Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
121.40 |
122.08 |
0.68 |
0.6% |
120.84 |
High |
121.90 |
122.12 |
0.22 |
0.2% |
122.10 |
Low |
121.40 |
121.95 |
0.55 |
0.5% |
120.84 |
Close |
121.92 |
122.14 |
0.22 |
0.2% |
121.92 |
Range |
0.50 |
0.17 |
-0.33 |
-66.0% |
1.26 |
ATR |
0.52 |
0.50 |
-0.02 |
-4.4% |
0.00 |
Volume |
271 |
913 |
642 |
236.9% |
1,303 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.58 |
122.53 |
122.23 |
|
R3 |
122.41 |
122.36 |
122.19 |
|
R2 |
122.24 |
122.24 |
122.17 |
|
R1 |
122.19 |
122.19 |
122.16 |
122.22 |
PP |
122.07 |
122.07 |
122.07 |
122.08 |
S1 |
122.02 |
122.02 |
122.12 |
122.05 |
S2 |
121.90 |
121.90 |
122.11 |
|
S3 |
121.73 |
121.85 |
122.09 |
|
S4 |
121.56 |
121.68 |
122.05 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.40 |
124.92 |
122.61 |
|
R3 |
124.14 |
123.66 |
122.27 |
|
R2 |
122.88 |
122.88 |
122.15 |
|
R1 |
122.40 |
122.40 |
122.04 |
122.64 |
PP |
121.62 |
121.62 |
121.62 |
121.74 |
S1 |
121.14 |
121.14 |
121.80 |
121.38 |
S2 |
120.36 |
120.36 |
121.69 |
|
S3 |
119.10 |
119.88 |
121.57 |
|
S4 |
117.84 |
118.62 |
121.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.12 |
120.84 |
1.28 |
1.0% |
0.54 |
0.4% |
102% |
True |
False |
443 |
10 |
122.12 |
119.38 |
2.74 |
2.2% |
0.48 |
0.4% |
101% |
True |
False |
730 |
20 |
122.12 |
119.38 |
2.74 |
2.2% |
0.42 |
0.3% |
101% |
True |
False |
433 |
40 |
123.50 |
119.38 |
4.12 |
3.4% |
0.37 |
0.3% |
67% |
False |
False |
294 |
60 |
123.50 |
119.38 |
4.12 |
3.4% |
0.25 |
0.2% |
67% |
False |
False |
217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.84 |
2.618 |
122.57 |
1.618 |
122.40 |
1.000 |
122.29 |
0.618 |
122.23 |
HIGH |
122.12 |
0.618 |
122.06 |
0.500 |
122.04 |
0.382 |
122.01 |
LOW |
121.95 |
0.618 |
121.84 |
1.000 |
121.78 |
1.618 |
121.67 |
2.618 |
121.50 |
4.250 |
121.23 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
122.11 |
122.01 |
PP |
122.07 |
121.87 |
S1 |
122.04 |
121.74 |
|