Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126.49 |
126.30 |
-0.19 |
-0.2% |
125.88 |
| High |
126.56 |
126.59 |
0.03 |
0.0% |
126.62 |
| Low |
125.93 |
125.98 |
0.05 |
0.0% |
125.32 |
| Close |
126.22 |
126.15 |
-0.07 |
-0.1% |
126.22 |
| Range |
0.63 |
0.61 |
-0.02 |
-3.2% |
1.30 |
| ATR |
0.65 |
0.64 |
0.00 |
-0.4% |
0.00 |
| Volume |
1,076,987 |
782,011 |
-294,976 |
-27.4% |
5,011,801 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.07 |
127.72 |
126.49 |
|
| R3 |
127.46 |
127.11 |
126.32 |
|
| R2 |
126.85 |
126.85 |
126.26 |
|
| R1 |
126.50 |
126.50 |
126.21 |
126.37 |
| PP |
126.24 |
126.24 |
126.24 |
126.18 |
| S1 |
125.89 |
125.89 |
126.09 |
125.76 |
| S2 |
125.63 |
125.63 |
126.04 |
|
| S3 |
125.02 |
125.28 |
125.98 |
|
| S4 |
124.41 |
124.67 |
125.81 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.95 |
129.39 |
126.94 |
|
| R3 |
128.65 |
128.09 |
126.58 |
|
| R2 |
127.35 |
127.35 |
126.46 |
|
| R1 |
126.79 |
126.79 |
126.34 |
127.07 |
| PP |
126.05 |
126.05 |
126.05 |
126.20 |
| S1 |
125.49 |
125.49 |
126.10 |
125.77 |
| S2 |
124.75 |
124.75 |
125.98 |
|
| S3 |
123.45 |
124.19 |
125.86 |
|
| S4 |
122.15 |
122.89 |
125.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.62 |
125.32 |
1.30 |
1.0% |
0.65 |
0.5% |
64% |
False |
False |
1,047,531 |
| 10 |
126.62 |
124.37 |
2.25 |
1.8% |
0.65 |
0.5% |
79% |
False |
False |
953,266 |
| 20 |
126.62 |
124.37 |
2.25 |
1.8% |
0.63 |
0.5% |
79% |
False |
False |
497,641 |
| 40 |
126.62 |
121.40 |
5.22 |
4.1% |
0.60 |
0.5% |
91% |
False |
False |
250,624 |
| 60 |
126.62 |
119.38 |
7.24 |
5.7% |
0.54 |
0.4% |
94% |
False |
False |
167,208 |
| 80 |
126.62 |
119.38 |
7.24 |
5.7% |
0.48 |
0.4% |
94% |
False |
False |
125,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.18 |
|
2.618 |
128.19 |
|
1.618 |
127.58 |
|
1.000 |
127.20 |
|
0.618 |
126.97 |
|
HIGH |
126.59 |
|
0.618 |
126.36 |
|
0.500 |
126.29 |
|
0.382 |
126.21 |
|
LOW |
125.98 |
|
0.618 |
125.60 |
|
1.000 |
125.37 |
|
1.618 |
124.99 |
|
2.618 |
124.38 |
|
4.250 |
123.39 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126.29 |
126.28 |
| PP |
126.24 |
126.23 |
| S1 |
126.20 |
126.19 |
|