Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
121.60 |
121.01 |
-0.59 |
-0.5% |
122.31 |
| High |
121.60 |
121.28 |
-0.32 |
-0.3% |
122.43 |
| Low |
121.20 |
120.92 |
-0.28 |
-0.2% |
121.22 |
| Close |
121.41 |
120.94 |
-0.47 |
-0.4% |
121.24 |
| Range |
0.40 |
0.36 |
-0.04 |
-10.0% |
1.21 |
| ATR |
0.52 |
0.52 |
0.00 |
-0.5% |
0.00 |
| Volume |
5,180 |
12,748 |
7,568 |
146.1% |
13,822 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.13 |
121.89 |
121.14 |
|
| R3 |
121.77 |
121.53 |
121.04 |
|
| R2 |
121.41 |
121.41 |
121.01 |
|
| R1 |
121.17 |
121.17 |
120.97 |
121.11 |
| PP |
121.05 |
121.05 |
121.05 |
121.02 |
| S1 |
120.81 |
120.81 |
120.91 |
120.75 |
| S2 |
120.69 |
120.69 |
120.87 |
|
| S3 |
120.33 |
120.45 |
120.84 |
|
| S4 |
119.97 |
120.09 |
120.74 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.26 |
124.46 |
121.91 |
|
| R3 |
124.05 |
123.25 |
121.57 |
|
| R2 |
122.84 |
122.84 |
121.46 |
|
| R1 |
122.04 |
122.04 |
121.35 |
121.84 |
| PP |
121.63 |
121.63 |
121.63 |
121.53 |
| S1 |
120.83 |
120.83 |
121.13 |
120.63 |
| S2 |
120.42 |
120.42 |
121.02 |
|
| S3 |
119.21 |
119.62 |
120.91 |
|
| S4 |
118.00 |
118.41 |
120.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.80 |
120.92 |
0.88 |
0.7% |
0.42 |
0.3% |
2% |
False |
True |
5,378 |
| 10 |
122.45 |
120.92 |
1.53 |
1.3% |
0.46 |
0.4% |
1% |
False |
True |
3,469 |
| 20 |
123.58 |
120.92 |
2.66 |
2.2% |
0.47 |
0.4% |
1% |
False |
True |
2,094 |
| 40 |
124.97 |
120.92 |
4.05 |
3.3% |
0.50 |
0.4% |
0% |
False |
True |
1,068 |
| 60 |
128.13 |
120.92 |
7.21 |
6.0% |
0.36 |
0.3% |
0% |
False |
True |
753 |
| 80 |
129.76 |
120.92 |
8.84 |
7.3% |
0.27 |
0.2% |
0% |
False |
True |
617 |
| 100 |
131.39 |
120.92 |
10.47 |
8.7% |
0.22 |
0.2% |
0% |
False |
True |
511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.81 |
|
2.618 |
122.22 |
|
1.618 |
121.86 |
|
1.000 |
121.64 |
|
0.618 |
121.50 |
|
HIGH |
121.28 |
|
0.618 |
121.14 |
|
0.500 |
121.10 |
|
0.382 |
121.06 |
|
LOW |
120.92 |
|
0.618 |
120.70 |
|
1.000 |
120.56 |
|
1.618 |
120.34 |
|
2.618 |
119.98 |
|
4.250 |
119.39 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.10 |
121.26 |
| PP |
121.05 |
121.15 |
| S1 |
120.99 |
121.05 |
|