Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
123.76 |
124.31 |
0.55 |
0.4% |
123.37 |
| High |
124.28 |
124.32 |
0.04 |
0.0% |
124.28 |
| Low |
123.56 |
123.80 |
0.24 |
0.2% |
123.28 |
| Close |
124.17 |
123.86 |
-0.31 |
-0.2% |
124.17 |
| Range |
0.72 |
0.52 |
-0.20 |
-27.8% |
1.00 |
| ATR |
0.61 |
0.60 |
-0.01 |
-1.0% |
0.00 |
| Volume |
3,822 |
4,006 |
184 |
4.8% |
24,125 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.55 |
125.23 |
124.15 |
|
| R3 |
125.03 |
124.71 |
124.00 |
|
| R2 |
124.51 |
124.51 |
123.96 |
|
| R1 |
124.19 |
124.19 |
123.91 |
124.09 |
| PP |
123.99 |
123.99 |
123.99 |
123.95 |
| S1 |
123.67 |
123.67 |
123.81 |
123.57 |
| S2 |
123.47 |
123.47 |
123.76 |
|
| S3 |
122.95 |
123.15 |
123.72 |
|
| S4 |
122.43 |
122.63 |
123.57 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.91 |
126.54 |
124.72 |
|
| R3 |
125.91 |
125.54 |
124.45 |
|
| R2 |
124.91 |
124.91 |
124.35 |
|
| R1 |
124.54 |
124.54 |
124.26 |
124.73 |
| PP |
123.91 |
123.91 |
123.91 |
124.00 |
| S1 |
123.54 |
123.54 |
124.08 |
123.73 |
| S2 |
122.91 |
122.91 |
123.99 |
|
| S3 |
121.91 |
122.54 |
123.90 |
|
| S4 |
120.91 |
121.54 |
123.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.32 |
123.28 |
1.04 |
0.8% |
0.57 |
0.5% |
56% |
True |
False |
5,369 |
| 10 |
124.32 |
121.79 |
2.53 |
2.0% |
0.66 |
0.5% |
82% |
True |
False |
3,996 |
| 20 |
124.32 |
120.12 |
4.20 |
3.4% |
0.59 |
0.5% |
89% |
True |
False |
2,518 |
| 40 |
124.32 |
119.38 |
4.94 |
4.0% |
0.46 |
0.4% |
91% |
True |
False |
1,436 |
| 60 |
124.32 |
119.38 |
4.94 |
4.0% |
0.39 |
0.3% |
91% |
True |
False |
995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.53 |
|
2.618 |
125.68 |
|
1.618 |
125.16 |
|
1.000 |
124.84 |
|
0.618 |
124.64 |
|
HIGH |
124.32 |
|
0.618 |
124.12 |
|
0.500 |
124.06 |
|
0.382 |
124.00 |
|
LOW |
123.80 |
|
0.618 |
123.48 |
|
1.000 |
123.28 |
|
1.618 |
122.96 |
|
2.618 |
122.44 |
|
4.250 |
121.59 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.06 |
123.94 |
| PP |
123.99 |
123.91 |
| S1 |
123.93 |
123.89 |
|