Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
129.05 |
127.97 |
-1.08 |
-0.8% |
127.50 |
| High |
129.07 |
128.24 |
-0.83 |
-0.6% |
130.91 |
| Low |
128.08 |
126.88 |
-1.20 |
-0.9% |
127.36 |
| Close |
128.35 |
127.00 |
-1.35 |
-1.1% |
128.99 |
| Range |
0.99 |
1.36 |
0.37 |
37.4% |
3.55 |
| ATR |
0.94 |
0.98 |
0.04 |
4.0% |
0.00 |
| Volume |
858,043 |
1,140,570 |
282,527 |
32.9% |
5,738,947 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.45 |
130.59 |
127.75 |
|
| R3 |
130.09 |
129.23 |
127.37 |
|
| R2 |
128.73 |
128.73 |
127.25 |
|
| R1 |
127.87 |
127.87 |
127.12 |
127.62 |
| PP |
127.37 |
127.37 |
127.37 |
127.25 |
| S1 |
126.51 |
126.51 |
126.88 |
126.26 |
| S2 |
126.01 |
126.01 |
126.75 |
|
| S3 |
124.65 |
125.15 |
126.63 |
|
| S4 |
123.29 |
123.79 |
126.25 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.74 |
137.91 |
130.94 |
|
| R3 |
136.19 |
134.36 |
129.97 |
|
| R2 |
132.64 |
132.64 |
129.64 |
|
| R1 |
130.81 |
130.81 |
129.32 |
131.73 |
| PP |
129.09 |
129.09 |
129.09 |
129.54 |
| S1 |
127.26 |
127.26 |
128.66 |
128.18 |
| S2 |
125.54 |
125.54 |
128.34 |
|
| S3 |
121.99 |
123.71 |
128.01 |
|
| S4 |
118.44 |
120.16 |
127.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.74 |
126.88 |
2.86 |
2.3% |
0.97 |
0.8% |
4% |
False |
True |
835,796 |
| 10 |
130.91 |
125.85 |
5.06 |
4.0% |
1.26 |
1.0% |
23% |
False |
False |
1,038,018 |
| 20 |
130.91 |
125.22 |
5.69 |
4.5% |
1.03 |
0.8% |
31% |
False |
False |
1,030,900 |
| 40 |
130.91 |
124.37 |
6.54 |
5.1% |
0.84 |
0.7% |
40% |
False |
False |
809,083 |
| 60 |
130.91 |
121.62 |
9.29 |
7.3% |
0.75 |
0.6% |
58% |
False |
False |
541,013 |
| 80 |
130.91 |
119.38 |
11.53 |
9.1% |
0.67 |
0.5% |
66% |
False |
False |
405,868 |
| 100 |
130.91 |
119.38 |
11.53 |
9.1% |
0.60 |
0.5% |
66% |
False |
False |
324,725 |
| 120 |
130.91 |
119.38 |
11.53 |
9.1% |
0.50 |
0.4% |
66% |
False |
False |
270,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.02 |
|
2.618 |
131.80 |
|
1.618 |
130.44 |
|
1.000 |
129.60 |
|
0.618 |
129.08 |
|
HIGH |
128.24 |
|
0.618 |
127.72 |
|
0.500 |
127.56 |
|
0.382 |
127.40 |
|
LOW |
126.88 |
|
0.618 |
126.04 |
|
1.000 |
125.52 |
|
1.618 |
124.68 |
|
2.618 |
123.32 |
|
4.250 |
121.10 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127.56 |
128.21 |
| PP |
127.37 |
127.80 |
| S1 |
127.19 |
127.40 |
|