Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124.26 |
124.05 |
-0.21 |
-0.2% |
123.68 |
| High |
124.50 |
124.23 |
-0.27 |
-0.2% |
124.63 |
| Low |
124.05 |
123.73 |
-0.32 |
-0.3% |
123.55 |
| Close |
124.31 |
124.13 |
-0.18 |
-0.1% |
124.42 |
| Range |
0.45 |
0.50 |
0.05 |
11.1% |
1.08 |
| ATR |
0.66 |
0.66 |
-0.01 |
-0.9% |
0.00 |
| Volume |
865,098 |
1,015,497 |
150,399 |
17.4% |
5,191,367 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.53 |
125.33 |
124.41 |
|
| R3 |
125.03 |
124.83 |
124.27 |
|
| R2 |
124.53 |
124.53 |
124.22 |
|
| R1 |
124.33 |
124.33 |
124.18 |
124.43 |
| PP |
124.03 |
124.03 |
124.03 |
124.08 |
| S1 |
123.83 |
123.83 |
124.08 |
123.93 |
| S2 |
123.53 |
123.53 |
124.04 |
|
| S3 |
123.03 |
123.33 |
123.99 |
|
| S4 |
122.53 |
122.83 |
123.86 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.44 |
127.01 |
125.01 |
|
| R3 |
126.36 |
125.93 |
124.72 |
|
| R2 |
125.28 |
125.28 |
124.62 |
|
| R1 |
124.85 |
124.85 |
124.52 |
125.07 |
| PP |
124.20 |
124.20 |
124.20 |
124.31 |
| S1 |
123.77 |
123.77 |
124.32 |
123.99 |
| S2 |
123.12 |
123.12 |
124.22 |
|
| S3 |
122.04 |
122.69 |
124.12 |
|
| S4 |
120.96 |
121.61 |
123.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.63 |
123.73 |
0.90 |
0.7% |
0.59 |
0.5% |
44% |
False |
True |
729,393 |
| 10 |
124.63 |
123.00 |
1.63 |
1.3% |
0.65 |
0.5% |
69% |
False |
False |
912,145 |
| 20 |
124.63 |
121.67 |
2.96 |
2.4% |
0.63 |
0.5% |
83% |
False |
False |
831,155 |
| 40 |
124.63 |
119.86 |
4.77 |
3.8% |
0.60 |
0.5% |
90% |
False |
False |
798,241 |
| 60 |
124.63 |
119.86 |
4.77 |
3.8% |
0.61 |
0.5% |
90% |
False |
False |
743,780 |
| 80 |
124.63 |
119.86 |
4.77 |
3.8% |
0.58 |
0.5% |
90% |
False |
False |
558,992 |
| 100 |
124.97 |
119.86 |
5.11 |
4.1% |
0.58 |
0.5% |
84% |
False |
False |
447,265 |
| 120 |
127.27 |
119.86 |
7.41 |
6.0% |
0.53 |
0.4% |
58% |
False |
False |
372,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.36 |
|
2.618 |
125.54 |
|
1.618 |
125.04 |
|
1.000 |
124.73 |
|
0.618 |
124.54 |
|
HIGH |
124.23 |
|
0.618 |
124.04 |
|
0.500 |
123.98 |
|
0.382 |
123.92 |
|
LOW |
123.73 |
|
0.618 |
123.42 |
|
1.000 |
123.23 |
|
1.618 |
122.92 |
|
2.618 |
122.42 |
|
4.250 |
121.61 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.08 |
124.13 |
| PP |
124.03 |
124.12 |
| S1 |
123.98 |
124.12 |
|