Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124.93 |
125.16 |
0.23 |
0.2% |
124.90 |
| High |
125.44 |
126.00 |
0.56 |
0.4% |
126.00 |
| Low |
124.70 |
125.15 |
0.45 |
0.4% |
124.37 |
| Close |
125.18 |
125.93 |
0.75 |
0.6% |
125.93 |
| Range |
0.74 |
0.85 |
0.11 |
14.9% |
1.63 |
| ATR |
0.65 |
0.67 |
0.01 |
2.1% |
0.00 |
| Volume |
995,281 |
884,838 |
-110,443 |
-11.1% |
3,744,221 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.24 |
127.94 |
126.40 |
|
| R3 |
127.39 |
127.09 |
126.16 |
|
| R2 |
126.54 |
126.54 |
126.09 |
|
| R1 |
126.24 |
126.24 |
126.01 |
126.39 |
| PP |
125.69 |
125.69 |
125.69 |
125.77 |
| S1 |
125.39 |
125.39 |
125.85 |
125.54 |
| S2 |
124.84 |
124.84 |
125.77 |
|
| S3 |
123.99 |
124.54 |
125.70 |
|
| S4 |
123.14 |
123.69 |
125.46 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.32 |
129.76 |
126.83 |
|
| R3 |
128.69 |
128.13 |
126.38 |
|
| R2 |
127.06 |
127.06 |
126.23 |
|
| R1 |
126.50 |
126.50 |
126.08 |
126.78 |
| PP |
125.43 |
125.43 |
125.43 |
125.58 |
| S1 |
124.87 |
124.87 |
125.78 |
125.15 |
| S2 |
123.80 |
123.80 |
125.63 |
|
| S3 |
122.17 |
123.24 |
125.48 |
|
| S4 |
120.54 |
121.61 |
125.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.00 |
124.37 |
1.63 |
1.3% |
0.69 |
0.5% |
96% |
True |
False |
748,844 |
| 10 |
126.00 |
124.37 |
1.63 |
1.3% |
0.70 |
0.6% |
96% |
True |
False |
409,870 |
| 20 |
126.00 |
123.49 |
2.51 |
2.0% |
0.62 |
0.5% |
97% |
True |
False |
209,513 |
| 40 |
126.00 |
119.74 |
6.26 |
5.0% |
0.60 |
0.5% |
99% |
True |
False |
105,850 |
| 60 |
126.00 |
119.38 |
6.62 |
5.3% |
0.52 |
0.4% |
99% |
True |
False |
70,670 |
| 80 |
126.00 |
119.38 |
6.62 |
5.3% |
0.43 |
0.3% |
99% |
True |
False |
53,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.61 |
|
2.618 |
128.23 |
|
1.618 |
127.38 |
|
1.000 |
126.85 |
|
0.618 |
126.53 |
|
HIGH |
126.00 |
|
0.618 |
125.68 |
|
0.500 |
125.58 |
|
0.382 |
125.47 |
|
LOW |
125.15 |
|
0.618 |
124.62 |
|
1.000 |
124.30 |
|
1.618 |
123.77 |
|
2.618 |
122.92 |
|
4.250 |
121.54 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125.81 |
125.71 |
| PP |
125.69 |
125.49 |
| S1 |
125.58 |
125.27 |
|