Euro Bund Future June 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 |
122.23 |
122.39 |
0.16 |
0.1% |
121.89 |
High |
122.63 |
122.53 |
-0.10 |
-0.1% |
122.63 |
Low |
122.18 |
121.70 |
-0.48 |
-0.4% |
121.32 |
Close |
122.36 |
122.19 |
-0.17 |
-0.1% |
122.36 |
Range |
0.45 |
0.83 |
0.38 |
84.4% |
1.31 |
ATR |
0.59 |
0.61 |
0.02 |
2.8% |
0.00 |
Volume |
953,590 |
967,422 |
13,832 |
1.5% |
4,363,938 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.63 |
124.24 |
122.65 |
|
R3 |
123.80 |
123.41 |
122.42 |
|
R2 |
122.97 |
122.97 |
122.34 |
|
R1 |
122.58 |
122.58 |
122.27 |
122.36 |
PP |
122.14 |
122.14 |
122.14 |
122.03 |
S1 |
121.75 |
121.75 |
122.11 |
121.53 |
S2 |
121.31 |
121.31 |
122.04 |
|
S3 |
120.48 |
120.92 |
121.96 |
|
S4 |
119.65 |
120.09 |
121.73 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.03 |
125.51 |
123.08 |
|
R3 |
124.72 |
124.20 |
122.72 |
|
R2 |
123.41 |
123.41 |
122.60 |
|
R1 |
122.89 |
122.89 |
122.48 |
123.15 |
PP |
122.10 |
122.10 |
122.10 |
122.24 |
S1 |
121.58 |
121.58 |
122.24 |
121.84 |
S2 |
120.79 |
120.79 |
122.12 |
|
S3 |
119.48 |
120.27 |
122.00 |
|
S4 |
118.17 |
118.96 |
121.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.63 |
121.41 |
1.22 |
1.0% |
0.52 |
0.4% |
64% |
False |
False |
861,586 |
10 |
123.04 |
121.12 |
1.92 |
1.6% |
0.63 |
0.5% |
56% |
False |
False |
641,055 |
20 |
123.13 |
121.00 |
2.13 |
1.7% |
0.58 |
0.5% |
56% |
False |
False |
326,794 |
40 |
123.26 |
120.92 |
2.34 |
1.9% |
0.53 |
0.4% |
54% |
False |
False |
164,654 |
60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.52 |
0.4% |
31% |
False |
False |
109,807 |
80 |
128.13 |
120.92 |
7.21 |
5.9% |
0.43 |
0.4% |
18% |
False |
False |
82,387 |
100 |
129.76 |
120.92 |
8.84 |
7.2% |
0.35 |
0.3% |
14% |
False |
False |
65,951 |
120 |
131.02 |
120.92 |
10.10 |
8.3% |
0.29 |
0.2% |
13% |
False |
False |
54,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.06 |
2.618 |
124.70 |
1.618 |
123.87 |
1.000 |
123.36 |
0.618 |
123.04 |
HIGH |
122.53 |
0.618 |
122.21 |
0.500 |
122.12 |
0.382 |
122.02 |
LOW |
121.70 |
0.618 |
121.19 |
1.000 |
120.87 |
1.618 |
120.36 |
2.618 |
119.53 |
4.250 |
118.17 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
122.17 |
122.18 |
PP |
122.14 |
122.17 |
S1 |
122.12 |
122.17 |
|