Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
122.06 |
121.59 |
-0.47 |
-0.4% |
121.37 |
| High |
122.15 |
121.98 |
-0.17 |
-0.1% |
122.15 |
| Low |
122.06 |
121.39 |
-0.67 |
-0.5% |
120.90 |
| Close |
122.04 |
121.85 |
-0.19 |
-0.2% |
122.04 |
| Range |
0.09 |
0.59 |
0.50 |
555.6% |
1.25 |
| ATR |
0.34 |
0.37 |
0.02 |
6.4% |
0.00 |
| Volume |
8 |
19 |
11 |
137.5% |
242 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.51 |
123.27 |
122.17 |
|
| R3 |
122.92 |
122.68 |
122.01 |
|
| R2 |
122.33 |
122.33 |
121.96 |
|
| R1 |
122.09 |
122.09 |
121.90 |
122.21 |
| PP |
121.74 |
121.74 |
121.74 |
121.80 |
| S1 |
121.50 |
121.50 |
121.80 |
121.62 |
| S2 |
121.15 |
121.15 |
121.74 |
|
| S3 |
120.56 |
120.91 |
121.69 |
|
| S4 |
119.97 |
120.32 |
121.53 |
|
|
| 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 |
124.49 |
|
2.618 |
123.52 |
|
1.618 |
122.93 |
|
1.000 |
122.57 |
|
0.618 |
122.34 |
|
HIGH |
121.98 |
|
0.618 |
121.75 |
|
0.500 |
121.69 |
|
0.382 |
121.62 |
|
LOW |
121.39 |
|
0.618 |
121.03 |
|
1.000 |
120.80 |
|
1.618 |
120.44 |
|
2.618 |
119.85 |
|
4.250 |
118.88 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.80 |
121.82 |
| PP |
121.74 |
121.80 |
| S1 |
121.69 |
121.77 |
|