Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
127.55 |
128.04 |
0.49 |
0.4% |
127.95 |
| High |
128.15 |
128.52 |
0.37 |
0.3% |
128.37 |
| Low |
127.50 |
127.91 |
0.41 |
0.3% |
125.22 |
| Close |
128.05 |
128.10 |
0.05 |
0.0% |
126.38 |
| Range |
0.65 |
0.61 |
-0.04 |
-6.2% |
3.15 |
| ATR |
0.83 |
0.81 |
-0.02 |
-1.9% |
0.00 |
| Volume |
185 |
168 |
-17 |
-9.2% |
807 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.01 |
129.66 |
128.44 |
|
| R3 |
129.40 |
129.05 |
128.27 |
|
| R2 |
128.79 |
128.79 |
128.21 |
|
| R1 |
128.44 |
128.44 |
128.16 |
128.62 |
| PP |
128.18 |
128.18 |
128.18 |
128.26 |
| S1 |
127.83 |
127.83 |
128.04 |
128.01 |
| S2 |
127.57 |
127.57 |
127.99 |
|
| S3 |
126.96 |
127.22 |
127.93 |
|
| S4 |
126.35 |
126.61 |
127.76 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.11 |
134.39 |
128.11 |
|
| R3 |
132.96 |
131.24 |
127.25 |
|
| R2 |
129.81 |
129.81 |
126.96 |
|
| R1 |
128.09 |
128.09 |
126.67 |
127.38 |
| PP |
126.66 |
126.66 |
126.66 |
126.30 |
| S1 |
124.94 |
124.94 |
126.09 |
124.23 |
| S2 |
123.51 |
123.51 |
125.80 |
|
| S3 |
120.36 |
121.79 |
125.51 |
|
| S4 |
117.21 |
118.64 |
124.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.52 |
125.22 |
3.30 |
2.6% |
0.76 |
0.6% |
87% |
True |
False |
153 |
| 10 |
128.52 |
125.22 |
3.30 |
2.6% |
0.66 |
0.5% |
87% |
True |
False |
145 |
| 20 |
129.52 |
123.96 |
5.56 |
4.3% |
0.74 |
0.6% |
74% |
False |
False |
168 |
| 40 |
129.52 |
123.28 |
6.24 |
4.9% |
0.58 |
0.5% |
77% |
False |
False |
128 |
| 60 |
129.52 |
122.34 |
7.18 |
5.6% |
0.39 |
0.3% |
80% |
False |
False |
147 |
| 80 |
129.52 |
118.80 |
10.72 |
8.4% |
0.29 |
0.2% |
87% |
False |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.11 |
|
2.618 |
130.12 |
|
1.618 |
129.51 |
|
1.000 |
129.13 |
|
0.618 |
128.90 |
|
HIGH |
128.52 |
|
0.618 |
128.29 |
|
0.500 |
128.22 |
|
0.382 |
128.14 |
|
LOW |
127.91 |
|
0.618 |
127.53 |
|
1.000 |
127.30 |
|
1.618 |
126.92 |
|
2.618 |
126.31 |
|
4.250 |
125.32 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128.22 |
127.90 |
| PP |
128.18 |
127.69 |
| S1 |
128.14 |
127.49 |
|