Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
123.95 |
124.00 |
0.05 |
0.0% |
123.37 |
| High |
124.20 |
124.20 |
0.00 |
0.0% |
124.28 |
| Low |
123.60 |
123.81 |
0.21 |
0.2% |
123.28 |
| Close |
124.14 |
124.03 |
-0.11 |
-0.1% |
124.17 |
| Range |
0.60 |
0.39 |
-0.21 |
-35.0% |
1.00 |
| ATR |
0.60 |
0.58 |
-0.01 |
-2.5% |
0.00 |
| Volume |
6,250 |
4,084 |
-2,166 |
-34.7% |
24,125 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.18 |
125.00 |
124.24 |
|
| R3 |
124.79 |
124.61 |
124.14 |
|
| R2 |
124.40 |
124.40 |
124.10 |
|
| R1 |
124.22 |
124.22 |
124.07 |
124.31 |
| PP |
124.01 |
124.01 |
124.01 |
124.06 |
| S1 |
123.83 |
123.83 |
123.99 |
123.92 |
| S2 |
123.62 |
123.62 |
123.96 |
|
| S3 |
123.23 |
123.44 |
123.92 |
|
| S4 |
122.84 |
123.05 |
123.82 |
|
|
| 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 |
123.56 |
0.76 |
0.6% |
0.56 |
0.4% |
62% |
False |
False |
5,333 |
| 10 |
124.32 |
121.79 |
2.53 |
2.0% |
0.69 |
0.6% |
89% |
False |
False |
4,047 |
| 20 |
124.32 |
121.35 |
2.97 |
2.4% |
0.55 |
0.4% |
90% |
False |
False |
2,977 |
| 40 |
124.32 |
119.38 |
4.94 |
4.0% |
0.47 |
0.4% |
94% |
False |
False |
1,693 |
| 60 |
124.32 |
119.38 |
4.94 |
4.0% |
0.41 |
0.3% |
94% |
False |
False |
1,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.86 |
|
2.618 |
125.22 |
|
1.618 |
124.83 |
|
1.000 |
124.59 |
|
0.618 |
124.44 |
|
HIGH |
124.20 |
|
0.618 |
124.05 |
|
0.500 |
124.01 |
|
0.382 |
123.96 |
|
LOW |
123.81 |
|
0.618 |
123.57 |
|
1.000 |
123.42 |
|
1.618 |
123.18 |
|
2.618 |
122.79 |
|
4.250 |
122.15 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.02 |
124.01 |
| PP |
124.01 |
123.98 |
| S1 |
124.01 |
123.96 |
|