Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
122.51 |
122.65 |
0.14 |
0.1% |
122.45 |
| High |
122.80 |
123.44 |
0.64 |
0.5% |
123.12 |
| Low |
122.34 |
122.64 |
0.30 |
0.2% |
122.29 |
| Close |
122.68 |
123.07 |
0.39 |
0.3% |
122.78 |
| Range |
0.46 |
0.80 |
0.34 |
73.9% |
0.83 |
| ATR |
0.66 |
0.67 |
0.01 |
1.6% |
0.00 |
| Volume |
833,159 |
1,078,066 |
244,907 |
29.4% |
3,950,043 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.45 |
125.06 |
123.51 |
|
| R3 |
124.65 |
124.26 |
123.29 |
|
| R2 |
123.85 |
123.85 |
123.22 |
|
| R1 |
123.46 |
123.46 |
123.14 |
123.66 |
| PP |
123.05 |
123.05 |
123.05 |
123.15 |
| S1 |
122.66 |
122.66 |
123.00 |
122.86 |
| S2 |
122.25 |
122.25 |
122.92 |
|
| S3 |
121.45 |
121.86 |
122.85 |
|
| S4 |
120.65 |
121.06 |
122.63 |
|
|
| 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 |
123.44 |
122.29 |
1.15 |
0.9% |
0.59 |
0.5% |
68% |
True |
False |
851,372 |
| 10 |
123.44 |
122.29 |
1.15 |
0.9% |
0.59 |
0.5% |
68% |
True |
False |
839,830 |
| 20 |
124.50 |
122.29 |
2.21 |
1.8% |
0.61 |
0.5% |
35% |
False |
False |
759,406 |
| 40 |
126.52 |
122.29 |
4.23 |
3.4% |
0.70 |
0.6% |
18% |
False |
False |
688,591 |
| 60 |
129.14 |
122.29 |
6.85 |
5.6% |
0.76 |
0.6% |
11% |
False |
False |
572,362 |
| 80 |
131.05 |
122.29 |
8.76 |
7.1% |
0.75 |
0.6% |
9% |
False |
False |
429,925 |
| 100 |
132.49 |
122.29 |
10.20 |
8.3% |
0.71 |
0.6% |
8% |
False |
False |
344,079 |
| 120 |
133.16 |
122.29 |
10.87 |
8.8% |
0.71 |
0.6% |
7% |
False |
False |
286,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.84 |
|
2.618 |
125.53 |
|
1.618 |
124.73 |
|
1.000 |
124.24 |
|
0.618 |
123.93 |
|
HIGH |
123.44 |
|
0.618 |
123.13 |
|
0.500 |
123.04 |
|
0.382 |
122.95 |
|
LOW |
122.64 |
|
0.618 |
122.15 |
|
1.000 |
121.84 |
|
1.618 |
121.35 |
|
2.618 |
120.55 |
|
4.250 |
119.24 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123.06 |
123.01 |
| PP |
123.05 |
122.95 |
| S1 |
123.04 |
122.89 |
|