Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
127.00 |
127.62 |
0.62 |
0.5% |
129.03 |
| High |
127.82 |
128.45 |
0.63 |
0.5% |
129.74 |
| Low |
126.39 |
127.56 |
1.17 |
0.9% |
126.39 |
| Close |
127.69 |
128.26 |
0.57 |
0.4% |
127.69 |
| Range |
1.43 |
0.89 |
-0.54 |
-37.8% |
3.35 |
| ATR |
1.01 |
1.00 |
-0.01 |
-0.9% |
0.00 |
| Volume |
1,014,196 |
640,756 |
-373,440 |
-36.8% |
4,510,673 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.76 |
130.40 |
128.75 |
|
| R3 |
129.87 |
129.51 |
128.50 |
|
| R2 |
128.98 |
128.98 |
128.42 |
|
| R1 |
128.62 |
128.62 |
128.34 |
128.80 |
| PP |
128.09 |
128.09 |
128.09 |
128.18 |
| S1 |
127.73 |
127.73 |
128.18 |
127.91 |
| S2 |
127.20 |
127.20 |
128.10 |
|
| S3 |
126.31 |
126.84 |
128.02 |
|
| S4 |
125.42 |
125.95 |
127.77 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.99 |
136.19 |
129.53 |
|
| R3 |
134.64 |
132.84 |
128.61 |
|
| R2 |
131.29 |
131.29 |
128.30 |
|
| R1 |
129.49 |
129.49 |
128.00 |
128.72 |
| PP |
127.94 |
127.94 |
127.94 |
127.55 |
| S1 |
126.14 |
126.14 |
127.38 |
125.37 |
| S2 |
124.59 |
124.59 |
127.08 |
|
| S3 |
121.24 |
122.79 |
126.77 |
|
| S4 |
117.89 |
119.44 |
125.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.53 |
126.39 |
3.14 |
2.4% |
1.12 |
0.9% |
60% |
False |
False |
900,220 |
| 10 |
130.91 |
126.39 |
4.52 |
3.5% |
1.13 |
0.9% |
41% |
False |
False |
955,041 |
| 20 |
130.91 |
125.22 |
5.69 |
4.4% |
1.05 |
0.8% |
53% |
False |
False |
1,012,735 |
| 40 |
130.91 |
124.37 |
6.54 |
5.1% |
0.87 |
0.7% |
59% |
False |
False |
849,611 |
| 60 |
130.91 |
121.79 |
9.12 |
7.1% |
0.77 |
0.6% |
71% |
False |
False |
568,483 |
| 80 |
130.91 |
119.38 |
11.53 |
9.0% |
0.69 |
0.5% |
77% |
False |
False |
426,554 |
| 100 |
130.91 |
119.38 |
11.53 |
9.0% |
0.62 |
0.5% |
77% |
False |
False |
341,272 |
| 120 |
130.91 |
119.38 |
11.53 |
9.0% |
0.52 |
0.4% |
77% |
False |
False |
284,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.23 |
|
2.618 |
130.78 |
|
1.618 |
129.89 |
|
1.000 |
129.34 |
|
0.618 |
129.00 |
|
HIGH |
128.45 |
|
0.618 |
128.11 |
|
0.500 |
128.01 |
|
0.382 |
127.90 |
|
LOW |
127.56 |
|
0.618 |
127.01 |
|
1.000 |
126.67 |
|
1.618 |
126.12 |
|
2.618 |
125.23 |
|
4.250 |
123.78 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128.18 |
127.98 |
| PP |
128.09 |
127.70 |
| S1 |
128.01 |
127.42 |
|