Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
121.10 |
121.11 |
0.01 |
0.0% |
121.67 |
| High |
121.16 |
121.20 |
0.04 |
0.0% |
121.89 |
| Low |
120.73 |
120.84 |
0.11 |
0.1% |
120.73 |
| Close |
121.00 |
121.17 |
0.17 |
0.1% |
121.00 |
| Range |
0.43 |
0.36 |
-0.07 |
-16.3% |
1.16 |
| ATR |
0.63 |
0.61 |
-0.02 |
-3.1% |
0.00 |
| Volume |
888,943 |
578,857 |
-310,086 |
-34.9% |
4,090,999 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.15 |
122.02 |
121.37 |
|
| R3 |
121.79 |
121.66 |
121.27 |
|
| R2 |
121.43 |
121.43 |
121.24 |
|
| R1 |
121.30 |
121.30 |
121.20 |
121.37 |
| PP |
121.07 |
121.07 |
121.07 |
121.10 |
| S1 |
120.94 |
120.94 |
121.14 |
121.01 |
| S2 |
120.71 |
120.71 |
121.10 |
|
| S3 |
120.35 |
120.58 |
121.07 |
|
| S4 |
119.99 |
120.22 |
120.97 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.69 |
124.00 |
121.64 |
|
| R3 |
123.53 |
122.84 |
121.32 |
|
| R2 |
122.37 |
122.37 |
121.21 |
|
| R1 |
121.68 |
121.68 |
121.11 |
121.45 |
| PP |
121.21 |
121.21 |
121.21 |
121.09 |
| S1 |
120.52 |
120.52 |
120.89 |
120.29 |
| S2 |
120.05 |
120.05 |
120.79 |
|
| S3 |
118.89 |
119.36 |
120.68 |
|
| S4 |
117.73 |
118.20 |
120.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.86 |
120.73 |
1.13 |
0.9% |
0.46 |
0.4% |
39% |
False |
False |
797,152 |
| 10 |
122.74 |
120.73 |
2.01 |
1.7% |
0.49 |
0.4% |
22% |
False |
False |
821,259 |
| 20 |
123.92 |
120.73 |
3.19 |
2.6% |
0.58 |
0.5% |
14% |
False |
False |
892,367 |
| 40 |
123.92 |
120.73 |
3.19 |
2.6% |
0.57 |
0.5% |
14% |
False |
False |
502,584 |
| 60 |
124.90 |
120.73 |
4.17 |
3.4% |
0.55 |
0.5% |
11% |
False |
False |
335,456 |
| 80 |
124.97 |
120.73 |
4.24 |
3.5% |
0.53 |
0.4% |
10% |
False |
False |
251,603 |
| 100 |
128.66 |
120.73 |
7.93 |
6.5% |
0.44 |
0.4% |
6% |
False |
False |
201,309 |
| 120 |
129.76 |
120.73 |
9.03 |
7.5% |
0.37 |
0.3% |
5% |
False |
False |
167,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.73 |
|
2.618 |
122.14 |
|
1.618 |
121.78 |
|
1.000 |
121.56 |
|
0.618 |
121.42 |
|
HIGH |
121.20 |
|
0.618 |
121.06 |
|
0.500 |
121.02 |
|
0.382 |
120.98 |
|
LOW |
120.84 |
|
0.618 |
120.62 |
|
1.000 |
120.48 |
|
1.618 |
120.26 |
|
2.618 |
119.90 |
|
4.250 |
119.31 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.12 |
121.17 |
| PP |
121.07 |
121.17 |
| S1 |
121.02 |
121.17 |
|