Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
126.17 |
126.03 |
-0.14 |
-0.1% |
125.62 |
| High |
126.53 |
127.50 |
0.97 |
0.8% |
127.50 |
| Low |
125.79 |
125.85 |
0.06 |
0.0% |
125.41 |
| Close |
126.05 |
127.43 |
1.38 |
1.1% |
127.43 |
| Range |
0.74 |
1.65 |
0.91 |
123.0% |
2.09 |
| ATR |
0.72 |
0.79 |
0.07 |
9.2% |
0.00 |
| Volume |
1,174,571 |
1,144,764 |
-29,807 |
-2.5% |
4,245,502 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.88 |
131.30 |
128.34 |
|
| R3 |
130.23 |
129.65 |
127.88 |
|
| R2 |
128.58 |
128.58 |
127.73 |
|
| R1 |
128.00 |
128.00 |
127.58 |
128.29 |
| PP |
126.93 |
126.93 |
126.93 |
127.07 |
| S1 |
126.35 |
126.35 |
127.28 |
126.64 |
| S2 |
125.28 |
125.28 |
127.13 |
|
| S3 |
123.63 |
124.70 |
126.98 |
|
| S4 |
121.98 |
123.05 |
126.52 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.05 |
132.33 |
128.58 |
|
| R3 |
130.96 |
130.24 |
128.00 |
|
| R2 |
128.87 |
128.87 |
127.81 |
|
| R1 |
128.15 |
128.15 |
127.62 |
128.51 |
| PP |
126.78 |
126.78 |
126.78 |
126.96 |
| S1 |
126.06 |
126.06 |
127.24 |
126.42 |
| S2 |
124.69 |
124.69 |
127.05 |
|
| S3 |
122.60 |
123.97 |
126.86 |
|
| S4 |
120.51 |
121.88 |
126.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.50 |
125.22 |
2.28 |
1.8% |
0.91 |
0.7% |
97% |
True |
False |
1,046,404 |
| 10 |
127.57 |
125.22 |
2.35 |
1.8% |
0.86 |
0.7% |
94% |
False |
False |
1,027,664 |
| 20 |
127.57 |
125.15 |
2.42 |
1.9% |
0.76 |
0.6% |
94% |
False |
False |
994,010 |
| 40 |
127.57 |
123.49 |
4.08 |
3.2% |
0.69 |
0.5% |
97% |
False |
False |
579,853 |
| 60 |
127.57 |
119.63 |
7.94 |
6.2% |
0.65 |
0.5% |
98% |
False |
False |
387,201 |
| 80 |
127.57 |
119.38 |
8.19 |
6.4% |
0.58 |
0.5% |
98% |
False |
False |
290,451 |
| 100 |
127.57 |
119.38 |
8.19 |
6.4% |
0.49 |
0.4% |
98% |
False |
False |
232,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.51 |
|
2.618 |
131.82 |
|
1.618 |
130.17 |
|
1.000 |
129.15 |
|
0.618 |
128.52 |
|
HIGH |
127.50 |
|
0.618 |
126.87 |
|
0.500 |
126.68 |
|
0.382 |
126.48 |
|
LOW |
125.85 |
|
0.618 |
124.83 |
|
1.000 |
124.20 |
|
1.618 |
123.18 |
|
2.618 |
121.53 |
|
4.250 |
118.84 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127.18 |
127.14 |
| PP |
126.93 |
126.86 |
| S1 |
126.68 |
126.57 |
|