Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
136.99 |
135.87 |
-1.12 |
-0.8% |
136.88 |
| High |
137.33 |
136.25 |
-1.08 |
-0.8% |
138.80 |
| Low |
135.81 |
135.08 |
-0.73 |
-0.5% |
135.08 |
| Close |
135.90 |
135.41 |
-0.49 |
-0.4% |
135.41 |
| Range |
1.52 |
1.17 |
-0.35 |
-23.0% |
3.72 |
| ATR |
1.29 |
1.28 |
-0.01 |
-0.6% |
0.00 |
| Volume |
1,128,250 |
774,975 |
-353,275 |
-31.3% |
4,447,047 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.09 |
138.42 |
136.05 |
|
| R3 |
137.92 |
137.25 |
135.73 |
|
| R2 |
136.75 |
136.75 |
135.62 |
|
| R1 |
136.08 |
136.08 |
135.52 |
135.83 |
| PP |
135.58 |
135.58 |
135.58 |
135.46 |
| S1 |
134.91 |
134.91 |
135.30 |
134.66 |
| S2 |
134.41 |
134.41 |
135.20 |
|
| S3 |
133.24 |
133.74 |
135.09 |
|
| S4 |
132.07 |
132.57 |
134.77 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.59 |
145.22 |
137.46 |
|
| R3 |
143.87 |
141.50 |
136.43 |
|
| R2 |
140.15 |
140.15 |
136.09 |
|
| R1 |
137.78 |
137.78 |
135.75 |
137.11 |
| PP |
136.43 |
136.43 |
136.43 |
136.09 |
| S1 |
134.06 |
134.06 |
135.07 |
133.39 |
| S2 |
132.71 |
132.71 |
134.73 |
|
| S3 |
128.99 |
130.34 |
134.39 |
|
| S4 |
125.27 |
126.62 |
133.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.80 |
135.08 |
3.72 |
2.7% |
1.28 |
0.9% |
9% |
False |
True |
889,409 |
| 10 |
138.80 |
135.02 |
3.78 |
2.8% |
1.26 |
0.9% |
10% |
False |
False |
925,484 |
| 20 |
139.19 |
135.02 |
4.17 |
3.1% |
1.22 |
0.9% |
9% |
False |
False |
917,945 |
| 40 |
139.19 |
130.99 |
8.20 |
6.1% |
1.15 |
0.9% |
54% |
False |
False |
561,171 |
| 60 |
139.19 |
125.22 |
13.97 |
10.3% |
1.16 |
0.9% |
73% |
False |
False |
374,254 |
| 80 |
139.19 |
123.96 |
15.23 |
11.2% |
1.05 |
0.8% |
75% |
False |
False |
280,727 |
| 100 |
139.19 |
123.28 |
15.91 |
11.7% |
0.86 |
0.6% |
76% |
False |
False |
224,609 |
| 120 |
139.19 |
120.84 |
18.35 |
13.6% |
0.72 |
0.5% |
79% |
False |
False |
187,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.22 |
|
2.618 |
139.31 |
|
1.618 |
138.14 |
|
1.000 |
137.42 |
|
0.618 |
136.97 |
|
HIGH |
136.25 |
|
0.618 |
135.80 |
|
0.500 |
135.67 |
|
0.382 |
135.53 |
|
LOW |
135.08 |
|
0.618 |
134.36 |
|
1.000 |
133.91 |
|
1.618 |
133.19 |
|
2.618 |
132.02 |
|
4.250 |
130.11 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.67 |
136.68 |
| PP |
135.58 |
136.26 |
| S1 |
135.50 |
135.83 |
|