Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
121.24 |
122.65 |
1.41 |
1.2% |
120.00 |
| High |
122.60 |
122.65 |
0.05 |
0.0% |
121.25 |
| Low |
121.13 |
121.85 |
0.72 |
0.6% |
119.86 |
| Close |
122.45 |
122.17 |
-0.28 |
-0.2% |
121.20 |
| Range |
1.47 |
0.80 |
-0.67 |
-45.6% |
1.39 |
| ATR |
0.65 |
0.66 |
0.01 |
1.6% |
0.00 |
| Volume |
0 |
1,031,444 |
1,031,444 |
|
3,422,940 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.62 |
124.20 |
122.61 |
|
| R3 |
123.82 |
123.40 |
122.39 |
|
| R2 |
123.02 |
123.02 |
122.32 |
|
| R1 |
122.60 |
122.60 |
122.24 |
122.41 |
| PP |
122.22 |
122.22 |
122.22 |
122.13 |
| S1 |
121.80 |
121.80 |
122.10 |
121.61 |
| S2 |
121.42 |
121.42 |
122.02 |
|
| S3 |
120.62 |
121.00 |
121.95 |
|
| S4 |
119.82 |
120.20 |
121.73 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.94 |
124.46 |
121.96 |
|
| R3 |
123.55 |
123.07 |
121.58 |
|
| R2 |
122.16 |
122.16 |
121.45 |
|
| R1 |
121.68 |
121.68 |
121.33 |
121.92 |
| PP |
120.77 |
120.77 |
120.77 |
120.89 |
| S1 |
120.29 |
120.29 |
121.07 |
120.53 |
| S2 |
119.38 |
119.38 |
120.95 |
|
| S3 |
117.99 |
118.90 |
120.82 |
|
| S4 |
116.60 |
117.51 |
120.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.65 |
120.20 |
2.45 |
2.0% |
0.81 |
0.7% |
80% |
True |
False |
588,929 |
| 10 |
122.65 |
119.86 |
2.79 |
2.3% |
0.65 |
0.5% |
83% |
True |
False |
723,351 |
| 20 |
122.74 |
119.86 |
2.88 |
2.4% |
0.57 |
0.5% |
80% |
False |
False |
765,327 |
| 40 |
123.92 |
119.86 |
4.06 |
3.3% |
0.60 |
0.5% |
57% |
False |
False |
700,093 |
| 60 |
123.92 |
119.86 |
4.06 |
3.3% |
0.57 |
0.5% |
57% |
False |
False |
468,270 |
| 80 |
124.97 |
119.86 |
5.11 |
4.2% |
0.56 |
0.5% |
45% |
False |
False |
351,292 |
| 100 |
127.27 |
119.86 |
7.41 |
6.1% |
0.51 |
0.4% |
31% |
False |
False |
281,053 |
| 120 |
129.76 |
119.86 |
9.90 |
8.1% |
0.42 |
0.3% |
23% |
False |
False |
234,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.05 |
|
2.618 |
124.74 |
|
1.618 |
123.94 |
|
1.000 |
123.45 |
|
0.618 |
123.14 |
|
HIGH |
122.65 |
|
0.618 |
122.34 |
|
0.500 |
122.25 |
|
0.382 |
122.16 |
|
LOW |
121.85 |
|
0.618 |
121.36 |
|
1.000 |
121.05 |
|
1.618 |
120.56 |
|
2.618 |
119.76 |
|
4.250 |
118.45 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.25 |
121.99 |
| PP |
122.22 |
121.80 |
| S1 |
122.20 |
121.62 |
|