Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
123.73 |
123.95 |
0.22 |
0.2% |
122.50 |
| High |
123.89 |
124.36 |
0.47 |
0.4% |
123.89 |
| Low |
123.00 |
123.89 |
0.89 |
0.7% |
122.34 |
| Close |
123.09 |
124.13 |
1.04 |
0.8% |
123.09 |
| Range |
0.89 |
0.47 |
-0.42 |
-47.2% |
1.55 |
| ATR |
0.69 |
0.73 |
0.04 |
6.0% |
0.00 |
| Volume |
0 |
968,016 |
968,016 |
|
3,414,198 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.54 |
125.30 |
124.39 |
|
| R3 |
125.07 |
124.83 |
124.26 |
|
| R2 |
124.60 |
124.60 |
124.22 |
|
| R1 |
124.36 |
124.36 |
124.17 |
124.48 |
| PP |
124.13 |
124.13 |
124.13 |
124.19 |
| S1 |
123.89 |
123.89 |
124.09 |
124.01 |
| S2 |
123.66 |
123.66 |
124.04 |
|
| S3 |
123.19 |
123.42 |
124.00 |
|
| S4 |
122.72 |
122.95 |
123.87 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.76 |
126.97 |
123.94 |
|
| R3 |
126.21 |
125.42 |
123.52 |
|
| R2 |
124.66 |
124.66 |
123.37 |
|
| R1 |
123.87 |
123.87 |
123.23 |
124.27 |
| PP |
123.11 |
123.11 |
123.11 |
123.30 |
| S1 |
122.32 |
122.32 |
122.95 |
122.72 |
| S2 |
121.56 |
121.56 |
122.81 |
|
| S3 |
120.01 |
120.77 |
122.66 |
|
| S4 |
118.46 |
119.22 |
122.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.36 |
122.34 |
2.02 |
1.6% |
0.67 |
0.5% |
89% |
True |
False |
746,461 |
| 10 |
124.36 |
122.29 |
2.07 |
1.7% |
0.62 |
0.5% |
89% |
True |
False |
776,723 |
| 20 |
124.36 |
122.29 |
2.07 |
1.7% |
0.61 |
0.5% |
89% |
True |
False |
815,698 |
| 40 |
126.52 |
122.29 |
4.23 |
3.4% |
0.70 |
0.6% |
43% |
False |
False |
706,238 |
| 60 |
127.89 |
122.29 |
5.60 |
4.5% |
0.73 |
0.6% |
33% |
False |
False |
601,935 |
| 80 |
131.05 |
122.29 |
8.76 |
7.1% |
0.76 |
0.6% |
21% |
False |
False |
452,654 |
| 100 |
132.49 |
122.29 |
10.20 |
8.2% |
0.71 |
0.6% |
18% |
False |
False |
362,281 |
| 120 |
132.49 |
122.29 |
10.20 |
8.2% |
0.71 |
0.6% |
18% |
False |
False |
301,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.36 |
|
2.618 |
125.59 |
|
1.618 |
125.12 |
|
1.000 |
124.83 |
|
0.618 |
124.65 |
|
HIGH |
124.36 |
|
0.618 |
124.18 |
|
0.500 |
124.13 |
|
0.382 |
124.07 |
|
LOW |
123.89 |
|
0.618 |
123.60 |
|
1.000 |
123.42 |
|
1.618 |
123.13 |
|
2.618 |
122.66 |
|
4.250 |
121.89 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.13 |
123.98 |
| PP |
124.13 |
123.83 |
| S1 |
124.13 |
123.68 |
|