Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
122.86 |
122.95 |
0.09 |
0.1% |
121.95 |
| High |
122.93 |
123.07 |
0.14 |
0.1% |
123.13 |
| Low |
122.55 |
122.52 |
-0.03 |
0.0% |
121.89 |
| Close |
122.88 |
122.67 |
-0.21 |
-0.2% |
122.88 |
| Range |
0.38 |
0.55 |
0.17 |
44.7% |
1.24 |
| ATR |
0.54 |
0.54 |
0.00 |
0.1% |
0.00 |
| Volume |
14,493 |
35,333 |
20,840 |
143.8% |
63,461 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.40 |
124.09 |
122.97 |
|
| R3 |
123.85 |
123.54 |
122.82 |
|
| R2 |
123.30 |
123.30 |
122.77 |
|
| R1 |
122.99 |
122.99 |
122.72 |
122.87 |
| PP |
122.75 |
122.75 |
122.75 |
122.70 |
| S1 |
122.44 |
122.44 |
122.62 |
122.32 |
| S2 |
122.20 |
122.20 |
122.57 |
|
| S3 |
121.65 |
121.89 |
122.52 |
|
| S4 |
121.10 |
121.34 |
122.37 |
|
|
| 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 |
122.50 |
0.63 |
0.5% |
0.43 |
0.3% |
27% |
False |
False |
18,231 |
| 10 |
123.13 |
121.00 |
2.13 |
1.7% |
0.52 |
0.4% |
78% |
False |
False |
12,532 |
| 20 |
123.13 |
120.92 |
2.21 |
1.8% |
0.49 |
0.4% |
79% |
False |
False |
8,448 |
| 40 |
124.97 |
120.92 |
4.05 |
3.3% |
0.52 |
0.4% |
43% |
False |
False |
4,444 |
| 60 |
126.02 |
120.92 |
5.10 |
4.2% |
0.47 |
0.4% |
34% |
False |
False |
2,990 |
| 80 |
129.76 |
120.92 |
8.84 |
7.2% |
0.36 |
0.3% |
20% |
False |
False |
2,268 |
| 100 |
131.01 |
120.92 |
10.09 |
8.2% |
0.28 |
0.2% |
17% |
False |
False |
1,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.41 |
|
2.618 |
124.51 |
|
1.618 |
123.96 |
|
1.000 |
123.62 |
|
0.618 |
123.41 |
|
HIGH |
123.07 |
|
0.618 |
122.86 |
|
0.500 |
122.80 |
|
0.382 |
122.73 |
|
LOW |
122.52 |
|
0.618 |
122.18 |
|
1.000 |
121.97 |
|
1.618 |
121.63 |
|
2.618 |
121.08 |
|
4.250 |
120.18 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.80 |
122.83 |
| PP |
122.75 |
122.77 |
| S1 |
122.71 |
122.72 |
|