Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
128.60 |
128.70 |
0.10 |
0.1% |
126.43 |
| High |
129.29 |
130.01 |
0.72 |
0.6% |
129.29 |
| Low |
128.43 |
128.62 |
0.19 |
0.1% |
126.34 |
| Close |
129.01 |
129.82 |
0.81 |
0.6% |
129.01 |
| Range |
0.86 |
1.39 |
0.53 |
61.6% |
2.95 |
| ATR |
0.84 |
0.88 |
0.04 |
4.7% |
0.00 |
| Volume |
200 |
181 |
-19 |
-9.5% |
812 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.65 |
133.13 |
130.58 |
|
| R3 |
132.26 |
131.74 |
130.20 |
|
| R2 |
130.87 |
130.87 |
130.07 |
|
| R1 |
130.35 |
130.35 |
129.95 |
130.61 |
| PP |
129.48 |
129.48 |
129.48 |
129.62 |
| S1 |
128.96 |
128.96 |
129.69 |
129.22 |
| S2 |
128.09 |
128.09 |
129.57 |
|
| S3 |
126.70 |
127.57 |
129.44 |
|
| S4 |
125.31 |
126.18 |
129.06 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.06 |
135.99 |
130.63 |
|
| R3 |
134.11 |
133.04 |
129.82 |
|
| R2 |
131.16 |
131.16 |
129.55 |
|
| R1 |
130.09 |
130.09 |
129.28 |
130.63 |
| PP |
128.21 |
128.21 |
128.21 |
128.48 |
| S1 |
127.14 |
127.14 |
128.74 |
127.68 |
| S2 |
125.26 |
125.26 |
128.47 |
|
| S3 |
122.31 |
124.19 |
128.20 |
|
| S4 |
119.36 |
121.24 |
127.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130.01 |
126.46 |
3.55 |
2.7% |
0.85 |
0.7% |
95% |
True |
False |
192 |
| 10 |
130.01 |
125.22 |
4.79 |
3.7% |
0.79 |
0.6% |
96% |
True |
False |
172 |
| 20 |
130.01 |
124.20 |
5.81 |
4.5% |
0.82 |
0.6% |
97% |
True |
False |
167 |
| 40 |
130.01 |
123.28 |
6.73 |
5.2% |
0.63 |
0.5% |
97% |
True |
False |
128 |
| 60 |
130.01 |
122.78 |
7.23 |
5.6% |
0.42 |
0.3% |
97% |
True |
False |
147 |
| 80 |
130.01 |
118.80 |
11.21 |
8.6% |
0.32 |
0.2% |
98% |
True |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.92 |
|
2.618 |
133.65 |
|
1.618 |
132.26 |
|
1.000 |
131.40 |
|
0.618 |
130.87 |
|
HIGH |
130.01 |
|
0.618 |
129.48 |
|
0.500 |
129.32 |
|
0.382 |
129.15 |
|
LOW |
128.62 |
|
0.618 |
127.76 |
|
1.000 |
127.23 |
|
1.618 |
126.37 |
|
2.618 |
124.98 |
|
4.250 |
122.71 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129.65 |
129.53 |
| PP |
129.48 |
129.25 |
| S1 |
129.32 |
128.96 |
|