Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
121.23 |
121.76 |
0.53 |
0.4% |
121.01 |
| High |
122.00 |
122.41 |
0.41 |
0.3% |
121.60 |
| Low |
121.23 |
121.76 |
0.53 |
0.4% |
120.92 |
| Close |
121.65 |
122.32 |
0.67 |
0.6% |
121.38 |
| Range |
0.77 |
0.65 |
-0.12 |
-15.6% |
0.68 |
| ATR |
0.53 |
0.54 |
0.02 |
3.2% |
0.00 |
| Volume |
5,400 |
2,142 |
-3,258 |
-60.3% |
23,194 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.11 |
123.87 |
122.68 |
|
| R3 |
123.46 |
123.22 |
122.50 |
|
| R2 |
122.81 |
122.81 |
122.44 |
|
| R1 |
122.57 |
122.57 |
122.38 |
122.69 |
| PP |
122.16 |
122.16 |
122.16 |
122.23 |
| S1 |
121.92 |
121.92 |
122.26 |
122.04 |
| S2 |
121.51 |
121.51 |
122.20 |
|
| S3 |
120.86 |
121.27 |
122.14 |
|
| S4 |
120.21 |
120.62 |
121.96 |
|
|
| 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 |
122.41 |
121.00 |
1.41 |
1.2% |
0.53 |
0.4% |
94% |
True |
False |
4,209 |
| 10 |
122.41 |
120.92 |
1.49 |
1.2% |
0.48 |
0.4% |
94% |
True |
False |
4,594 |
| 20 |
122.90 |
120.92 |
1.98 |
1.6% |
0.47 |
0.4% |
71% |
False |
False |
3,088 |
| 40 |
124.97 |
120.92 |
4.05 |
3.3% |
0.51 |
0.4% |
35% |
False |
False |
1,624 |
| 60 |
128.13 |
120.92 |
7.21 |
5.9% |
0.42 |
0.3% |
19% |
False |
False |
1,119 |
| 80 |
129.76 |
120.92 |
8.84 |
7.2% |
0.31 |
0.3% |
16% |
False |
False |
872 |
| 100 |
131.02 |
120.92 |
10.10 |
8.3% |
0.25 |
0.2% |
14% |
False |
False |
730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.17 |
|
2.618 |
124.11 |
|
1.618 |
123.46 |
|
1.000 |
123.06 |
|
0.618 |
122.81 |
|
HIGH |
122.41 |
|
0.618 |
122.16 |
|
0.500 |
122.09 |
|
0.382 |
122.01 |
|
LOW |
121.76 |
|
0.618 |
121.36 |
|
1.000 |
121.11 |
|
1.618 |
120.71 |
|
2.618 |
120.06 |
|
4.250 |
119.00 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.24 |
122.12 |
| PP |
122.16 |
121.91 |
| S1 |
122.09 |
121.71 |
|