Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
120.35 |
120.68 |
0.33 |
0.3% |
121.11 |
| High |
120.80 |
121.11 |
0.31 |
0.3% |
121.23 |
| Low |
120.20 |
120.57 |
0.37 |
0.3% |
119.95 |
| Close |
120.47 |
120.69 |
0.22 |
0.2% |
120.04 |
| Range |
0.60 |
0.54 |
-0.06 |
-10.0% |
1.28 |
| ATR |
0.58 |
0.59 |
0.00 |
0.7% |
0.00 |
| Volume |
866,969 |
1,046,236 |
179,267 |
20.7% |
4,100,106 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.41 |
122.09 |
120.99 |
|
| R3 |
121.87 |
121.55 |
120.84 |
|
| R2 |
121.33 |
121.33 |
120.79 |
|
| R1 |
121.01 |
121.01 |
120.74 |
121.17 |
| PP |
120.79 |
120.79 |
120.79 |
120.87 |
| S1 |
120.47 |
120.47 |
120.64 |
120.63 |
| S2 |
120.25 |
120.25 |
120.59 |
|
| S3 |
119.71 |
119.93 |
120.54 |
|
| S4 |
119.17 |
119.39 |
120.39 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.25 |
123.42 |
120.74 |
|
| R3 |
122.97 |
122.14 |
120.39 |
|
| R2 |
121.69 |
121.69 |
120.27 |
|
| R1 |
120.86 |
120.86 |
120.16 |
120.64 |
| PP |
120.41 |
120.41 |
120.41 |
120.29 |
| S1 |
119.58 |
119.58 |
119.92 |
119.36 |
| S2 |
119.13 |
119.13 |
119.81 |
|
| S3 |
117.85 |
118.30 |
119.69 |
|
| S4 |
116.57 |
117.02 |
119.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.11 |
119.86 |
1.25 |
1.0% |
0.51 |
0.4% |
66% |
True |
False |
852,534 |
| 10 |
121.23 |
119.86 |
1.37 |
1.1% |
0.47 |
0.4% |
61% |
False |
False |
841,198 |
| 20 |
123.21 |
119.86 |
3.35 |
2.8% |
0.50 |
0.4% |
25% |
False |
False |
837,055 |
| 40 |
123.92 |
119.86 |
4.06 |
3.4% |
0.57 |
0.5% |
20% |
False |
False |
675,175 |
| 60 |
123.92 |
119.86 |
4.06 |
3.4% |
0.54 |
0.4% |
20% |
False |
False |
451,146 |
| 80 |
124.97 |
119.86 |
5.11 |
4.2% |
0.54 |
0.4% |
16% |
False |
False |
338,399 |
| 100 |
128.13 |
119.86 |
8.27 |
6.9% |
0.48 |
0.4% |
10% |
False |
False |
270,741 |
| 120 |
129.76 |
119.86 |
9.90 |
8.2% |
0.40 |
0.3% |
8% |
False |
False |
225,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.41 |
|
2.618 |
122.52 |
|
1.618 |
121.98 |
|
1.000 |
121.65 |
|
0.618 |
121.44 |
|
HIGH |
121.11 |
|
0.618 |
120.90 |
|
0.500 |
120.84 |
|
0.382 |
120.78 |
|
LOW |
120.57 |
|
0.618 |
120.24 |
|
1.000 |
120.03 |
|
1.618 |
119.70 |
|
2.618 |
119.16 |
|
4.250 |
118.28 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120.84 |
120.66 |
| PP |
120.79 |
120.63 |
| S1 |
120.74 |
120.60 |
|