Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
122.48 |
121.96 |
-0.52 |
-0.4% |
122.50 |
| High |
122.74 |
122.17 |
-0.57 |
-0.5% |
122.74 |
| Low |
122.01 |
121.72 |
-0.29 |
-0.2% |
121.72 |
| Close |
122.20 |
122.03 |
-0.17 |
-0.1% |
122.03 |
| Range |
0.73 |
0.45 |
-0.28 |
-38.4% |
1.02 |
| ATR |
0.69 |
0.67 |
-0.01 |
-2.2% |
0.00 |
| Volume |
860,755 |
681,796 |
-178,959 |
-20.8% |
4,245,360 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.32 |
123.13 |
122.28 |
|
| R3 |
122.87 |
122.68 |
122.15 |
|
| R2 |
122.42 |
122.42 |
122.11 |
|
| R1 |
122.23 |
122.23 |
122.07 |
122.33 |
| PP |
121.97 |
121.97 |
121.97 |
122.02 |
| S1 |
121.78 |
121.78 |
121.99 |
121.88 |
| S2 |
121.52 |
121.52 |
121.95 |
|
| S3 |
121.07 |
121.33 |
121.91 |
|
| S4 |
120.62 |
120.88 |
121.78 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.22 |
124.65 |
122.59 |
|
| R3 |
124.20 |
123.63 |
122.31 |
|
| R2 |
123.18 |
123.18 |
122.22 |
|
| R1 |
122.61 |
122.61 |
122.12 |
122.39 |
| PP |
122.16 |
122.16 |
122.16 |
122.05 |
| S1 |
121.59 |
121.59 |
121.94 |
121.37 |
| S2 |
121.14 |
121.14 |
121.84 |
|
| S3 |
120.12 |
120.57 |
121.75 |
|
| S4 |
119.10 |
119.55 |
121.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.74 |
121.72 |
1.02 |
0.8% |
0.52 |
0.4% |
30% |
False |
True |
849,072 |
| 10 |
123.92 |
121.70 |
2.22 |
1.8% |
0.71 |
0.6% |
15% |
False |
False |
983,697 |
| 20 |
123.92 |
121.12 |
2.80 |
2.3% |
0.66 |
0.5% |
33% |
False |
False |
765,772 |
| 40 |
123.92 |
120.92 |
3.00 |
2.5% |
0.57 |
0.5% |
37% |
False |
False |
386,250 |
| 60 |
124.97 |
120.92 |
4.05 |
3.3% |
0.56 |
0.5% |
27% |
False |
False |
257,631 |
| 80 |
126.27 |
120.92 |
5.35 |
4.4% |
0.51 |
0.4% |
21% |
False |
False |
193,245 |
| 100 |
129.76 |
120.92 |
8.84 |
7.2% |
0.41 |
0.3% |
13% |
False |
False |
154,616 |
| 120 |
131.01 |
120.92 |
10.09 |
8.3% |
0.34 |
0.3% |
11% |
False |
False |
128,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.08 |
|
2.618 |
123.35 |
|
1.618 |
122.90 |
|
1.000 |
122.62 |
|
0.618 |
122.45 |
|
HIGH |
122.17 |
|
0.618 |
122.00 |
|
0.500 |
121.95 |
|
0.382 |
121.89 |
|
LOW |
121.72 |
|
0.618 |
121.44 |
|
1.000 |
121.27 |
|
1.618 |
120.99 |
|
2.618 |
120.54 |
|
4.250 |
119.81 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.00 |
122.23 |
| PP |
121.97 |
122.16 |
| S1 |
121.95 |
122.10 |
|