Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124.90 |
125.21 |
0.31 |
0.2% |
125.14 |
| High |
125.39 |
125.25 |
-0.14 |
-0.1% |
125.76 |
| Low |
124.90 |
124.37 |
-0.53 |
-0.4% |
124.63 |
| Close |
125.24 |
124.48 |
-0.76 |
-0.6% |
124.89 |
| Range |
0.49 |
0.88 |
0.39 |
79.6% |
1.13 |
| ATR |
0.64 |
0.66 |
0.02 |
2.7% |
0.00 |
| Volume |
5,364 |
934,812 |
929,448 |
17,327.5% |
333,786 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.34 |
126.79 |
124.96 |
|
| R3 |
126.46 |
125.91 |
124.72 |
|
| R2 |
125.58 |
125.58 |
124.64 |
|
| R1 |
125.03 |
125.03 |
124.56 |
124.87 |
| PP |
124.70 |
124.70 |
124.70 |
124.62 |
| S1 |
124.15 |
124.15 |
124.40 |
123.99 |
| S2 |
123.82 |
123.82 |
124.32 |
|
| S3 |
122.94 |
123.27 |
124.24 |
|
| S4 |
122.06 |
122.39 |
124.00 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.48 |
127.82 |
125.51 |
|
| R3 |
127.35 |
126.69 |
125.20 |
|
| R2 |
126.22 |
126.22 |
125.10 |
|
| R1 |
125.56 |
125.56 |
124.99 |
125.33 |
| PP |
125.09 |
125.09 |
125.09 |
124.98 |
| S1 |
124.43 |
124.43 |
124.79 |
124.20 |
| S2 |
123.96 |
123.96 |
124.68 |
|
| S3 |
122.83 |
123.30 |
124.58 |
|
| S4 |
121.70 |
122.17 |
124.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.76 |
124.37 |
1.39 |
1.1% |
0.81 |
0.6% |
8% |
False |
True |
237,558 |
| 10 |
125.76 |
124.37 |
1.39 |
1.1% |
0.66 |
0.5% |
8% |
False |
True |
133,917 |
| 20 |
125.76 |
123.28 |
2.48 |
2.0% |
0.60 |
0.5% |
48% |
False |
False |
70,261 |
| 40 |
125.76 |
119.38 |
6.38 |
5.1% |
0.57 |
0.5% |
80% |
False |
False |
35,832 |
| 60 |
125.76 |
119.38 |
6.38 |
5.1% |
0.51 |
0.4% |
80% |
False |
False |
23,945 |
| 80 |
125.76 |
119.38 |
6.38 |
5.1% |
0.41 |
0.3% |
80% |
False |
False |
17,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.99 |
|
2.618 |
127.55 |
|
1.618 |
126.67 |
|
1.000 |
126.13 |
|
0.618 |
125.79 |
|
HIGH |
125.25 |
|
0.618 |
124.91 |
|
0.500 |
124.81 |
|
0.382 |
124.71 |
|
LOW |
124.37 |
|
0.618 |
123.83 |
|
1.000 |
123.49 |
|
1.618 |
122.95 |
|
2.618 |
122.07 |
|
4.250 |
120.63 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.81 |
125.07 |
| PP |
124.70 |
124.87 |
| S1 |
124.59 |
124.68 |
|