Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121.73 |
122.06 |
0.33 |
0.3% |
121.37 |
| High |
121.83 |
122.15 |
0.32 |
0.3% |
122.15 |
| Low |
121.50 |
122.06 |
0.56 |
0.5% |
120.90 |
| Close |
121.71 |
122.04 |
0.33 |
0.3% |
122.04 |
| Range |
0.33 |
0.09 |
-0.24 |
-72.7% |
1.25 |
| ATR |
0.34 |
0.34 |
0.01 |
2.2% |
0.00 |
| Volume |
10 |
8 |
-2 |
-20.0% |
242 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.35 |
122.29 |
122.09 |
|
| R3 |
122.26 |
122.20 |
122.06 |
|
| R2 |
122.17 |
122.17 |
122.06 |
|
| R1 |
122.11 |
122.11 |
122.05 |
122.10 |
| PP |
122.08 |
122.08 |
122.08 |
122.08 |
| S1 |
122.02 |
122.02 |
122.03 |
122.01 |
| S2 |
121.99 |
121.99 |
122.02 |
|
| S3 |
121.90 |
121.93 |
122.02 |
|
| S4 |
121.81 |
121.84 |
121.99 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.45 |
124.99 |
122.73 |
|
| R3 |
124.20 |
123.74 |
122.38 |
|
| R2 |
122.95 |
122.95 |
122.27 |
|
| R1 |
122.49 |
122.49 |
122.15 |
122.72 |
| PP |
121.70 |
121.70 |
121.70 |
121.81 |
| S1 |
121.24 |
121.24 |
121.93 |
121.47 |
| S2 |
120.45 |
120.45 |
121.81 |
|
| S3 |
119.20 |
119.99 |
121.70 |
|
| S4 |
117.95 |
118.74 |
121.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.53 |
|
2.618 |
122.39 |
|
1.618 |
122.30 |
|
1.000 |
122.24 |
|
0.618 |
122.21 |
|
HIGH |
122.15 |
|
0.618 |
122.12 |
|
0.500 |
122.11 |
|
0.382 |
122.09 |
|
LOW |
122.06 |
|
0.618 |
122.00 |
|
1.000 |
121.97 |
|
1.618 |
121.91 |
|
2.618 |
121.82 |
|
4.250 |
121.68 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.11 |
121.92 |
| PP |
122.08 |
121.79 |
| S1 |
122.06 |
121.67 |
|