Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 21-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
21-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
121.62 |
121.85 |
0.23 |
0.2% |
120.92 |
| High |
121.62 |
121.85 |
0.23 |
0.2% |
121.89 |
| Low |
121.62 |
121.85 |
0.23 |
0.2% |
120.92 |
| Close |
121.19 |
121.85 |
0.66 |
0.5% |
121.19 |
| Range |
|
|
|
|
|
| ATR |
0.29 |
0.31 |
0.03 |
9.4% |
0.00 |
| Volume |
5 |
55 |
50 |
1,000.0% |
192 |
|
| Daily Pivots for day following 21-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.85 |
121.85 |
121.85 |
|
| R3 |
121.85 |
121.85 |
121.85 |
|
| R2 |
121.85 |
121.85 |
121.85 |
|
| R1 |
121.85 |
121.85 |
121.85 |
121.85 |
| PP |
121.85 |
121.85 |
121.85 |
121.85 |
| S1 |
121.85 |
121.85 |
121.85 |
121.85 |
| S2 |
121.85 |
121.85 |
121.85 |
|
| S3 |
121.85 |
121.85 |
121.85 |
|
| S4 |
121.85 |
121.85 |
121.85 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.24 |
123.69 |
121.72 |
|
| R3 |
123.27 |
122.72 |
121.46 |
|
| R2 |
122.30 |
122.30 |
121.37 |
|
| R1 |
121.75 |
121.75 |
121.28 |
122.03 |
| PP |
121.33 |
121.33 |
121.33 |
121.47 |
| S1 |
120.78 |
120.78 |
121.10 |
121.06 |
| S2 |
120.36 |
120.36 |
121.01 |
|
| S3 |
119.39 |
119.81 |
120.92 |
|
| S4 |
118.42 |
118.84 |
120.66 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.85 |
|
2.618 |
121.85 |
|
1.618 |
121.85 |
|
1.000 |
121.85 |
|
0.618 |
121.85 |
|
HIGH |
121.85 |
|
0.618 |
121.85 |
|
0.500 |
121.85 |
|
0.382 |
121.85 |
|
LOW |
121.85 |
|
0.618 |
121.85 |
|
1.000 |
121.85 |
|
1.618 |
121.85 |
|
2.618 |
121.85 |
|
4.250 |
121.85 |
|
|
| Fisher Pivots for day following 21-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.85 |
121.82 |
| PP |
121.85 |
121.79 |
| S1 |
121.85 |
121.76 |
|