Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121.67 |
121.80 |
0.13 |
0.1% |
122.50 |
| High |
121.89 |
121.86 |
-0.03 |
0.0% |
122.74 |
| Low |
121.46 |
121.21 |
-0.25 |
-0.2% |
121.72 |
| Close |
121.69 |
121.50 |
-0.19 |
-0.2% |
122.03 |
| Range |
0.43 |
0.65 |
0.22 |
51.2% |
1.02 |
| ATR |
0.67 |
0.66 |
0.00 |
-0.2% |
0.00 |
| Volume |
684,094 |
772,106 |
88,012 |
12.9% |
4,245,360 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.47 |
123.14 |
121.86 |
|
| R3 |
122.82 |
122.49 |
121.68 |
|
| R2 |
122.17 |
122.17 |
121.62 |
|
| R1 |
121.84 |
121.84 |
121.56 |
121.68 |
| PP |
121.52 |
121.52 |
121.52 |
121.45 |
| S1 |
121.19 |
121.19 |
121.44 |
121.03 |
| S2 |
120.87 |
120.87 |
121.38 |
|
| S3 |
120.22 |
120.54 |
121.32 |
|
| S4 |
119.57 |
119.89 |
121.14 |
|
|
| 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 |
121.21 |
1.53 |
1.3% |
0.55 |
0.5% |
19% |
False |
True |
823,450 |
| 10 |
123.92 |
121.21 |
2.71 |
2.2% |
0.65 |
0.5% |
11% |
False |
True |
897,199 |
| 20 |
123.92 |
121.12 |
2.80 |
2.3% |
0.66 |
0.5% |
14% |
False |
False |
831,613 |
| 40 |
123.92 |
120.92 |
3.00 |
2.5% |
0.57 |
0.5% |
19% |
False |
False |
422,596 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.57 |
0.5% |
14% |
False |
False |
281,900 |
| 80 |
125.44 |
120.92 |
4.52 |
3.7% |
0.53 |
0.4% |
13% |
False |
False |
211,446 |
| 100 |
129.76 |
120.92 |
8.84 |
7.3% |
0.42 |
0.3% |
7% |
False |
False |
169,178 |
| 120 |
131.01 |
120.92 |
10.09 |
8.3% |
0.35 |
0.3% |
6% |
False |
False |
141,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.62 |
|
2.618 |
123.56 |
|
1.618 |
122.91 |
|
1.000 |
122.51 |
|
0.618 |
122.26 |
|
HIGH |
121.86 |
|
0.618 |
121.61 |
|
0.500 |
121.54 |
|
0.382 |
121.46 |
|
LOW |
121.21 |
|
0.618 |
120.81 |
|
1.000 |
120.56 |
|
1.618 |
120.16 |
|
2.618 |
119.51 |
|
4.250 |
118.45 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.54 |
121.69 |
| PP |
121.52 |
121.63 |
| S1 |
121.51 |
121.56 |
|