Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
121.32 |
121.89 |
0.57 |
0.5% |
121.10 |
| High |
121.32 |
121.89 |
0.57 |
0.5% |
121.10 |
| Low |
121.32 |
121.89 |
0.57 |
0.5% |
120.58 |
| Close |
121.32 |
122.00 |
0.68 |
0.6% |
121.03 |
| Range |
|
|
|
|
|
| ATR |
0.26 |
0.28 |
0.02 |
8.8% |
0.00 |
| Volume |
92 |
5 |
-87 |
-94.6% |
15 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.93 |
121.96 |
122.00 |
|
| R3 |
121.93 |
121.96 |
122.00 |
|
| R2 |
121.93 |
121.93 |
122.00 |
|
| R1 |
121.96 |
121.96 |
122.00 |
121.95 |
| PP |
121.93 |
121.93 |
121.93 |
121.92 |
| S1 |
121.96 |
121.96 |
122.00 |
121.95 |
| S2 |
121.93 |
121.93 |
122.00 |
|
| S3 |
121.93 |
121.96 |
122.00 |
|
| S4 |
121.93 |
121.96 |
122.00 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.46 |
122.27 |
121.32 |
|
| R3 |
121.94 |
121.75 |
121.17 |
|
| R2 |
121.42 |
121.42 |
121.13 |
|
| R1 |
121.23 |
121.23 |
121.08 |
121.07 |
| PP |
120.90 |
120.90 |
120.90 |
120.82 |
| S1 |
120.71 |
120.71 |
120.98 |
120.55 |
| S2 |
120.38 |
120.38 |
120.93 |
|
| S3 |
119.86 |
120.19 |
120.89 |
|
| S4 |
119.34 |
119.67 |
120.74 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.89 |
|
2.618 |
121.89 |
|
1.618 |
121.89 |
|
1.000 |
121.89 |
|
0.618 |
121.89 |
|
HIGH |
121.89 |
|
0.618 |
121.89 |
|
0.500 |
121.89 |
|
0.382 |
121.89 |
|
LOW |
121.89 |
|
0.618 |
121.89 |
|
1.000 |
121.89 |
|
1.618 |
121.89 |
|
2.618 |
121.89 |
|
4.250 |
121.89 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.96 |
121.80 |
| PP |
121.93 |
121.61 |
| S1 |
121.89 |
121.41 |
|