Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
122.45 |
122.76 |
0.31 |
0.3% |
123.71 |
| High |
122.92 |
123.12 |
0.20 |
0.2% |
123.94 |
| Low |
122.42 |
122.55 |
0.13 |
0.1% |
122.58 |
| Close |
122.86 |
122.82 |
-0.04 |
0.0% |
122.65 |
| Range |
0.50 |
0.57 |
0.07 |
14.0% |
1.36 |
| ATR |
0.71 |
0.70 |
-0.01 |
-1.4% |
0.00 |
| Volume |
565,025 |
804,446 |
239,421 |
42.4% |
4,432,333 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.54 |
124.25 |
123.13 |
|
| R3 |
123.97 |
123.68 |
122.98 |
|
| R2 |
123.40 |
123.40 |
122.92 |
|
| R1 |
123.11 |
123.11 |
122.87 |
123.26 |
| PP |
122.83 |
122.83 |
122.83 |
122.90 |
| S1 |
122.54 |
122.54 |
122.77 |
122.69 |
| S2 |
122.26 |
122.26 |
122.72 |
|
| S3 |
121.69 |
121.97 |
122.66 |
|
| S4 |
121.12 |
121.40 |
122.51 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.14 |
126.25 |
123.40 |
|
| R3 |
125.78 |
124.89 |
123.02 |
|
| R2 |
124.42 |
124.42 |
122.90 |
|
| R1 |
123.53 |
123.53 |
122.77 |
123.30 |
| PP |
123.06 |
123.06 |
123.06 |
122.94 |
| S1 |
122.17 |
122.17 |
122.53 |
121.94 |
| S2 |
121.70 |
121.70 |
122.40 |
|
| S3 |
120.34 |
120.81 |
122.28 |
|
| S4 |
118.98 |
119.45 |
121.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.33 |
122.42 |
0.91 |
0.7% |
0.59 |
0.5% |
44% |
False |
False |
816,060 |
| 10 |
124.13 |
122.42 |
1.71 |
1.4% |
0.60 |
0.5% |
23% |
False |
False |
848,442 |
| 20 |
126.47 |
122.42 |
4.05 |
3.3% |
0.68 |
0.6% |
10% |
False |
False |
792,500 |
| 40 |
126.52 |
122.42 |
4.10 |
3.3% |
0.72 |
0.6% |
10% |
False |
False |
642,758 |
| 60 |
130.69 |
122.42 |
8.27 |
6.7% |
0.78 |
0.6% |
5% |
False |
False |
487,211 |
| 80 |
131.42 |
122.42 |
9.00 |
7.3% |
0.75 |
0.6% |
4% |
False |
False |
365,730 |
| 100 |
132.49 |
122.42 |
10.07 |
8.2% |
0.72 |
0.6% |
4% |
False |
False |
292,678 |
| 120 |
133.16 |
122.42 |
10.74 |
8.7% |
0.69 |
0.6% |
4% |
False |
False |
243,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.54 |
|
2.618 |
124.61 |
|
1.618 |
124.04 |
|
1.000 |
123.69 |
|
0.618 |
123.47 |
|
HIGH |
123.12 |
|
0.618 |
122.90 |
|
0.500 |
122.84 |
|
0.382 |
122.77 |
|
LOW |
122.55 |
|
0.618 |
122.20 |
|
1.000 |
121.98 |
|
1.618 |
121.63 |
|
2.618 |
121.06 |
|
4.250 |
120.13 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.84 |
122.81 |
| PP |
122.83 |
122.80 |
| S1 |
122.83 |
122.79 |
|