Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
122.39 |
122.88 |
0.49 |
0.4% |
121.89 |
| High |
122.53 |
123.69 |
1.16 |
0.9% |
122.63 |
| Low |
121.70 |
122.82 |
1.12 |
0.9% |
121.32 |
| Close |
122.19 |
123.02 |
0.83 |
0.7% |
122.36 |
| Range |
0.83 |
0.87 |
0.04 |
4.8% |
1.31 |
| ATR |
0.61 |
0.67 |
0.06 |
10.4% |
0.00 |
| Volume |
967,422 |
1,353,756 |
386,334 |
39.9% |
4,363,938 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.79 |
125.27 |
123.50 |
|
| R3 |
124.92 |
124.40 |
123.26 |
|
| R2 |
124.05 |
124.05 |
123.18 |
|
| R1 |
123.53 |
123.53 |
123.10 |
123.79 |
| PP |
123.18 |
123.18 |
123.18 |
123.31 |
| S1 |
122.66 |
122.66 |
122.94 |
122.92 |
| S2 |
122.31 |
122.31 |
122.86 |
|
| S3 |
121.44 |
121.79 |
122.78 |
|
| S4 |
120.57 |
120.92 |
122.54 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.03 |
125.51 |
123.08 |
|
| R3 |
124.72 |
124.20 |
122.72 |
|
| R2 |
123.41 |
123.41 |
122.60 |
|
| R1 |
122.89 |
122.89 |
122.48 |
123.15 |
| PP |
122.10 |
122.10 |
122.10 |
122.24 |
| S1 |
121.58 |
121.58 |
122.24 |
121.84 |
| S2 |
120.79 |
120.79 |
122.12 |
|
| S3 |
119.48 |
120.27 |
122.00 |
|
| S4 |
118.17 |
118.96 |
121.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.69 |
121.42 |
2.27 |
1.8% |
0.60 |
0.5% |
70% |
True |
False |
986,914 |
| 10 |
123.69 |
121.12 |
2.57 |
2.1% |
0.67 |
0.5% |
74% |
True |
False |
766,026 |
| 20 |
123.69 |
121.12 |
2.57 |
2.1% |
0.60 |
0.5% |
74% |
True |
False |
394,236 |
| 40 |
123.69 |
120.92 |
2.77 |
2.3% |
0.53 |
0.4% |
76% |
True |
False |
198,497 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.53 |
0.4% |
52% |
False |
False |
132,369 |
| 80 |
128.13 |
120.92 |
7.21 |
5.9% |
0.45 |
0.4% |
29% |
False |
False |
99,308 |
| 100 |
129.76 |
120.92 |
8.84 |
7.2% |
0.36 |
0.3% |
24% |
False |
False |
79,485 |
| 120 |
131.02 |
120.92 |
10.10 |
8.2% |
0.30 |
0.2% |
21% |
False |
False |
66,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.39 |
|
2.618 |
125.97 |
|
1.618 |
125.10 |
|
1.000 |
124.56 |
|
0.618 |
124.23 |
|
HIGH |
123.69 |
|
0.618 |
123.36 |
|
0.500 |
123.26 |
|
0.382 |
123.15 |
|
LOW |
122.82 |
|
0.618 |
122.28 |
|
1.000 |
121.95 |
|
1.618 |
121.41 |
|
2.618 |
120.54 |
|
4.250 |
119.12 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123.26 |
122.91 |
| PP |
123.18 |
122.80 |
| S1 |
123.10 |
122.70 |
|