Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120.95 |
121.37 |
0.42 |
0.3% |
122.32 |
| High |
120.95 |
121.37 |
0.42 |
0.3% |
122.32 |
| Low |
120.95 |
120.96 |
0.01 |
0.0% |
120.85 |
| Close |
121.30 |
121.18 |
-0.12 |
-0.1% |
121.30 |
| Range |
0.00 |
0.41 |
0.41 |
|
1.47 |
| ATR |
0.31 |
0.32 |
0.01 |
2.2% |
0.00 |
| Volume |
3 |
198 |
195 |
6,500.0% |
745 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.40 |
122.20 |
121.41 |
|
| R3 |
121.99 |
121.79 |
121.29 |
|
| R2 |
121.58 |
121.58 |
121.26 |
|
| R1 |
121.38 |
121.38 |
121.22 |
121.28 |
| PP |
121.17 |
121.17 |
121.17 |
121.12 |
| S1 |
120.97 |
120.97 |
121.14 |
120.87 |
| S2 |
120.76 |
120.76 |
121.10 |
|
| S3 |
120.35 |
120.56 |
121.07 |
|
| S4 |
119.94 |
120.15 |
120.95 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.90 |
125.07 |
122.11 |
|
| R3 |
124.43 |
123.60 |
121.70 |
|
| R2 |
122.96 |
122.96 |
121.57 |
|
| R1 |
122.13 |
122.13 |
121.43 |
121.81 |
| PP |
121.49 |
121.49 |
121.49 |
121.33 |
| S1 |
120.66 |
120.66 |
121.17 |
120.34 |
| S2 |
120.02 |
120.02 |
121.03 |
|
| S3 |
118.55 |
119.19 |
120.90 |
|
| S4 |
117.08 |
117.72 |
120.49 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.11 |
|
2.618 |
122.44 |
|
1.618 |
122.03 |
|
1.000 |
121.78 |
|
0.618 |
121.62 |
|
HIGH |
121.37 |
|
0.618 |
121.21 |
|
0.500 |
121.17 |
|
0.382 |
121.12 |
|
LOW |
120.96 |
|
0.618 |
120.71 |
|
1.000 |
120.55 |
|
1.618 |
120.30 |
|
2.618 |
119.89 |
|
4.250 |
119.22 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.18 |
121.30 |
| PP |
121.17 |
121.26 |
| S1 |
121.17 |
121.22 |
|