Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124.31 |
123.95 |
-0.36 |
-0.3% |
123.37 |
| High |
124.32 |
124.20 |
-0.12 |
-0.1% |
124.28 |
| Low |
123.80 |
123.60 |
-0.20 |
-0.2% |
123.28 |
| Close |
123.86 |
124.14 |
0.28 |
0.2% |
124.17 |
| Range |
0.52 |
0.60 |
0.08 |
15.4% |
1.00 |
| ATR |
0.60 |
0.60 |
0.00 |
0.0% |
0.00 |
| Volume |
4,006 |
6,250 |
2,244 |
56.0% |
24,125 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.78 |
125.56 |
124.47 |
|
| R3 |
125.18 |
124.96 |
124.31 |
|
| R2 |
124.58 |
124.58 |
124.25 |
|
| R1 |
124.36 |
124.36 |
124.20 |
124.47 |
| PP |
123.98 |
123.98 |
123.98 |
124.04 |
| S1 |
123.76 |
123.76 |
124.09 |
123.87 |
| S2 |
123.38 |
123.38 |
124.03 |
|
| S3 |
122.78 |
123.16 |
123.98 |
|
| S4 |
122.18 |
122.56 |
123.81 |
|
|
| 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% |
0.62 |
0.5% |
83% |
False |
False |
5,547 |
| 10 |
124.32 |
121.79 |
2.53 |
2.0% |
0.68 |
0.6% |
93% |
False |
False |
4,252 |
| 20 |
124.32 |
120.84 |
3.48 |
2.8% |
0.59 |
0.5% |
95% |
False |
False |
2,800 |
| 40 |
124.32 |
119.38 |
4.94 |
4.0% |
0.47 |
0.4% |
96% |
False |
False |
1,592 |
| 60 |
124.32 |
119.38 |
4.94 |
4.0% |
0.40 |
0.3% |
96% |
False |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.75 |
|
2.618 |
125.77 |
|
1.618 |
125.17 |
|
1.000 |
124.80 |
|
0.618 |
124.57 |
|
HIGH |
124.20 |
|
0.618 |
123.97 |
|
0.500 |
123.90 |
|
0.382 |
123.83 |
|
LOW |
123.60 |
|
0.618 |
123.23 |
|
1.000 |
123.00 |
|
1.618 |
122.63 |
|
2.618 |
122.03 |
|
4.250 |
121.05 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.06 |
124.07 |
| PP |
123.98 |
124.01 |
| S1 |
123.90 |
123.94 |
|