Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122.54 |
122.65 |
0.11 |
0.1% |
122.08 |
| High |
122.55 |
122.65 |
0.10 |
0.1% |
122.60 |
| Low |
122.20 |
122.25 |
0.05 |
0.0% |
121.62 |
| Close |
122.48 |
122.29 |
-0.19 |
-0.2% |
122.57 |
| Range |
0.35 |
0.40 |
0.05 |
14.3% |
0.98 |
| ATR |
0.50 |
0.49 |
-0.01 |
-1.4% |
0.00 |
| Volume |
522 |
3,685 |
3,163 |
605.9% |
7,980 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.60 |
123.34 |
122.51 |
|
| R3 |
123.20 |
122.94 |
122.40 |
|
| R2 |
122.80 |
122.80 |
122.36 |
|
| R1 |
122.54 |
122.54 |
122.33 |
122.47 |
| PP |
122.40 |
122.40 |
122.40 |
122.36 |
| S1 |
122.14 |
122.14 |
122.25 |
122.07 |
| S2 |
122.00 |
122.00 |
122.22 |
|
| S3 |
121.60 |
121.74 |
122.18 |
|
| S4 |
121.20 |
121.34 |
122.07 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.20 |
124.87 |
123.11 |
|
| R3 |
124.22 |
123.89 |
122.84 |
|
| R2 |
123.24 |
123.24 |
122.75 |
|
| R1 |
122.91 |
122.91 |
122.66 |
123.08 |
| PP |
122.26 |
122.26 |
122.26 |
122.35 |
| S1 |
121.93 |
121.93 |
122.48 |
122.10 |
| S2 |
121.28 |
121.28 |
122.39 |
|
| S3 |
120.30 |
120.95 |
122.30 |
|
| S4 |
119.32 |
119.97 |
122.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.65 |
121.62 |
1.03 |
0.8% |
0.46 |
0.4% |
65% |
True |
False |
2,254 |
| 10 |
122.65 |
120.84 |
1.81 |
1.5% |
0.50 |
0.4% |
80% |
True |
False |
1,349 |
| 20 |
122.65 |
119.38 |
3.27 |
2.7% |
0.45 |
0.4% |
89% |
True |
False |
976 |
| 40 |
123.50 |
119.38 |
4.12 |
3.4% |
0.41 |
0.3% |
71% |
False |
False |
557 |
| 60 |
123.50 |
119.38 |
4.12 |
3.4% |
0.29 |
0.2% |
71% |
False |
False |
393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.35 |
|
2.618 |
123.70 |
|
1.618 |
123.30 |
|
1.000 |
123.05 |
|
0.618 |
122.90 |
|
HIGH |
122.65 |
|
0.618 |
122.50 |
|
0.500 |
122.45 |
|
0.382 |
122.40 |
|
LOW |
122.25 |
|
0.618 |
122.00 |
|
1.000 |
121.85 |
|
1.618 |
121.60 |
|
2.618 |
121.20 |
|
4.250 |
120.55 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.45 |
122.43 |
| PP |
122.40 |
122.38 |
| S1 |
122.34 |
122.34 |
|