Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122.65 |
122.28 |
-0.37 |
-0.3% |
122.08 |
| High |
122.65 |
122.28 |
-0.37 |
-0.3% |
122.60 |
| Low |
122.25 |
121.90 |
-0.35 |
-0.3% |
121.62 |
| Close |
122.29 |
122.12 |
-0.17 |
-0.1% |
122.57 |
| Range |
0.40 |
0.38 |
-0.02 |
-5.0% |
0.98 |
| ATR |
0.49 |
0.49 |
-0.01 |
-1.5% |
0.00 |
| Volume |
3,685 |
6,138 |
2,453 |
66.6% |
7,980 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.24 |
123.06 |
122.33 |
|
| R3 |
122.86 |
122.68 |
122.22 |
|
| R2 |
122.48 |
122.48 |
122.19 |
|
| R1 |
122.30 |
122.30 |
122.15 |
122.20 |
| PP |
122.10 |
122.10 |
122.10 |
122.05 |
| S1 |
121.92 |
121.92 |
122.09 |
121.82 |
| S2 |
121.72 |
121.72 |
122.05 |
|
| S3 |
121.34 |
121.54 |
122.02 |
|
| S4 |
120.96 |
121.16 |
121.91 |
|
|
| 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 |
121.75 |
0.90 |
0.7% |
0.42 |
0.3% |
41% |
False |
False |
2,383 |
| 10 |
122.65 |
121.35 |
1.30 |
1.1% |
0.41 |
0.3% |
59% |
False |
False |
1,908 |
| 20 |
122.65 |
119.38 |
3.27 |
2.7% |
0.46 |
0.4% |
84% |
False |
False |
1,247 |
| 40 |
123.50 |
119.38 |
4.12 |
3.4% |
0.40 |
0.3% |
67% |
False |
False |
706 |
| 60 |
123.50 |
119.38 |
4.12 |
3.4% |
0.29 |
0.2% |
67% |
False |
False |
496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.90 |
|
2.618 |
123.27 |
|
1.618 |
122.89 |
|
1.000 |
122.66 |
|
0.618 |
122.51 |
|
HIGH |
122.28 |
|
0.618 |
122.13 |
|
0.500 |
122.09 |
|
0.382 |
122.05 |
|
LOW |
121.90 |
|
0.618 |
121.67 |
|
1.000 |
121.52 |
|
1.618 |
121.29 |
|
2.618 |
120.91 |
|
4.250 |
120.29 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.11 |
122.28 |
| PP |
122.10 |
122.22 |
| S1 |
122.09 |
122.17 |
|