Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
121.50 |
121.10 |
-0.40 |
-0.3% |
121.67 |
| High |
121.61 |
121.16 |
-0.45 |
-0.4% |
121.89 |
| Low |
121.06 |
120.73 |
-0.33 |
-0.3% |
120.73 |
| Close |
121.28 |
121.00 |
-0.28 |
-0.2% |
121.00 |
| Range |
0.55 |
0.43 |
-0.12 |
-21.8% |
1.16 |
| ATR |
0.63 |
0.63 |
-0.01 |
-1.0% |
0.00 |
| Volume |
1,039,489 |
888,943 |
-150,546 |
-14.5% |
4,090,999 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.25 |
122.06 |
121.24 |
|
| R3 |
121.82 |
121.63 |
121.12 |
|
| R2 |
121.39 |
121.39 |
121.08 |
|
| R1 |
121.20 |
121.20 |
121.04 |
121.08 |
| PP |
120.96 |
120.96 |
120.96 |
120.91 |
| S1 |
120.77 |
120.77 |
120.96 |
120.65 |
| S2 |
120.53 |
120.53 |
120.92 |
|
| S3 |
120.10 |
120.34 |
120.88 |
|
| S4 |
119.67 |
119.91 |
120.76 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.69 |
124.00 |
121.64 |
|
| R3 |
123.53 |
122.84 |
121.32 |
|
| R2 |
122.37 |
122.37 |
121.21 |
|
| R1 |
121.68 |
121.68 |
121.11 |
121.45 |
| PP |
121.21 |
121.21 |
121.21 |
121.09 |
| S1 |
120.52 |
120.52 |
120.89 |
120.29 |
| S2 |
120.05 |
120.05 |
120.79 |
|
| S3 |
118.89 |
119.36 |
120.68 |
|
| S4 |
117.73 |
118.20 |
120.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.89 |
120.73 |
1.16 |
1.0% |
0.48 |
0.4% |
23% |
False |
True |
818,199 |
| 10 |
122.74 |
120.73 |
2.01 |
1.7% |
0.50 |
0.4% |
13% |
False |
True |
833,635 |
| 20 |
123.92 |
120.73 |
3.19 |
2.6% |
0.60 |
0.5% |
8% |
False |
True |
914,595 |
| 40 |
123.92 |
120.73 |
3.19 |
2.6% |
0.57 |
0.5% |
8% |
False |
True |
488,180 |
| 60 |
124.90 |
120.73 |
4.17 |
3.4% |
0.55 |
0.5% |
6% |
False |
True |
325,809 |
| 80 |
124.97 |
120.73 |
4.24 |
3.5% |
0.53 |
0.4% |
6% |
False |
True |
244,373 |
| 100 |
129.43 |
120.73 |
8.70 |
7.2% |
0.43 |
0.4% |
3% |
False |
True |
195,522 |
| 120 |
130.44 |
120.73 |
9.71 |
8.0% |
0.36 |
0.3% |
3% |
False |
True |
162,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.99 |
|
2.618 |
122.29 |
|
1.618 |
121.86 |
|
1.000 |
121.59 |
|
0.618 |
121.43 |
|
HIGH |
121.16 |
|
0.618 |
121.00 |
|
0.500 |
120.95 |
|
0.382 |
120.89 |
|
LOW |
120.73 |
|
0.618 |
120.46 |
|
1.000 |
120.30 |
|
1.618 |
120.03 |
|
2.618 |
119.60 |
|
4.250 |
118.90 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120.98 |
121.17 |
| PP |
120.96 |
121.11 |
| S1 |
120.95 |
121.06 |
|