Euro Bund Future June 2011
Trading Metrics calculated at close of trading on 03-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
125.76 |
125.48 |
-0.28 |
-0.2% |
125.41 |
High |
125.98 |
126.04 |
0.06 |
0.0% |
126.04 |
Low |
125.31 |
125.03 |
-0.28 |
-0.2% |
124.96 |
Close |
125.41 |
125.17 |
-0.24 |
-0.2% |
125.17 |
Range |
0.67 |
1.01 |
0.34 |
50.7% |
1.08 |
ATR |
0.65 |
0.68 |
0.03 |
3.9% |
0.00 |
Volume |
758,435 |
1,163,349 |
404,914 |
53.4% |
4,148,966 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.44 |
127.82 |
125.73 |
|
R3 |
127.43 |
126.81 |
125.45 |
|
R2 |
126.42 |
126.42 |
125.36 |
|
R1 |
125.80 |
125.80 |
125.26 |
125.61 |
PP |
125.41 |
125.41 |
125.41 |
125.32 |
S1 |
124.79 |
124.79 |
125.08 |
124.60 |
S2 |
124.40 |
124.40 |
124.98 |
|
S3 |
123.39 |
123.78 |
124.89 |
|
S4 |
122.38 |
122.77 |
124.61 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.63 |
127.98 |
125.76 |
|
R3 |
127.55 |
126.90 |
125.47 |
|
R2 |
126.47 |
126.47 |
125.37 |
|
R1 |
125.82 |
125.82 |
125.27 |
125.61 |
PP |
125.39 |
125.39 |
125.39 |
125.28 |
S1 |
124.74 |
124.74 |
125.07 |
124.53 |
S2 |
124.31 |
124.31 |
124.97 |
|
S3 |
123.23 |
123.66 |
124.87 |
|
S4 |
122.15 |
122.58 |
124.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126.04 |
124.96 |
1.08 |
0.9% |
0.71 |
0.6% |
19% |
True |
False |
1,022,184 |
10 |
126.04 |
124.12 |
1.92 |
1.5% |
0.64 |
0.5% |
55% |
True |
False |
1,021,356 |
20 |
126.04 |
123.00 |
3.04 |
2.4% |
0.65 |
0.5% |
71% |
True |
False |
966,751 |
40 |
126.04 |
119.86 |
6.18 |
4.9% |
0.64 |
0.5% |
86% |
True |
False |
851,754 |
60 |
126.04 |
119.86 |
6.18 |
4.9% |
0.62 |
0.5% |
86% |
True |
False |
865,542 |
80 |
126.04 |
119.86 |
6.18 |
4.9% |
0.60 |
0.5% |
86% |
True |
False |
686,381 |
100 |
126.04 |
119.86 |
6.18 |
4.9% |
0.58 |
0.5% |
86% |
True |
False |
549,396 |
120 |
126.04 |
119.86 |
6.18 |
4.9% |
0.57 |
0.5% |
86% |
True |
False |
457,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.33 |
2.618 |
128.68 |
1.618 |
127.67 |
1.000 |
127.05 |
0.618 |
126.66 |
HIGH |
126.04 |
0.618 |
125.65 |
0.500 |
125.54 |
0.382 |
125.42 |
LOW |
125.03 |
0.618 |
124.41 |
1.000 |
124.02 |
1.618 |
123.40 |
2.618 |
122.39 |
4.250 |
120.74 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
125.54 |
125.50 |
PP |
125.41 |
125.39 |
S1 |
125.29 |
125.28 |
|