Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
122.50 |
122.18 |
-0.32 |
-0.3% |
122.39 |
| High |
122.55 |
122.24 |
-0.31 |
-0.3% |
123.92 |
| Low |
122.09 |
121.79 |
-0.30 |
-0.2% |
121.70 |
| Close |
122.17 |
122.02 |
-0.15 |
-0.1% |
122.63 |
| Range |
0.46 |
0.45 |
-0.01 |
-2.2% |
2.22 |
| ATR |
0.71 |
0.70 |
-0.02 |
-2.6% |
0.00 |
| Volume |
702,622 |
881,685 |
179,063 |
25.5% |
5,591,616 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.37 |
123.14 |
122.27 |
|
| R3 |
122.92 |
122.69 |
122.14 |
|
| R2 |
122.47 |
122.47 |
122.10 |
|
| R1 |
122.24 |
122.24 |
122.06 |
122.13 |
| PP |
122.02 |
122.02 |
122.02 |
121.96 |
| S1 |
121.79 |
121.79 |
121.98 |
121.68 |
| S2 |
121.57 |
121.57 |
121.94 |
|
| S3 |
121.12 |
121.34 |
121.90 |
|
| S4 |
120.67 |
120.89 |
121.77 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.41 |
128.24 |
123.85 |
|
| R3 |
127.19 |
126.02 |
123.24 |
|
| R2 |
124.97 |
124.97 |
123.04 |
|
| R1 |
123.80 |
123.80 |
122.83 |
124.39 |
| PP |
122.75 |
122.75 |
122.75 |
123.04 |
| S1 |
121.58 |
121.58 |
122.43 |
122.17 |
| S2 |
120.53 |
120.53 |
122.22 |
|
| S3 |
118.31 |
119.36 |
122.02 |
|
| S4 |
116.09 |
117.14 |
121.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.92 |
121.79 |
2.13 |
1.7% |
0.75 |
0.6% |
11% |
False |
True |
970,949 |
| 10 |
123.92 |
121.42 |
2.50 |
2.0% |
0.68 |
0.6% |
24% |
False |
False |
978,931 |
| 20 |
123.92 |
121.12 |
2.80 |
2.3% |
0.63 |
0.5% |
32% |
False |
False |
634,860 |
| 40 |
123.92 |
120.92 |
3.00 |
2.5% |
0.57 |
0.5% |
37% |
False |
False |
319,742 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.56 |
0.5% |
27% |
False |
False |
213,281 |
| 80 |
127.27 |
120.92 |
6.35 |
5.2% |
0.49 |
0.4% |
17% |
False |
False |
159,985 |
| 100 |
129.76 |
120.92 |
8.84 |
7.2% |
0.39 |
0.3% |
12% |
False |
False |
128,008 |
| 120 |
131.02 |
120.92 |
10.10 |
8.3% |
0.33 |
0.3% |
11% |
False |
False |
106,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.15 |
|
2.618 |
123.42 |
|
1.618 |
122.97 |
|
1.000 |
122.69 |
|
0.618 |
122.52 |
|
HIGH |
122.24 |
|
0.618 |
122.07 |
|
0.500 |
122.02 |
|
0.382 |
121.96 |
|
LOW |
121.79 |
|
0.618 |
121.51 |
|
1.000 |
121.34 |
|
1.618 |
121.06 |
|
2.618 |
120.61 |
|
4.250 |
119.88 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.02 |
122.50 |
| PP |
122.02 |
122.34 |
| S1 |
122.02 |
122.18 |
|