Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
122.50 |
122.51 |
0.01 |
0.0% |
122.45 |
| High |
122.88 |
122.80 |
-0.08 |
-0.1% |
123.12 |
| Low |
122.42 |
122.34 |
-0.08 |
-0.1% |
122.29 |
| Close |
122.67 |
122.68 |
0.01 |
0.0% |
122.78 |
| Range |
0.46 |
0.46 |
0.00 |
0.0% |
0.83 |
| ATR |
0.67 |
0.66 |
-0.02 |
-2.2% |
0.00 |
| Volume |
649,907 |
833,159 |
183,252 |
28.2% |
3,950,043 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.99 |
123.79 |
122.93 |
|
| R3 |
123.53 |
123.33 |
122.81 |
|
| R2 |
123.07 |
123.07 |
122.76 |
|
| R1 |
122.87 |
122.87 |
122.72 |
122.97 |
| PP |
122.61 |
122.61 |
122.61 |
122.66 |
| S1 |
122.41 |
122.41 |
122.64 |
122.51 |
| S2 |
122.15 |
122.15 |
122.60 |
|
| S3 |
121.69 |
121.95 |
122.55 |
|
| S4 |
121.23 |
121.49 |
122.43 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.22 |
124.83 |
123.24 |
|
| R3 |
124.39 |
124.00 |
123.01 |
|
| R2 |
123.56 |
123.56 |
122.93 |
|
| R1 |
123.17 |
123.17 |
122.86 |
123.37 |
| PP |
122.73 |
122.73 |
122.73 |
122.83 |
| S1 |
122.34 |
122.34 |
122.70 |
122.54 |
| S2 |
121.90 |
121.90 |
122.63 |
|
| S3 |
121.07 |
121.51 |
122.55 |
|
| S4 |
120.24 |
120.68 |
122.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.01 |
122.29 |
0.72 |
0.6% |
0.55 |
0.4% |
54% |
False |
False |
812,727 |
| 10 |
123.33 |
122.29 |
1.04 |
0.8% |
0.57 |
0.5% |
38% |
False |
False |
814,394 |
| 20 |
124.50 |
122.29 |
2.21 |
1.8% |
0.60 |
0.5% |
18% |
False |
False |
743,004 |
| 40 |
126.52 |
122.29 |
4.23 |
3.4% |
0.70 |
0.6% |
9% |
False |
False |
673,214 |
| 60 |
129.14 |
122.29 |
6.85 |
5.6% |
0.75 |
0.6% |
6% |
False |
False |
554,431 |
| 80 |
131.05 |
122.29 |
8.76 |
7.1% |
0.74 |
0.6% |
4% |
False |
False |
416,459 |
| 100 |
132.49 |
122.29 |
10.20 |
8.3% |
0.71 |
0.6% |
4% |
False |
False |
333,304 |
| 120 |
133.16 |
122.29 |
10.87 |
8.9% |
0.70 |
0.6% |
4% |
False |
False |
277,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.76 |
|
2.618 |
124.00 |
|
1.618 |
123.54 |
|
1.000 |
123.26 |
|
0.618 |
123.08 |
|
HIGH |
122.80 |
|
0.618 |
122.62 |
|
0.500 |
122.57 |
|
0.382 |
122.52 |
|
LOW |
122.34 |
|
0.618 |
122.06 |
|
1.000 |
121.88 |
|
1.618 |
121.60 |
|
2.618 |
121.14 |
|
4.250 |
120.39 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.64 |
122.68 |
| PP |
122.61 |
122.68 |
| S1 |
122.57 |
122.68 |
|