Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 21-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
21-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
122.30 |
121.95 |
-0.35 |
-0.3% |
121.07 |
| High |
122.40 |
122.40 |
0.00 |
0.0% |
122.41 |
| Low |
121.66 |
121.89 |
0.23 |
0.2% |
121.00 |
| Close |
121.65 |
122.31 |
0.66 |
0.5% |
121.65 |
| Range |
0.74 |
0.51 |
-0.23 |
-31.1% |
1.41 |
| ATR |
0.56 |
0.57 |
0.01 |
2.5% |
0.00 |
| Volume |
14,069 |
7,635 |
-6,434 |
-45.7% |
34,105 |
|
| Daily Pivots for day following 21-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.73 |
123.53 |
122.59 |
|
| R3 |
123.22 |
123.02 |
122.45 |
|
| R2 |
122.71 |
122.71 |
122.40 |
|
| R1 |
122.51 |
122.51 |
122.36 |
122.61 |
| PP |
122.20 |
122.20 |
122.20 |
122.25 |
| S1 |
122.00 |
122.00 |
122.26 |
122.10 |
| S2 |
121.69 |
121.69 |
122.22 |
|
| S3 |
121.18 |
121.49 |
122.17 |
|
| S4 |
120.67 |
120.98 |
122.03 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.92 |
125.19 |
122.43 |
|
| R3 |
124.51 |
123.78 |
122.04 |
|
| R2 |
123.10 |
123.10 |
121.91 |
|
| R1 |
122.37 |
122.37 |
121.78 |
122.74 |
| PP |
121.69 |
121.69 |
121.69 |
121.87 |
| S1 |
120.96 |
120.96 |
121.52 |
121.33 |
| S2 |
120.28 |
120.28 |
121.39 |
|
| S3 |
118.87 |
119.55 |
121.26 |
|
| S4 |
117.46 |
118.14 |
120.87 |
|
|
| 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% |
0.61 |
0.5% |
93% |
False |
False |
6,833 |
| 10 |
122.41 |
120.92 |
1.49 |
1.2% |
0.53 |
0.4% |
93% |
False |
False |
6,227 |
| 20 |
122.90 |
120.92 |
1.98 |
1.6% |
0.51 |
0.4% |
70% |
False |
False |
3,997 |
| 40 |
124.97 |
120.92 |
4.05 |
3.3% |
0.53 |
0.4% |
34% |
False |
False |
2,166 |
| 60 |
127.27 |
120.92 |
6.35 |
5.2% |
0.44 |
0.4% |
22% |
False |
False |
1,477 |
| 80 |
129.76 |
120.92 |
8.84 |
7.2% |
0.33 |
0.3% |
16% |
False |
False |
1,133 |
| 100 |
131.02 |
120.92 |
10.10 |
8.3% |
0.26 |
0.2% |
14% |
False |
False |
944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.57 |
|
2.618 |
123.74 |
|
1.618 |
123.23 |
|
1.000 |
122.91 |
|
0.618 |
122.72 |
|
HIGH |
122.40 |
|
0.618 |
122.21 |
|
0.500 |
122.15 |
|
0.382 |
122.08 |
|
LOW |
121.89 |
|
0.618 |
121.57 |
|
1.000 |
121.38 |
|
1.618 |
121.06 |
|
2.618 |
120.55 |
|
4.250 |
119.72 |
|
|
| Fisher Pivots for day following 21-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.26 |
122.22 |
| PP |
122.20 |
122.13 |
| S1 |
122.15 |
122.04 |
|