Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
120.10 |
120.35 |
0.25 |
0.2% |
121.11 |
| High |
120.57 |
120.80 |
0.23 |
0.2% |
121.23 |
| Low |
120.08 |
120.20 |
0.12 |
0.1% |
119.95 |
| Close |
120.46 |
120.47 |
0.01 |
0.0% |
120.04 |
| Range |
0.49 |
0.60 |
0.11 |
22.4% |
1.28 |
| ATR |
0.58 |
0.58 |
0.00 |
0.3% |
0.00 |
| Volume |
932,360 |
866,969 |
-65,391 |
-7.0% |
4,100,106 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.29 |
121.98 |
120.80 |
|
| R3 |
121.69 |
121.38 |
120.64 |
|
| R2 |
121.09 |
121.09 |
120.58 |
|
| R1 |
120.78 |
120.78 |
120.53 |
120.94 |
| PP |
120.49 |
120.49 |
120.49 |
120.57 |
| S1 |
120.18 |
120.18 |
120.42 |
120.34 |
| S2 |
119.89 |
119.89 |
120.36 |
|
| S3 |
119.29 |
119.58 |
120.31 |
|
| S4 |
118.69 |
118.98 |
120.14 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.25 |
123.42 |
120.74 |
|
| R3 |
122.97 |
122.14 |
120.39 |
|
| R2 |
121.69 |
121.69 |
120.27 |
|
| R1 |
120.86 |
120.86 |
120.16 |
120.64 |
| PP |
120.41 |
120.41 |
120.41 |
120.29 |
| S1 |
119.58 |
119.58 |
119.92 |
119.36 |
| S2 |
119.13 |
119.13 |
119.81 |
|
| S3 |
117.85 |
118.30 |
119.69 |
|
| S4 |
116.57 |
117.02 |
119.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.82 |
119.86 |
0.96 |
0.8% |
0.51 |
0.4% |
64% |
False |
False |
856,413 |
| 10 |
121.61 |
119.86 |
1.75 |
1.5% |
0.47 |
0.4% |
35% |
False |
False |
840,524 |
| 20 |
123.60 |
119.86 |
3.74 |
3.1% |
0.52 |
0.4% |
16% |
False |
False |
841,044 |
| 40 |
123.92 |
119.86 |
4.06 |
3.4% |
0.57 |
0.5% |
15% |
False |
False |
649,073 |
| 60 |
123.92 |
119.86 |
4.06 |
3.4% |
0.54 |
0.4% |
15% |
False |
False |
433,725 |
| 80 |
124.97 |
119.86 |
5.11 |
4.2% |
0.54 |
0.4% |
12% |
False |
False |
325,322 |
| 100 |
128.13 |
119.86 |
8.27 |
6.9% |
0.47 |
0.4% |
7% |
False |
False |
260,280 |
| 120 |
129.76 |
119.86 |
9.90 |
8.2% |
0.39 |
0.3% |
6% |
False |
False |
216,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.35 |
|
2.618 |
122.37 |
|
1.618 |
121.77 |
|
1.000 |
121.40 |
|
0.618 |
121.17 |
|
HIGH |
120.80 |
|
0.618 |
120.57 |
|
0.500 |
120.50 |
|
0.382 |
120.43 |
|
LOW |
120.20 |
|
0.618 |
119.83 |
|
1.000 |
119.60 |
|
1.618 |
119.23 |
|
2.618 |
118.63 |
|
4.250 |
117.65 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120.50 |
120.42 |
| PP |
120.49 |
120.38 |
| S1 |
120.48 |
120.33 |
|