Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125.14 |
124.80 |
-0.34 |
-0.3% |
124.70 |
| High |
125.17 |
125.60 |
0.43 |
0.3% |
125.51 |
| Low |
124.68 |
124.63 |
-0.05 |
0.0% |
124.46 |
| Close |
124.97 |
125.38 |
0.41 |
0.3% |
125.37 |
| Range |
0.49 |
0.97 |
0.48 |
98.0% |
1.05 |
| ATR |
0.59 |
0.62 |
0.03 |
4.6% |
0.00 |
| Volume |
86,171 |
36,470 |
-49,701 |
-57.7% |
81,017 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.11 |
127.72 |
125.91 |
|
| R3 |
127.14 |
126.75 |
125.65 |
|
| R2 |
126.17 |
126.17 |
125.56 |
|
| R1 |
125.78 |
125.78 |
125.47 |
125.98 |
| PP |
125.20 |
125.20 |
125.20 |
125.30 |
| S1 |
124.81 |
124.81 |
125.29 |
125.01 |
| S2 |
124.23 |
124.23 |
125.20 |
|
| S3 |
123.26 |
123.84 |
125.11 |
|
| S4 |
122.29 |
122.87 |
124.85 |
|
|
| 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 |
125.60 |
124.49 |
1.11 |
0.9% |
0.61 |
0.5% |
80% |
True |
False |
35,433 |
| 10 |
125.60 |
123.49 |
2.11 |
1.7% |
0.55 |
0.4% |
90% |
True |
False |
22,081 |
| 20 |
125.60 |
121.79 |
3.81 |
3.0% |
0.62 |
0.5% |
94% |
True |
False |
13,167 |
| 40 |
125.60 |
119.38 |
6.22 |
5.0% |
0.53 |
0.4% |
96% |
True |
False |
7,071 |
| 60 |
125.60 |
119.38 |
6.22 |
5.0% |
0.48 |
0.4% |
96% |
True |
False |
4,760 |
| 80 |
125.60 |
119.38 |
6.22 |
5.0% |
0.37 |
0.3% |
96% |
True |
False |
3,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.72 |
|
2.618 |
128.14 |
|
1.618 |
127.17 |
|
1.000 |
126.57 |
|
0.618 |
126.20 |
|
HIGH |
125.60 |
|
0.618 |
125.23 |
|
0.500 |
125.12 |
|
0.382 |
125.00 |
|
LOW |
124.63 |
|
0.618 |
124.03 |
|
1.000 |
123.66 |
|
1.618 |
123.06 |
|
2.618 |
122.09 |
|
4.250 |
120.51 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125.29 |
125.29 |
| PP |
125.20 |
125.20 |
| S1 |
125.12 |
125.12 |
|