Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
122.88 |
122.83 |
-0.05 |
0.0% |
121.89 |
| High |
123.69 |
123.92 |
0.23 |
0.2% |
122.63 |
| Low |
122.82 |
122.66 |
-0.16 |
-0.1% |
121.32 |
| Close |
123.02 |
123.65 |
0.63 |
0.5% |
122.36 |
| Range |
0.87 |
1.26 |
0.39 |
44.8% |
1.31 |
| ATR |
0.67 |
0.72 |
0.04 |
6.2% |
0.00 |
| Volume |
1,353,756 |
1,262,722 |
-91,034 |
-6.7% |
4,363,938 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.19 |
126.68 |
124.34 |
|
| R3 |
125.93 |
125.42 |
124.00 |
|
| R2 |
124.67 |
124.67 |
123.88 |
|
| R1 |
124.16 |
124.16 |
123.77 |
124.42 |
| PP |
123.41 |
123.41 |
123.41 |
123.54 |
| S1 |
122.90 |
122.90 |
123.53 |
123.16 |
| S2 |
122.15 |
122.15 |
123.42 |
|
| S3 |
120.89 |
121.64 |
123.30 |
|
| S4 |
119.63 |
120.38 |
122.96 |
|
|
| 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 |
123.92 |
121.70 |
2.22 |
1.8% |
0.79 |
0.6% |
88% |
True |
False |
1,100,633 |
| 10 |
123.92 |
121.12 |
2.80 |
2.3% |
0.71 |
0.6% |
90% |
True |
False |
870,649 |
| 20 |
123.92 |
121.12 |
2.80 |
2.3% |
0.63 |
0.5% |
90% |
True |
False |
457,102 |
| 40 |
123.92 |
120.92 |
3.00 |
2.4% |
0.55 |
0.4% |
91% |
True |
False |
230,065 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.54 |
0.4% |
67% |
False |
False |
153,414 |
| 80 |
128.13 |
120.92 |
7.21 |
5.8% |
0.46 |
0.4% |
38% |
False |
False |
115,089 |
| 100 |
129.76 |
120.92 |
8.84 |
7.1% |
0.37 |
0.3% |
31% |
False |
False |
92,105 |
| 120 |
131.02 |
120.92 |
10.10 |
8.2% |
0.31 |
0.2% |
27% |
False |
False |
76,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.28 |
|
2.618 |
127.22 |
|
1.618 |
125.96 |
|
1.000 |
125.18 |
|
0.618 |
124.70 |
|
HIGH |
123.92 |
|
0.618 |
123.44 |
|
0.500 |
123.29 |
|
0.382 |
123.14 |
|
LOW |
122.66 |
|
0.618 |
121.88 |
|
1.000 |
121.40 |
|
1.618 |
120.62 |
|
2.618 |
119.36 |
|
4.250 |
117.31 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123.53 |
123.37 |
| PP |
123.41 |
123.09 |
| S1 |
123.29 |
122.81 |
|