Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
123.95 |
124.15 |
0.20 |
0.2% |
122.50 |
| High |
124.36 |
124.45 |
0.09 |
0.1% |
123.89 |
| Low |
123.89 |
123.99 |
0.10 |
0.1% |
122.34 |
| Close |
124.13 |
124.28 |
0.15 |
0.1% |
123.09 |
| Range |
0.47 |
0.46 |
-0.01 |
-2.1% |
1.55 |
| ATR |
0.73 |
0.71 |
-0.02 |
-2.6% |
0.00 |
| Volume |
968,016 |
782,826 |
-185,190 |
-19.1% |
3,414,198 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.62 |
125.41 |
124.53 |
|
| R3 |
125.16 |
124.95 |
124.41 |
|
| R2 |
124.70 |
124.70 |
124.36 |
|
| R1 |
124.49 |
124.49 |
124.32 |
124.60 |
| PP |
124.24 |
124.24 |
124.24 |
124.29 |
| S1 |
124.03 |
124.03 |
124.24 |
124.14 |
| S2 |
123.78 |
123.78 |
124.20 |
|
| S3 |
123.32 |
123.57 |
124.15 |
|
| S4 |
122.86 |
123.11 |
124.03 |
|
|
| 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 |
124.45 |
122.64 |
1.81 |
1.5% |
0.67 |
0.5% |
91% |
True |
False |
736,394 |
| 10 |
124.45 |
122.29 |
2.16 |
1.7% |
0.61 |
0.5% |
92% |
True |
False |
774,561 |
| 20 |
124.45 |
122.29 |
2.16 |
1.7% |
0.60 |
0.5% |
92% |
True |
False |
811,501 |
| 40 |
126.52 |
122.29 |
4.23 |
3.4% |
0.70 |
0.6% |
47% |
False |
False |
720,104 |
| 60 |
127.89 |
122.29 |
5.60 |
4.5% |
0.73 |
0.6% |
36% |
False |
False |
614,843 |
| 80 |
131.05 |
122.29 |
8.76 |
7.0% |
0.76 |
0.6% |
23% |
False |
False |
462,438 |
| 100 |
132.49 |
122.29 |
10.20 |
8.2% |
0.71 |
0.6% |
20% |
False |
False |
370,088 |
| 120 |
132.49 |
122.29 |
10.20 |
8.2% |
0.71 |
0.6% |
20% |
False |
False |
308,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.41 |
|
2.618 |
125.65 |
|
1.618 |
125.19 |
|
1.000 |
124.91 |
|
0.618 |
124.73 |
|
HIGH |
124.45 |
|
0.618 |
124.27 |
|
0.500 |
124.22 |
|
0.382 |
124.17 |
|
LOW |
123.99 |
|
0.618 |
123.71 |
|
1.000 |
123.53 |
|
1.618 |
123.25 |
|
2.618 |
122.79 |
|
4.250 |
122.04 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.26 |
124.10 |
| PP |
124.24 |
123.91 |
| S1 |
124.22 |
123.73 |
|