Euro Bund Future December 2011
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
127.57 |
127.95 |
0.38 |
0.3% |
126.08 |
High |
127.85 |
128.37 |
0.52 |
0.4% |
129.52 |
Low |
127.34 |
127.95 |
0.61 |
0.5% |
126.08 |
Close |
127.69 |
128.15 |
0.46 |
0.4% |
127.69 |
Range |
0.51 |
0.42 |
-0.09 |
-17.6% |
3.44 |
ATR |
0.77 |
0.76 |
-0.01 |
-0.8% |
0.00 |
Volume |
37 |
78 |
41 |
110.8% |
894 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.42 |
129.20 |
128.38 |
|
R3 |
129.00 |
128.78 |
128.27 |
|
R2 |
128.58 |
128.58 |
128.23 |
|
R1 |
128.36 |
128.36 |
128.19 |
128.47 |
PP |
128.16 |
128.16 |
128.16 |
128.21 |
S1 |
127.94 |
127.94 |
128.11 |
128.05 |
S2 |
127.74 |
127.74 |
128.07 |
|
S3 |
127.32 |
127.52 |
128.03 |
|
S4 |
126.90 |
127.10 |
127.92 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.08 |
136.33 |
129.58 |
|
R3 |
134.64 |
132.89 |
128.64 |
|
R2 |
131.20 |
131.20 |
128.32 |
|
R1 |
129.45 |
129.45 |
128.01 |
130.33 |
PP |
127.76 |
127.76 |
127.76 |
128.20 |
S1 |
126.01 |
126.01 |
127.37 |
126.89 |
S2 |
124.32 |
124.32 |
127.06 |
|
S3 |
120.88 |
122.57 |
126.74 |
|
S4 |
117.44 |
119.13 |
125.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129.52 |
126.90 |
2.62 |
2.0% |
0.80 |
0.6% |
48% |
False |
False |
175 |
10 |
129.52 |
124.20 |
5.32 |
4.2% |
0.85 |
0.7% |
74% |
False |
False |
162 |
20 |
129.52 |
123.96 |
5.56 |
4.3% |
0.70 |
0.5% |
75% |
False |
False |
148 |
40 |
129.52 |
123.28 |
6.24 |
4.9% |
0.44 |
0.3% |
78% |
False |
False |
130 |
60 |
129.52 |
120.89 |
8.63 |
6.7% |
0.29 |
0.2% |
84% |
False |
False |
204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.16 |
2.618 |
129.47 |
1.618 |
129.05 |
1.000 |
128.79 |
0.618 |
128.63 |
HIGH |
128.37 |
0.618 |
128.21 |
0.500 |
128.16 |
0.382 |
128.11 |
LOW |
127.95 |
0.618 |
127.69 |
1.000 |
127.53 |
1.618 |
127.27 |
2.618 |
126.85 |
4.250 |
126.17 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
128.16 |
127.99 |
PP |
128.16 |
127.83 |
S1 |
128.15 |
127.68 |
|