Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124.56 |
125.35 |
0.79 |
0.6% |
124.70 |
| High |
125.33 |
125.51 |
0.18 |
0.1% |
125.51 |
| Low |
124.49 |
125.06 |
0.57 |
0.5% |
124.46 |
| Close |
125.25 |
125.37 |
0.12 |
0.1% |
125.37 |
| Range |
0.84 |
0.45 |
-0.39 |
-46.4% |
1.05 |
| ATR |
0.59 |
0.58 |
-0.01 |
-1.7% |
0.00 |
| Volume |
25,494 |
20,693 |
-4,801 |
-18.8% |
81,017 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.66 |
126.47 |
125.62 |
|
| R3 |
126.21 |
126.02 |
125.49 |
|
| R2 |
125.76 |
125.76 |
125.45 |
|
| R1 |
125.57 |
125.57 |
125.41 |
125.67 |
| PP |
125.31 |
125.31 |
125.31 |
125.36 |
| S1 |
125.12 |
125.12 |
125.33 |
125.22 |
| S2 |
124.86 |
124.86 |
125.29 |
|
| S3 |
124.41 |
124.67 |
125.25 |
|
| S4 |
123.96 |
124.22 |
125.12 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.26 |
127.87 |
125.95 |
|
| R3 |
127.21 |
126.82 |
125.66 |
|
| R2 |
126.16 |
126.16 |
125.56 |
|
| R1 |
125.77 |
125.77 |
125.47 |
125.97 |
| PP |
125.11 |
125.11 |
125.11 |
125.21 |
| S1 |
124.72 |
124.72 |
125.27 |
124.92 |
| S2 |
124.06 |
124.06 |
125.18 |
|
| S3 |
123.01 |
123.67 |
125.08 |
|
| S4 |
121.96 |
122.62 |
124.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.51 |
124.46 |
1.05 |
0.8% |
0.50 |
0.4% |
87% |
True |
False |
16,203 |
| 10 |
125.51 |
123.49 |
2.02 |
1.6% |
0.51 |
0.4% |
93% |
True |
False |
10,843 |
| 20 |
125.51 |
121.79 |
3.72 |
3.0% |
0.58 |
0.5% |
96% |
True |
False |
7,245 |
| 40 |
125.51 |
119.38 |
6.13 |
4.9% |
0.52 |
0.4% |
98% |
True |
False |
4,013 |
| 60 |
125.51 |
119.38 |
6.13 |
4.9% |
0.47 |
0.4% |
98% |
True |
False |
2,725 |
| 80 |
125.51 |
119.38 |
6.13 |
4.9% |
0.35 |
0.3% |
98% |
True |
False |
2,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.42 |
|
2.618 |
126.69 |
|
1.618 |
126.24 |
|
1.000 |
125.96 |
|
0.618 |
125.79 |
|
HIGH |
125.51 |
|
0.618 |
125.34 |
|
0.500 |
125.29 |
|
0.382 |
125.23 |
|
LOW |
125.06 |
|
0.618 |
124.78 |
|
1.000 |
124.61 |
|
1.618 |
124.33 |
|
2.618 |
123.88 |
|
4.250 |
123.15 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125.34 |
125.25 |
| PP |
125.31 |
125.12 |
| S1 |
125.29 |
125.00 |
|