Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121.59 |
122.15 |
0.56 |
0.5% |
121.37 |
| High |
121.98 |
123.05 |
1.07 |
0.9% |
122.15 |
| Low |
121.39 |
122.15 |
0.76 |
0.6% |
120.90 |
| Close |
121.85 |
122.66 |
0.81 |
0.7% |
122.04 |
| Range |
0.59 |
0.90 |
0.31 |
52.5% |
1.25 |
| ATR |
0.37 |
0.43 |
0.06 |
16.3% |
0.00 |
| Volume |
19 |
538 |
519 |
2,731.6% |
242 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.32 |
124.89 |
123.16 |
|
| R3 |
124.42 |
123.99 |
122.91 |
|
| R2 |
123.52 |
123.52 |
122.83 |
|
| R1 |
123.09 |
123.09 |
122.74 |
123.31 |
| PP |
122.62 |
122.62 |
122.62 |
122.73 |
| S1 |
122.19 |
122.19 |
122.58 |
122.41 |
| S2 |
121.72 |
121.72 |
122.50 |
|
| S3 |
120.82 |
121.29 |
122.41 |
|
| S4 |
119.92 |
120.39 |
122.17 |
|
|
| 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 |
126.88 |
|
2.618 |
125.41 |
|
1.618 |
124.51 |
|
1.000 |
123.95 |
|
0.618 |
123.61 |
|
HIGH |
123.05 |
|
0.618 |
122.71 |
|
0.500 |
122.60 |
|
0.382 |
122.49 |
|
LOW |
122.15 |
|
0.618 |
121.59 |
|
1.000 |
121.25 |
|
1.618 |
120.69 |
|
2.618 |
119.79 |
|
4.250 |
118.33 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.64 |
122.51 |
| PP |
122.62 |
122.37 |
| S1 |
122.60 |
122.22 |
|