Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
124.37 |
123.64 |
-0.73 |
-0.6% |
123.95 |
High |
124.49 |
123.67 |
-0.82 |
-0.7% |
124.60 |
Low |
123.68 |
122.66 |
-1.02 |
-0.8% |
123.89 |
Close |
123.87 |
122.87 |
-1.00 |
-0.8% |
124.32 |
Range |
0.81 |
1.01 |
0.20 |
24.7% |
0.71 |
ATR |
0.67 |
0.71 |
0.04 |
5.8% |
0.00 |
Volume |
991,283 |
0 |
-991,283 |
-100.0% |
3,254,912 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.10 |
125.49 |
123.43 |
|
R3 |
125.09 |
124.48 |
123.15 |
|
R2 |
124.08 |
124.08 |
123.06 |
|
R1 |
123.47 |
123.47 |
122.96 |
123.27 |
PP |
123.07 |
123.07 |
123.07 |
122.97 |
S1 |
122.46 |
122.46 |
122.78 |
122.26 |
S2 |
122.06 |
122.06 |
122.68 |
|
S3 |
121.05 |
121.45 |
122.59 |
|
S4 |
120.04 |
120.44 |
122.31 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.40 |
126.07 |
124.71 |
|
R3 |
125.69 |
125.36 |
124.52 |
|
R2 |
124.98 |
124.98 |
124.45 |
|
R1 |
124.65 |
124.65 |
124.39 |
124.82 |
PP |
124.27 |
124.27 |
124.27 |
124.35 |
S1 |
123.94 |
123.94 |
124.25 |
124.11 |
S2 |
123.56 |
123.56 |
124.19 |
|
S3 |
122.85 |
123.23 |
124.12 |
|
S4 |
122.14 |
122.52 |
123.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.52 |
122.66 |
1.86 |
1.5% |
0.66 |
0.5% |
11% |
False |
True |
746,501 |
10 |
124.60 |
122.66 |
1.94 |
1.6% |
0.63 |
0.5% |
11% |
False |
True |
716,491 |
20 |
124.60 |
122.29 |
2.31 |
1.9% |
0.61 |
0.5% |
25% |
False |
False |
778,160 |
40 |
126.52 |
122.29 |
4.23 |
3.4% |
0.68 |
0.6% |
14% |
False |
False |
790,684 |
60 |
126.52 |
122.29 |
4.23 |
3.4% |
0.70 |
0.6% |
14% |
False |
False |
677,239 |
80 |
131.05 |
122.29 |
8.76 |
7.1% |
0.75 |
0.6% |
7% |
False |
False |
519,342 |
100 |
132.49 |
122.29 |
10.20 |
8.3% |
0.71 |
0.6% |
6% |
False |
False |
415,661 |
120 |
132.49 |
122.29 |
10.20 |
8.3% |
0.70 |
0.6% |
6% |
False |
False |
346,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.96 |
2.618 |
126.31 |
1.618 |
125.30 |
1.000 |
124.68 |
0.618 |
124.29 |
HIGH |
123.67 |
0.618 |
123.28 |
0.500 |
123.17 |
0.382 |
123.05 |
LOW |
122.66 |
0.618 |
122.04 |
1.000 |
121.65 |
1.618 |
121.03 |
2.618 |
120.02 |
4.250 |
118.37 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
123.17 |
123.58 |
PP |
123.07 |
123.34 |
S1 |
122.97 |
123.11 |
|