Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126.88 |
127.55 |
0.67 |
0.5% |
126.30 |
| High |
127.54 |
127.57 |
0.03 |
0.0% |
127.54 |
| Low |
126.73 |
126.78 |
0.05 |
0.0% |
125.70 |
| Close |
127.45 |
126.87 |
-0.58 |
-0.5% |
127.45 |
| Range |
0.81 |
0.79 |
-0.02 |
-2.5% |
1.84 |
| ATR |
0.68 |
0.69 |
0.01 |
1.2% |
0.00 |
| Volume |
912,316 |
803,734 |
-108,582 |
-11.9% |
4,619,246 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.44 |
128.95 |
127.30 |
|
| R3 |
128.65 |
128.16 |
127.09 |
|
| R2 |
127.86 |
127.86 |
127.01 |
|
| R1 |
127.37 |
127.37 |
126.94 |
127.22 |
| PP |
127.07 |
127.07 |
127.07 |
127.00 |
| S1 |
126.58 |
126.58 |
126.80 |
126.43 |
| S2 |
126.28 |
126.28 |
126.73 |
|
| S3 |
125.49 |
125.79 |
126.65 |
|
| S4 |
124.70 |
125.00 |
126.44 |
|
|
| 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 |
127.57 |
125.70 |
1.87 |
1.5% |
0.77 |
0.6% |
63% |
True |
False |
928,193 |
| 10 |
127.57 |
125.32 |
2.25 |
1.8% |
0.71 |
0.6% |
69% |
True |
False |
987,862 |
| 20 |
127.57 |
124.37 |
3.20 |
2.5% |
0.70 |
0.6% |
78% |
True |
False |
725,639 |
| 40 |
127.57 |
121.79 |
5.78 |
4.6% |
0.64 |
0.5% |
88% |
True |
False |
366,442 |
| 60 |
127.57 |
119.38 |
8.19 |
6.5% |
0.58 |
0.5% |
91% |
True |
False |
244,555 |
| 80 |
127.57 |
119.38 |
8.19 |
6.5% |
0.52 |
0.4% |
91% |
True |
False |
183,453 |
| 100 |
127.57 |
119.38 |
8.19 |
6.5% |
0.42 |
0.3% |
91% |
True |
False |
146,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.93 |
|
2.618 |
129.64 |
|
1.618 |
128.85 |
|
1.000 |
128.36 |
|
0.618 |
128.06 |
|
HIGH |
127.57 |
|
0.618 |
127.27 |
|
0.500 |
127.18 |
|
0.382 |
127.08 |
|
LOW |
126.78 |
|
0.618 |
126.29 |
|
1.000 |
125.99 |
|
1.618 |
125.50 |
|
2.618 |
124.71 |
|
4.250 |
123.42 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127.18 |
126.88 |
| PP |
127.07 |
126.87 |
| S1 |
126.97 |
126.87 |
|