Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
121.07 |
121.12 |
0.05 |
0.0% |
121.01 |
| High |
121.45 |
121.37 |
-0.08 |
-0.1% |
121.60 |
| Low |
121.07 |
121.00 |
-0.07 |
-0.1% |
120.92 |
| Close |
121.26 |
121.27 |
0.01 |
0.0% |
121.38 |
| Range |
0.38 |
0.37 |
-0.01 |
-2.6% |
0.68 |
| ATR |
0.52 |
0.51 |
-0.01 |
-2.0% |
0.00 |
| Volume |
7,573 |
4,921 |
-2,652 |
-35.0% |
23,194 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.32 |
122.17 |
121.47 |
|
| R3 |
121.95 |
121.80 |
121.37 |
|
| R2 |
121.58 |
121.58 |
121.34 |
|
| R1 |
121.43 |
121.43 |
121.30 |
121.51 |
| PP |
121.21 |
121.21 |
121.21 |
121.25 |
| S1 |
121.06 |
121.06 |
121.24 |
121.14 |
| S2 |
120.84 |
120.84 |
121.20 |
|
| S3 |
120.47 |
120.69 |
121.17 |
|
| S4 |
120.10 |
120.32 |
121.07 |
|
|
| 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% |
51% |
False |
False |
5,568 |
| 10 |
121.86 |
120.92 |
0.94 |
0.8% |
0.45 |
0.4% |
37% |
False |
False |
4,715 |
| 20 |
122.94 |
120.92 |
2.02 |
1.7% |
0.46 |
0.4% |
17% |
False |
False |
2,759 |
| 40 |
124.97 |
120.92 |
4.05 |
3.3% |
0.49 |
0.4% |
9% |
False |
False |
1,436 |
| 60 |
128.13 |
120.92 |
7.21 |
5.9% |
0.39 |
0.3% |
5% |
False |
False |
999 |
| 80 |
129.76 |
120.92 |
8.84 |
7.3% |
0.30 |
0.2% |
4% |
False |
False |
798 |
| 100 |
131.02 |
120.92 |
10.10 |
8.3% |
0.24 |
0.2% |
3% |
False |
False |
656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.94 |
|
2.618 |
122.34 |
|
1.618 |
121.97 |
|
1.000 |
121.74 |
|
0.618 |
121.60 |
|
HIGH |
121.37 |
|
0.618 |
121.23 |
|
0.500 |
121.19 |
|
0.382 |
121.14 |
|
LOW |
121.00 |
|
0.618 |
120.77 |
|
1.000 |
120.63 |
|
1.618 |
120.40 |
|
2.618 |
120.03 |
|
4.250 |
119.43 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.24 |
121.30 |
| PP |
121.21 |
121.29 |
| S1 |
121.19 |
121.28 |
|