Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121.96 |
121.67 |
-0.29 |
-0.2% |
122.50 |
| High |
122.17 |
121.89 |
-0.28 |
-0.2% |
122.74 |
| Low |
121.72 |
121.46 |
-0.26 |
-0.2% |
121.72 |
| Close |
122.03 |
121.69 |
-0.34 |
-0.3% |
122.03 |
| Range |
0.45 |
0.43 |
-0.02 |
-4.4% |
1.02 |
| ATR |
0.67 |
0.67 |
-0.01 |
-1.1% |
0.00 |
| Volume |
681,796 |
684,094 |
2,298 |
0.3% |
4,245,360 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.97 |
122.76 |
121.93 |
|
| R3 |
122.54 |
122.33 |
121.81 |
|
| R2 |
122.11 |
122.11 |
121.77 |
|
| R1 |
121.90 |
121.90 |
121.73 |
122.01 |
| PP |
121.68 |
121.68 |
121.68 |
121.73 |
| S1 |
121.47 |
121.47 |
121.65 |
121.58 |
| S2 |
121.25 |
121.25 |
121.61 |
|
| S3 |
120.82 |
121.04 |
121.57 |
|
| S4 |
120.39 |
120.61 |
121.45 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.22 |
124.65 |
122.59 |
|
| R3 |
124.20 |
123.63 |
122.31 |
|
| R2 |
123.18 |
123.18 |
122.22 |
|
| R1 |
122.61 |
122.61 |
122.12 |
122.39 |
| PP |
122.16 |
122.16 |
122.16 |
122.05 |
| S1 |
121.59 |
121.59 |
121.94 |
121.37 |
| S2 |
121.14 |
121.14 |
121.84 |
|
| S3 |
120.12 |
120.57 |
121.75 |
|
| S4 |
119.10 |
119.55 |
121.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.74 |
121.46 |
1.28 |
1.1% |
0.51 |
0.4% |
18% |
False |
True |
845,366 |
| 10 |
123.92 |
121.46 |
2.46 |
2.0% |
0.67 |
0.6% |
9% |
False |
True |
955,364 |
| 20 |
123.92 |
121.12 |
2.80 |
2.3% |
0.65 |
0.5% |
20% |
False |
False |
798,210 |
| 40 |
123.92 |
120.92 |
3.00 |
2.5% |
0.57 |
0.5% |
26% |
False |
False |
403,329 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.56 |
0.5% |
19% |
False |
False |
269,033 |
| 80 |
126.02 |
120.92 |
5.10 |
4.2% |
0.52 |
0.4% |
15% |
False |
False |
201,795 |
| 100 |
129.76 |
120.92 |
8.84 |
7.3% |
0.41 |
0.3% |
9% |
False |
False |
161,457 |
| 120 |
131.01 |
120.92 |
10.09 |
8.3% |
0.35 |
0.3% |
8% |
False |
False |
134,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.72 |
|
2.618 |
123.02 |
|
1.618 |
122.59 |
|
1.000 |
122.32 |
|
0.618 |
122.16 |
|
HIGH |
121.89 |
|
0.618 |
121.73 |
|
0.500 |
121.68 |
|
0.382 |
121.62 |
|
LOW |
121.46 |
|
0.618 |
121.19 |
|
1.000 |
121.03 |
|
1.618 |
120.76 |
|
2.618 |
120.33 |
|
4.250 |
119.63 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.69 |
122.10 |
| PP |
121.68 |
121.96 |
| S1 |
121.68 |
121.83 |
|