Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
135.48 |
135.28 |
-0.20 |
-0.1% |
133.29 |
| High |
135.94 |
135.80 |
-0.14 |
-0.1% |
135.94 |
| Low |
134.62 |
134.52 |
-0.10 |
-0.1% |
132.94 |
| Close |
135.31 |
134.67 |
-0.64 |
-0.5% |
134.67 |
| Range |
1.32 |
1.28 |
-0.04 |
-3.0% |
3.00 |
| ATR |
1.31 |
1.30 |
0.00 |
-0.1% |
0.00 |
| Volume |
984,968 |
741,671 |
-243,297 |
-24.7% |
4,543,263 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.84 |
138.03 |
135.37 |
|
| R3 |
137.56 |
136.75 |
135.02 |
|
| R2 |
136.28 |
136.28 |
134.90 |
|
| R1 |
135.47 |
135.47 |
134.79 |
135.24 |
| PP |
135.00 |
135.00 |
135.00 |
134.88 |
| S1 |
134.19 |
134.19 |
134.55 |
133.96 |
| S2 |
133.72 |
133.72 |
134.44 |
|
| S3 |
132.44 |
132.91 |
134.32 |
|
| S4 |
131.16 |
131.63 |
133.97 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.52 |
142.09 |
136.32 |
|
| R3 |
140.52 |
139.09 |
135.50 |
|
| R2 |
137.52 |
137.52 |
135.22 |
|
| R1 |
136.09 |
136.09 |
134.95 |
136.81 |
| PP |
134.52 |
134.52 |
134.52 |
134.87 |
| S1 |
133.09 |
133.09 |
134.40 |
133.81 |
| S2 |
131.52 |
131.52 |
134.12 |
|
| S3 |
128.52 |
130.09 |
133.85 |
|
| S4 |
125.52 |
127.09 |
133.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.94 |
132.94 |
3.00 |
2.2% |
1.36 |
1.0% |
58% |
False |
False |
908,652 |
| 10 |
135.94 |
132.94 |
3.00 |
2.2% |
1.33 |
1.0% |
58% |
False |
False |
870,998 |
| 20 |
138.80 |
132.94 |
5.86 |
4.4% |
1.29 |
1.0% |
30% |
False |
False |
898,241 |
| 40 |
139.19 |
132.58 |
6.61 |
4.9% |
1.24 |
0.9% |
32% |
False |
False |
777,584 |
| 60 |
139.19 |
128.43 |
10.76 |
8.0% |
1.28 |
0.9% |
58% |
False |
False |
519,396 |
| 80 |
139.19 |
123.96 |
15.23 |
11.3% |
1.14 |
0.8% |
70% |
False |
False |
389,589 |
| 100 |
139.19 |
123.28 |
15.91 |
11.8% |
1.00 |
0.7% |
72% |
False |
False |
311,689 |
| 120 |
139.19 |
122.34 |
16.85 |
12.5% |
0.83 |
0.6% |
73% |
False |
False |
259,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.24 |
|
2.618 |
139.15 |
|
1.618 |
137.87 |
|
1.000 |
137.08 |
|
0.618 |
136.59 |
|
HIGH |
135.80 |
|
0.618 |
135.31 |
|
0.500 |
135.16 |
|
0.382 |
135.01 |
|
LOW |
134.52 |
|
0.618 |
133.73 |
|
1.000 |
133.24 |
|
1.618 |
132.45 |
|
2.618 |
131.17 |
|
4.250 |
129.08 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.16 |
135.13 |
| PP |
135.00 |
134.98 |
| S1 |
134.83 |
134.82 |
|