Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124.80 |
125.47 |
0.67 |
0.5% |
124.70 |
| High |
125.60 |
125.68 |
0.08 |
0.1% |
125.51 |
| Low |
124.63 |
125.01 |
0.38 |
0.3% |
124.46 |
| Close |
125.38 |
125.10 |
-0.28 |
-0.2% |
125.37 |
| Range |
0.97 |
0.67 |
-0.30 |
-30.9% |
1.05 |
| ATR |
0.62 |
0.62 |
0.00 |
0.6% |
0.00 |
| Volume |
36,470 |
63,986 |
27,516 |
75.4% |
81,017 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.27 |
126.86 |
125.47 |
|
| R3 |
126.60 |
126.19 |
125.28 |
|
| R2 |
125.93 |
125.93 |
125.22 |
|
| R1 |
125.52 |
125.52 |
125.16 |
125.39 |
| PP |
125.26 |
125.26 |
125.26 |
125.20 |
| S1 |
124.85 |
124.85 |
125.04 |
124.72 |
| S2 |
124.59 |
124.59 |
124.98 |
|
| S3 |
123.92 |
124.18 |
124.92 |
|
| S4 |
123.25 |
123.51 |
124.73 |
|
|
| 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 |
125.68 |
124.49 |
1.19 |
1.0% |
0.68 |
0.5% |
51% |
True |
False |
46,562 |
| 10 |
125.68 |
123.49 |
2.19 |
1.8% |
0.57 |
0.5% |
74% |
True |
False |
28,072 |
| 20 |
125.68 |
121.79 |
3.89 |
3.1% |
0.63 |
0.5% |
85% |
True |
False |
16,059 |
| 40 |
125.68 |
119.38 |
6.30 |
5.0% |
0.54 |
0.4% |
91% |
True |
False |
8,653 |
| 60 |
125.68 |
119.38 |
6.30 |
5.0% |
0.48 |
0.4% |
91% |
True |
False |
5,823 |
| 80 |
125.68 |
119.38 |
6.30 |
5.0% |
0.38 |
0.3% |
91% |
True |
False |
4,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.53 |
|
2.618 |
127.43 |
|
1.618 |
126.76 |
|
1.000 |
126.35 |
|
0.618 |
126.09 |
|
HIGH |
125.68 |
|
0.618 |
125.42 |
|
0.500 |
125.35 |
|
0.382 |
125.27 |
|
LOW |
125.01 |
|
0.618 |
124.60 |
|
1.000 |
124.34 |
|
1.618 |
123.93 |
|
2.618 |
123.26 |
|
4.250 |
122.16 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125.35 |
125.16 |
| PP |
125.26 |
125.14 |
| S1 |
125.18 |
125.12 |
|