Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121.88 |
121.75 |
-0.13 |
-0.1% |
121.85 |
| High |
121.88 |
121.75 |
-0.13 |
-0.1% |
122.61 |
| Low |
121.88 |
120.85 |
-1.03 |
-0.8% |
121.85 |
| Close |
122.01 |
121.02 |
-0.99 |
-0.8% |
122.52 |
| Range |
0.00 |
0.90 |
0.90 |
|
0.76 |
| ATR |
0.27 |
0.33 |
0.06 |
23.9% |
0.00 |
| Volume |
1 |
501 |
500 |
50,000.0% |
381 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.91 |
123.36 |
121.52 |
|
| R3 |
123.01 |
122.46 |
121.27 |
|
| R2 |
122.11 |
122.11 |
121.19 |
|
| R1 |
121.56 |
121.56 |
121.10 |
121.39 |
| PP |
121.21 |
121.21 |
121.21 |
121.12 |
| S1 |
120.66 |
120.66 |
120.94 |
120.49 |
| S2 |
120.31 |
120.31 |
120.86 |
|
| S3 |
119.41 |
119.76 |
120.77 |
|
| S4 |
118.51 |
118.86 |
120.53 |
|
|
| 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 |
125.58 |
|
2.618 |
124.11 |
|
1.618 |
123.21 |
|
1.000 |
122.65 |
|
0.618 |
122.31 |
|
HIGH |
121.75 |
|
0.618 |
121.41 |
|
0.500 |
121.30 |
|
0.382 |
121.19 |
|
LOW |
120.85 |
|
0.618 |
120.29 |
|
1.000 |
119.95 |
|
1.618 |
119.39 |
|
2.618 |
118.49 |
|
4.250 |
117.03 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.30 |
121.56 |
| PP |
121.21 |
121.38 |
| S1 |
121.11 |
121.20 |
|