Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
123.85 |
124.21 |
0.36 |
0.3% |
122.84 |
| High |
124.32 |
124.49 |
0.17 |
0.1% |
123.95 |
| Low |
123.58 |
123.90 |
0.32 |
0.3% |
122.07 |
| Close |
123.93 |
124.30 |
0.37 |
0.3% |
123.44 |
| Range |
0.74 |
0.59 |
-0.15 |
-20.3% |
1.88 |
| ATR |
0.69 |
0.68 |
-0.01 |
-1.0% |
0.00 |
| Volume |
1,055,035 |
1,043,058 |
-11,977 |
-1.1% |
4,632,749 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.00 |
125.74 |
124.62 |
|
| R3 |
125.41 |
125.15 |
124.46 |
|
| R2 |
124.82 |
124.82 |
124.41 |
|
| R1 |
124.56 |
124.56 |
124.35 |
124.69 |
| PP |
124.23 |
124.23 |
124.23 |
124.30 |
| S1 |
123.97 |
123.97 |
124.25 |
124.10 |
| S2 |
123.64 |
123.64 |
124.19 |
|
| S3 |
123.05 |
123.38 |
124.14 |
|
| S4 |
122.46 |
122.79 |
123.98 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.79 |
128.00 |
124.47 |
|
| R3 |
126.91 |
126.12 |
123.96 |
|
| R2 |
125.03 |
125.03 |
123.78 |
|
| R1 |
124.24 |
124.24 |
123.61 |
124.64 |
| PP |
123.15 |
123.15 |
123.15 |
123.35 |
| S1 |
122.36 |
122.36 |
123.27 |
122.76 |
| S2 |
121.27 |
121.27 |
123.10 |
|
| S3 |
119.39 |
120.48 |
122.92 |
|
| S4 |
117.51 |
118.60 |
122.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.49 |
123.00 |
1.49 |
1.2% |
0.71 |
0.6% |
87% |
True |
False |
1,094,897 |
| 10 |
124.49 |
122.07 |
2.42 |
1.9% |
0.69 |
0.6% |
92% |
True |
False |
923,979 |
| 20 |
124.49 |
120.20 |
4.29 |
3.5% |
0.69 |
0.6% |
96% |
True |
False |
796,039 |
| 40 |
124.49 |
119.86 |
4.63 |
3.7% |
0.62 |
0.5% |
96% |
True |
False |
828,435 |
| 60 |
124.49 |
119.86 |
4.63 |
3.7% |
0.61 |
0.5% |
96% |
True |
False |
683,702 |
| 80 |
124.49 |
119.86 |
4.63 |
3.7% |
0.57 |
0.5% |
96% |
True |
False |
513,466 |
| 100 |
124.97 |
119.86 |
5.11 |
4.1% |
0.56 |
0.5% |
87% |
False |
False |
410,796 |
| 120 |
128.13 |
119.86 |
8.27 |
6.7% |
0.50 |
0.4% |
54% |
False |
False |
342,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.00 |
|
2.618 |
126.03 |
|
1.618 |
125.44 |
|
1.000 |
125.08 |
|
0.618 |
124.85 |
|
HIGH |
124.49 |
|
0.618 |
124.26 |
|
0.500 |
124.20 |
|
0.382 |
124.13 |
|
LOW |
123.90 |
|
0.618 |
123.54 |
|
1.000 |
123.31 |
|
1.618 |
122.95 |
|
2.618 |
122.36 |
|
4.250 |
121.39 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.27 |
124.21 |
| PP |
124.23 |
124.12 |
| S1 |
124.20 |
124.04 |
|