Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
122.84 |
122.86 |
0.02 |
0.0% |
121.95 |
| High |
123.13 |
122.93 |
-0.20 |
-0.2% |
123.13 |
| Low |
122.77 |
122.55 |
-0.22 |
-0.2% |
121.89 |
| Close |
122.98 |
122.88 |
-0.10 |
-0.1% |
122.88 |
| Range |
0.36 |
0.38 |
0.02 |
5.6% |
1.24 |
| ATR |
0.55 |
0.54 |
-0.01 |
-1.6% |
0.00 |
| Volume |
12,822 |
14,493 |
1,671 |
13.0% |
63,461 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.93 |
123.78 |
123.09 |
|
| R3 |
123.55 |
123.40 |
122.98 |
|
| R2 |
123.17 |
123.17 |
122.95 |
|
| R1 |
123.02 |
123.02 |
122.91 |
123.10 |
| PP |
122.79 |
122.79 |
122.79 |
122.82 |
| S1 |
122.64 |
122.64 |
122.85 |
122.72 |
| S2 |
122.41 |
122.41 |
122.81 |
|
| S3 |
122.03 |
122.26 |
122.78 |
|
| S4 |
121.65 |
121.88 |
122.67 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.35 |
125.86 |
123.56 |
|
| R3 |
125.11 |
124.62 |
123.22 |
|
| R2 |
123.87 |
123.87 |
123.11 |
|
| R1 |
123.38 |
123.38 |
122.99 |
123.63 |
| PP |
122.63 |
122.63 |
122.63 |
122.76 |
| S1 |
122.14 |
122.14 |
122.77 |
122.39 |
| S2 |
121.39 |
121.39 |
122.65 |
|
| S3 |
120.15 |
120.90 |
122.54 |
|
| S4 |
118.91 |
119.66 |
122.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.13 |
121.89 |
1.24 |
1.0% |
0.42 |
0.3% |
80% |
False |
False |
12,692 |
| 10 |
123.13 |
121.00 |
2.13 |
1.7% |
0.50 |
0.4% |
88% |
False |
False |
9,756 |
| 20 |
123.13 |
120.92 |
2.21 |
1.8% |
0.48 |
0.4% |
89% |
False |
False |
6,729 |
| 40 |
124.97 |
120.92 |
4.05 |
3.3% |
0.52 |
0.4% |
48% |
False |
False |
3,561 |
| 60 |
126.27 |
120.92 |
5.35 |
4.4% |
0.46 |
0.4% |
37% |
False |
False |
2,403 |
| 80 |
129.76 |
120.92 |
8.84 |
7.2% |
0.35 |
0.3% |
22% |
False |
False |
1,827 |
| 100 |
131.01 |
120.92 |
10.09 |
8.2% |
0.28 |
0.2% |
19% |
False |
False |
1,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.55 |
|
2.618 |
123.92 |
|
1.618 |
123.54 |
|
1.000 |
123.31 |
|
0.618 |
123.16 |
|
HIGH |
122.93 |
|
0.618 |
122.78 |
|
0.500 |
122.74 |
|
0.382 |
122.70 |
|
LOW |
122.55 |
|
0.618 |
122.32 |
|
1.000 |
122.17 |
|
1.618 |
121.94 |
|
2.618 |
121.56 |
|
4.250 |
120.94 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.83 |
122.87 |
| PP |
122.79 |
122.85 |
| S1 |
122.74 |
122.84 |
|