Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124.87 |
124.85 |
-0.02 |
0.0% |
124.31 |
| High |
124.88 |
124.96 |
0.08 |
0.1% |
124.56 |
| Low |
124.46 |
124.64 |
0.18 |
0.1% |
123.49 |
| Close |
124.47 |
124.76 |
0.29 |
0.2% |
124.51 |
| Range |
0.42 |
0.32 |
-0.10 |
-23.8% |
1.07 |
| ATR |
0.58 |
0.58 |
-0.01 |
-1.1% |
0.00 |
| Volume |
10,685 |
8,340 |
-2,345 |
-21.9% |
27,416 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.75 |
125.57 |
124.94 |
|
| R3 |
125.43 |
125.25 |
124.85 |
|
| R2 |
125.11 |
125.11 |
124.82 |
|
| R1 |
124.93 |
124.93 |
124.79 |
124.86 |
| PP |
124.79 |
124.79 |
124.79 |
124.75 |
| S1 |
124.61 |
124.61 |
124.73 |
124.54 |
| S2 |
124.47 |
124.47 |
124.70 |
|
| S3 |
124.15 |
124.29 |
124.67 |
|
| S4 |
123.83 |
123.97 |
124.58 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.40 |
127.02 |
125.10 |
|
| R3 |
126.33 |
125.95 |
124.80 |
|
| R2 |
125.26 |
125.26 |
124.71 |
|
| R1 |
124.88 |
124.88 |
124.61 |
125.07 |
| PP |
124.19 |
124.19 |
124.19 |
124.28 |
| S1 |
123.81 |
123.81 |
124.41 |
124.00 |
| S2 |
123.12 |
123.12 |
124.31 |
|
| S3 |
122.05 |
122.74 |
124.22 |
|
| S4 |
120.98 |
121.67 |
123.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.09 |
123.49 |
1.60 |
1.3% |
0.46 |
0.4% |
79% |
False |
False |
9,581 |
| 10 |
125.09 |
123.49 |
1.60 |
1.3% |
0.51 |
0.4% |
79% |
False |
False |
7,457 |
| 20 |
125.09 |
121.75 |
3.34 |
2.7% |
0.56 |
0.5% |
90% |
False |
False |
5,014 |
| 40 |
125.09 |
119.38 |
5.71 |
4.6% |
0.50 |
0.4% |
94% |
False |
False |
2,860 |
| 60 |
125.09 |
119.38 |
5.71 |
4.6% |
0.44 |
0.4% |
94% |
False |
False |
1,957 |
| 80 |
125.09 |
119.38 |
5.71 |
4.6% |
0.34 |
0.3% |
94% |
False |
False |
1,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.32 |
|
2.618 |
125.80 |
|
1.618 |
125.48 |
|
1.000 |
125.28 |
|
0.618 |
125.16 |
|
HIGH |
124.96 |
|
0.618 |
124.84 |
|
0.500 |
124.80 |
|
0.382 |
124.76 |
|
LOW |
124.64 |
|
0.618 |
124.44 |
|
1.000 |
124.32 |
|
1.618 |
124.12 |
|
2.618 |
123.80 |
|
4.250 |
123.28 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.80 |
124.78 |
| PP |
124.79 |
124.77 |
| S1 |
124.77 |
124.77 |
|