Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121.20 |
121.73 |
0.53 |
0.4% |
122.32 |
| High |
121.30 |
121.83 |
0.53 |
0.4% |
122.32 |
| Low |
121.19 |
121.50 |
0.31 |
0.3% |
120.85 |
| Close |
121.20 |
121.71 |
0.51 |
0.4% |
121.30 |
| Range |
0.11 |
0.33 |
0.22 |
200.0% |
1.47 |
| ATR |
0.31 |
0.34 |
0.02 |
7.2% |
0.00 |
| Volume |
24 |
10 |
-14 |
-58.3% |
745 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.67 |
122.52 |
121.89 |
|
| R3 |
122.34 |
122.19 |
121.80 |
|
| R2 |
122.01 |
122.01 |
121.77 |
|
| R1 |
121.86 |
121.86 |
121.74 |
121.77 |
| PP |
121.68 |
121.68 |
121.68 |
121.64 |
| S1 |
121.53 |
121.53 |
121.68 |
121.44 |
| S2 |
121.35 |
121.35 |
121.65 |
|
| S3 |
121.02 |
121.20 |
121.62 |
|
| S4 |
120.69 |
120.87 |
121.53 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.90 |
125.07 |
122.11 |
|
| R3 |
124.43 |
123.60 |
121.70 |
|
| R2 |
122.96 |
122.96 |
121.57 |
|
| R1 |
122.13 |
122.13 |
121.43 |
121.81 |
| PP |
121.49 |
121.49 |
121.49 |
121.33 |
| S1 |
120.66 |
120.66 |
121.17 |
120.34 |
| S2 |
120.02 |
120.02 |
121.03 |
|
| S3 |
118.55 |
119.19 |
120.90 |
|
| S4 |
117.08 |
117.72 |
120.49 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.23 |
|
2.618 |
122.69 |
|
1.618 |
122.36 |
|
1.000 |
122.16 |
|
0.618 |
122.03 |
|
HIGH |
121.83 |
|
0.618 |
121.70 |
|
0.500 |
121.67 |
|
0.382 |
121.63 |
|
LOW |
121.50 |
|
0.618 |
121.30 |
|
1.000 |
121.17 |
|
1.618 |
120.97 |
|
2.618 |
120.64 |
|
4.250 |
120.10 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.70 |
121.60 |
| PP |
121.68 |
121.48 |
| S1 |
121.67 |
121.37 |
|