Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
123.00 |
122.75 |
-0.25 |
-0.2% |
121.59 |
| High |
123.04 |
122.77 |
-0.27 |
-0.2% |
123.50 |
| Low |
122.50 |
122.29 |
-0.21 |
-0.2% |
121.39 |
| Close |
122.47 |
122.27 |
-0.20 |
-0.2% |
122.27 |
| Range |
0.54 |
0.48 |
-0.06 |
-11.1% |
2.11 |
| ATR |
0.48 |
0.48 |
0.00 |
-0.1% |
0.00 |
| Volume |
29 |
18 |
-11 |
-37.9% |
878 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.88 |
123.56 |
122.53 |
|
| R3 |
123.40 |
123.08 |
122.40 |
|
| R2 |
122.92 |
122.92 |
122.36 |
|
| R1 |
122.60 |
122.60 |
122.31 |
122.52 |
| PP |
122.44 |
122.44 |
122.44 |
122.41 |
| S1 |
122.12 |
122.12 |
122.23 |
122.04 |
| S2 |
121.96 |
121.96 |
122.18 |
|
| S3 |
121.48 |
121.64 |
122.14 |
|
| S4 |
121.00 |
121.16 |
122.01 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.72 |
127.60 |
123.43 |
|
| R3 |
126.61 |
125.49 |
122.85 |
|
| R2 |
124.50 |
124.50 |
122.66 |
|
| R1 |
123.38 |
123.38 |
122.46 |
123.94 |
| PP |
122.39 |
122.39 |
122.39 |
122.67 |
| S1 |
121.27 |
121.27 |
122.08 |
121.83 |
| S2 |
120.28 |
120.28 |
121.88 |
|
| S3 |
118.17 |
119.16 |
121.69 |
|
| S4 |
116.06 |
117.05 |
121.11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.81 |
|
2.618 |
124.03 |
|
1.618 |
123.55 |
|
1.000 |
123.25 |
|
0.618 |
123.07 |
|
HIGH |
122.77 |
|
0.618 |
122.59 |
|
0.500 |
122.53 |
|
0.382 |
122.47 |
|
LOW |
122.29 |
|
0.618 |
121.99 |
|
1.000 |
121.81 |
|
1.618 |
121.51 |
|
2.618 |
121.03 |
|
4.250 |
120.25 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.53 |
122.90 |
| PP |
122.44 |
122.69 |
| S1 |
122.36 |
122.48 |
|