Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
127.95 |
128.19 |
0.24 |
0.2% |
126.08 |
| High |
128.37 |
128.19 |
-0.18 |
-0.1% |
129.52 |
| Low |
127.95 |
127.46 |
-0.49 |
-0.4% |
126.08 |
| Close |
128.15 |
127.75 |
-0.40 |
-0.3% |
127.69 |
| Range |
0.42 |
0.73 |
0.31 |
73.8% |
3.44 |
| ATR |
0.76 |
0.76 |
0.00 |
-0.3% |
0.00 |
| Volume |
78 |
439 |
361 |
462.8% |
894 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.99 |
129.60 |
128.15 |
|
| R3 |
129.26 |
128.87 |
127.95 |
|
| R2 |
128.53 |
128.53 |
127.88 |
|
| R1 |
128.14 |
128.14 |
127.82 |
127.97 |
| PP |
127.80 |
127.80 |
127.80 |
127.72 |
| S1 |
127.41 |
127.41 |
127.68 |
127.24 |
| S2 |
127.07 |
127.07 |
127.62 |
|
| S3 |
126.34 |
126.68 |
127.55 |
|
| S4 |
125.61 |
125.95 |
127.35 |
|
|
| 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 |
128.37 |
126.90 |
1.47 |
1.2% |
0.52 |
0.4% |
58% |
False |
False |
227 |
| 10 |
129.52 |
124.48 |
5.04 |
3.9% |
0.90 |
0.7% |
65% |
False |
False |
203 |
| 20 |
129.52 |
123.96 |
5.56 |
4.4% |
0.72 |
0.6% |
68% |
False |
False |
170 |
| 40 |
129.52 |
123.28 |
6.24 |
4.9% |
0.46 |
0.4% |
72% |
False |
False |
134 |
| 60 |
129.52 |
120.89 |
8.63 |
6.8% |
0.30 |
0.2% |
79% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.29 |
|
2.618 |
130.10 |
|
1.618 |
129.37 |
|
1.000 |
128.92 |
|
0.618 |
128.64 |
|
HIGH |
128.19 |
|
0.618 |
127.91 |
|
0.500 |
127.83 |
|
0.382 |
127.74 |
|
LOW |
127.46 |
|
0.618 |
127.01 |
|
1.000 |
126.73 |
|
1.618 |
126.28 |
|
2.618 |
125.55 |
|
4.250 |
124.36 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127.83 |
127.86 |
| PP |
127.80 |
127.82 |
| S1 |
127.78 |
127.79 |
|