Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126.20 |
126.88 |
0.68 |
0.5% |
126.30 |
| High |
127.22 |
127.54 |
0.32 |
0.3% |
127.54 |
| Low |
126.18 |
126.73 |
0.55 |
0.4% |
125.70 |
| Close |
127.19 |
127.45 |
0.26 |
0.2% |
127.45 |
| Range |
1.04 |
0.81 |
-0.23 |
-22.1% |
1.84 |
| ATR |
0.67 |
0.68 |
0.01 |
1.5% |
0.00 |
| Volume |
1,105,937 |
912,316 |
-193,621 |
-17.5% |
4,619,246 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.67 |
129.37 |
127.90 |
|
| R3 |
128.86 |
128.56 |
127.67 |
|
| R2 |
128.05 |
128.05 |
127.60 |
|
| R1 |
127.75 |
127.75 |
127.52 |
127.90 |
| PP |
127.24 |
127.24 |
127.24 |
127.32 |
| S1 |
126.94 |
126.94 |
127.38 |
127.09 |
| S2 |
126.43 |
126.43 |
127.30 |
|
| S3 |
125.62 |
126.13 |
127.23 |
|
| S4 |
124.81 |
125.32 |
127.00 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.42 |
131.77 |
128.46 |
|
| R3 |
130.58 |
129.93 |
127.96 |
|
| R2 |
128.74 |
128.74 |
127.79 |
|
| R1 |
128.09 |
128.09 |
127.62 |
128.42 |
| PP |
126.90 |
126.90 |
126.90 |
127.06 |
| S1 |
126.25 |
126.25 |
127.28 |
126.58 |
| S2 |
125.06 |
125.06 |
127.11 |
|
| S3 |
123.22 |
124.41 |
126.94 |
|
| S4 |
121.38 |
122.57 |
126.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.54 |
125.70 |
1.84 |
1.4% |
0.73 |
0.6% |
95% |
True |
False |
923,849 |
| 10 |
127.54 |
125.32 |
2.22 |
1.7% |
0.66 |
0.5% |
96% |
True |
False |
963,104 |
| 20 |
127.54 |
124.37 |
3.17 |
2.5% |
0.68 |
0.5% |
97% |
True |
False |
686,487 |
| 40 |
127.54 |
121.79 |
5.75 |
4.5% |
0.63 |
0.5% |
98% |
True |
False |
346,357 |
| 60 |
127.54 |
119.38 |
8.16 |
6.4% |
0.57 |
0.4% |
99% |
True |
False |
231,160 |
| 80 |
127.54 |
119.38 |
8.16 |
6.4% |
0.51 |
0.4% |
99% |
True |
False |
173,407 |
| 100 |
127.54 |
119.38 |
8.16 |
6.4% |
0.41 |
0.3% |
99% |
True |
False |
138,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.98 |
|
2.618 |
129.66 |
|
1.618 |
128.85 |
|
1.000 |
128.35 |
|
0.618 |
128.04 |
|
HIGH |
127.54 |
|
0.618 |
127.23 |
|
0.500 |
127.14 |
|
0.382 |
127.04 |
|
LOW |
126.73 |
|
0.618 |
126.23 |
|
1.000 |
125.92 |
|
1.618 |
125.42 |
|
2.618 |
124.61 |
|
4.250 |
123.29 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127.35 |
127.17 |
| PP |
127.24 |
126.90 |
| S1 |
127.14 |
126.62 |
|