Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
122.32 |
122.26 |
-0.06 |
0.0% |
121.85 |
High |
122.32 |
122.26 |
-0.06 |
0.0% |
122.61 |
Low |
122.32 |
122.26 |
-0.06 |
0.0% |
121.85 |
Close |
122.32 |
122.26 |
-0.06 |
0.0% |
122.52 |
Range |
|
|
|
|
|
ATR |
0.27 |
0.26 |
-0.02 |
-5.6% |
0.00 |
Volume |
135 |
105 |
-30 |
-22.2% |
381 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.26 |
122.26 |
122.26 |
|
R3 |
122.26 |
122.26 |
122.26 |
|
R2 |
122.26 |
122.26 |
122.26 |
|
R1 |
122.26 |
122.26 |
122.26 |
122.26 |
PP |
122.26 |
122.26 |
122.26 |
122.26 |
S1 |
122.26 |
122.26 |
122.26 |
122.26 |
S2 |
122.26 |
122.26 |
122.26 |
|
S3 |
122.26 |
122.26 |
122.26 |
|
S4 |
122.26 |
122.26 |
122.26 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.61 |
124.32 |
122.94 |
|
R3 |
123.85 |
123.56 |
122.73 |
|
R2 |
123.09 |
123.09 |
122.66 |
|
R1 |
122.80 |
122.80 |
122.59 |
122.95 |
PP |
122.33 |
122.33 |
122.33 |
122.40 |
S1 |
122.04 |
122.04 |
122.45 |
122.19 |
S2 |
121.57 |
121.57 |
122.38 |
|
S3 |
120.81 |
121.28 |
122.31 |
|
S4 |
120.05 |
120.52 |
122.10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.26 |
2.618 |
122.26 |
1.618 |
122.26 |
1.000 |
122.26 |
0.618 |
122.26 |
HIGH |
122.26 |
0.618 |
122.26 |
0.500 |
122.26 |
0.382 |
122.26 |
LOW |
122.26 |
0.618 |
122.26 |
1.000 |
122.26 |
1.618 |
122.26 |
2.618 |
122.26 |
4.250 |
122.26 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
122.26 |
122.39 |
PP |
122.26 |
122.35 |
S1 |
122.26 |
122.30 |
|