Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
121.20 |
121.11 |
-0.09 |
-0.1% |
121.01 |
| High |
121.53 |
121.60 |
0.07 |
0.1% |
121.60 |
| Low |
120.94 |
121.11 |
0.17 |
0.1% |
120.92 |
| Close |
121.03 |
121.38 |
0.35 |
0.3% |
121.38 |
| Range |
0.59 |
0.49 |
-0.10 |
-16.9% |
0.68 |
| ATR |
0.53 |
0.53 |
0.00 |
0.6% |
0.00 |
| Volume |
1,590 |
1,012 |
-578 |
-36.4% |
23,194 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.83 |
122.60 |
121.65 |
|
| R3 |
122.34 |
122.11 |
121.51 |
|
| R2 |
121.85 |
121.85 |
121.47 |
|
| R1 |
121.62 |
121.62 |
121.42 |
121.74 |
| PP |
121.36 |
121.36 |
121.36 |
121.42 |
| S1 |
121.13 |
121.13 |
121.34 |
121.25 |
| S2 |
120.87 |
120.87 |
121.29 |
|
| S3 |
120.38 |
120.64 |
121.25 |
|
| S4 |
119.89 |
120.15 |
121.11 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.34 |
123.04 |
121.75 |
|
| R3 |
122.66 |
122.36 |
121.57 |
|
| R2 |
121.98 |
121.98 |
121.50 |
|
| R1 |
121.68 |
121.68 |
121.44 |
121.83 |
| PP |
121.30 |
121.30 |
121.30 |
121.38 |
| S1 |
121.00 |
121.00 |
121.32 |
121.15 |
| S2 |
120.62 |
120.62 |
121.26 |
|
| S3 |
119.94 |
120.32 |
121.19 |
|
| S4 |
119.26 |
119.64 |
121.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.60 |
120.92 |
0.68 |
0.6% |
0.44 |
0.4% |
68% |
True |
False |
4,638 |
| 10 |
122.43 |
120.92 |
1.51 |
1.2% |
0.45 |
0.4% |
30% |
False |
False |
3,701 |
| 20 |
123.50 |
120.92 |
2.58 |
2.1% |
0.48 |
0.4% |
18% |
False |
False |
2,146 |
| 40 |
124.97 |
120.92 |
4.05 |
3.3% |
0.49 |
0.4% |
11% |
False |
False |
1,126 |
| 60 |
128.13 |
120.92 |
7.21 |
5.9% |
0.38 |
0.3% |
6% |
False |
False |
791 |
| 80 |
129.76 |
120.92 |
8.84 |
7.3% |
0.29 |
0.2% |
5% |
False |
False |
647 |
| 100 |
131.39 |
120.92 |
10.47 |
8.6% |
0.23 |
0.2% |
4% |
False |
False |
536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.68 |
|
2.618 |
122.88 |
|
1.618 |
122.39 |
|
1.000 |
122.09 |
|
0.618 |
121.90 |
|
HIGH |
121.60 |
|
0.618 |
121.41 |
|
0.500 |
121.36 |
|
0.382 |
121.30 |
|
LOW |
121.11 |
|
0.618 |
120.81 |
|
1.000 |
120.62 |
|
1.618 |
120.32 |
|
2.618 |
119.83 |
|
4.250 |
119.03 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.37 |
121.34 |
| PP |
121.36 |
121.30 |
| S1 |
121.36 |
121.26 |
|