Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 09-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
Open |
122.83 |
123.37 |
0.54 |
0.4% |
122.54 |
High |
123.64 |
124.16 |
0.52 |
0.4% |
123.64 |
Low |
122.83 |
123.28 |
0.45 |
0.4% |
121.79 |
Close |
123.14 |
124.01 |
0.87 |
0.7% |
123.14 |
Range |
0.81 |
0.88 |
0.07 |
8.6% |
1.85 |
ATR |
0.57 |
0.60 |
0.03 |
5.6% |
0.00 |
Volume |
465 |
1,286 |
821 |
176.6% |
12,354 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.46 |
126.11 |
124.49 |
|
R3 |
125.58 |
125.23 |
124.25 |
|
R2 |
124.70 |
124.70 |
124.17 |
|
R1 |
124.35 |
124.35 |
124.09 |
124.53 |
PP |
123.82 |
123.82 |
123.82 |
123.90 |
S1 |
123.47 |
123.47 |
123.93 |
123.65 |
S2 |
122.94 |
122.94 |
123.85 |
|
S3 |
122.06 |
122.59 |
123.77 |
|
S4 |
121.18 |
121.71 |
123.53 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.41 |
127.62 |
124.16 |
|
R3 |
126.56 |
125.77 |
123.65 |
|
R2 |
124.71 |
124.71 |
123.48 |
|
R1 |
123.92 |
123.92 |
123.31 |
124.32 |
PP |
122.86 |
122.86 |
122.86 |
123.05 |
S1 |
122.07 |
122.07 |
122.97 |
122.47 |
S2 |
121.01 |
121.01 |
122.80 |
|
S3 |
119.16 |
120.22 |
122.63 |
|
S4 |
117.31 |
118.37 |
122.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.16 |
121.79 |
2.37 |
1.9% |
0.76 |
0.6% |
94% |
True |
False |
2,623 |
10 |
124.16 |
121.62 |
2.54 |
2.0% |
0.59 |
0.5% |
94% |
True |
False |
2,162 |
20 |
124.16 |
119.38 |
4.78 |
3.9% |
0.55 |
0.4% |
97% |
True |
False |
1,402 |
40 |
124.16 |
119.38 |
4.78 |
3.9% |
0.47 |
0.4% |
97% |
True |
False |
787 |
60 |
124.16 |
119.38 |
4.78 |
3.9% |
0.34 |
0.3% |
97% |
True |
False |
550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.90 |
2.618 |
126.46 |
1.618 |
125.58 |
1.000 |
125.04 |
0.618 |
124.70 |
HIGH |
124.16 |
0.618 |
123.82 |
0.500 |
123.72 |
0.382 |
123.62 |
LOW |
123.28 |
0.618 |
122.74 |
1.000 |
122.40 |
1.618 |
121.86 |
2.618 |
120.98 |
4.250 |
119.54 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
123.91 |
123.67 |
PP |
123.82 |
123.32 |
S1 |
123.72 |
122.98 |
|