Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126.30 |
126.06 |
-0.24 |
-0.2% |
125.88 |
| High |
126.59 |
126.24 |
-0.35 |
-0.3% |
126.62 |
| Low |
125.98 |
125.73 |
-0.25 |
-0.2% |
125.32 |
| Close |
126.15 |
125.85 |
-0.30 |
-0.2% |
126.22 |
| Range |
0.61 |
0.51 |
-0.10 |
-16.4% |
1.30 |
| ATR |
0.64 |
0.64 |
-0.01 |
-1.5% |
0.00 |
| Volume |
782,011 |
806,900 |
24,889 |
3.2% |
5,011,801 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.47 |
127.17 |
126.13 |
|
| R3 |
126.96 |
126.66 |
125.99 |
|
| R2 |
126.45 |
126.45 |
125.94 |
|
| R1 |
126.15 |
126.15 |
125.90 |
126.05 |
| PP |
125.94 |
125.94 |
125.94 |
125.89 |
| S1 |
125.64 |
125.64 |
125.80 |
125.54 |
| S2 |
125.43 |
125.43 |
125.76 |
|
| S3 |
124.92 |
125.13 |
125.71 |
|
| S4 |
124.41 |
124.62 |
125.57 |
|
|
| 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 |
125.47 |
1.15 |
0.9% |
0.62 |
0.5% |
33% |
False |
False |
1,024,072 |
| 10 |
126.62 |
124.53 |
2.09 |
1.7% |
0.62 |
0.5% |
63% |
False |
False |
940,475 |
| 20 |
126.62 |
124.37 |
2.25 |
1.8% |
0.64 |
0.5% |
66% |
False |
False |
537,196 |
| 40 |
126.62 |
121.62 |
5.00 |
4.0% |
0.60 |
0.5% |
85% |
False |
False |
270,790 |
| 60 |
126.62 |
119.38 |
7.24 |
5.8% |
0.54 |
0.4% |
89% |
False |
False |
180,656 |
| 80 |
126.62 |
119.38 |
7.24 |
5.8% |
0.48 |
0.4% |
89% |
False |
False |
135,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.41 |
|
2.618 |
127.58 |
|
1.618 |
127.07 |
|
1.000 |
126.75 |
|
0.618 |
126.56 |
|
HIGH |
126.24 |
|
0.618 |
126.05 |
|
0.500 |
125.99 |
|
0.382 |
125.92 |
|
LOW |
125.73 |
|
0.618 |
125.41 |
|
1.000 |
125.22 |
|
1.618 |
124.90 |
|
2.618 |
124.39 |
|
4.250 |
123.56 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125.99 |
126.16 |
| PP |
125.94 |
126.06 |
| S1 |
125.90 |
125.95 |
|