 |
| PP |
122.39 |
122.14 |
| S1 |
122.38 |
122.03 |
|