Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
120.68 |
120.69 |
0.01 |
0.0% |
120.00 |
| High |
121.11 |
121.25 |
0.14 |
0.1% |
121.25 |
| Low |
120.57 |
120.59 |
0.02 |
0.0% |
119.86 |
| Close |
120.69 |
121.20 |
0.51 |
0.4% |
121.20 |
| Range |
0.54 |
0.66 |
0.12 |
22.2% |
1.39 |
| ATR |
0.59 |
0.59 |
0.01 |
0.9% |
0.00 |
| Volume |
1,046,236 |
0 |
-1,046,236 |
-100.0% |
3,422,940 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.99 |
122.76 |
121.56 |
|
| R3 |
122.33 |
122.10 |
121.38 |
|
| R2 |
121.67 |
121.67 |
121.32 |
|
| R1 |
121.44 |
121.44 |
121.26 |
121.56 |
| PP |
121.01 |
121.01 |
121.01 |
121.07 |
| S1 |
120.78 |
120.78 |
121.14 |
120.90 |
| S2 |
120.35 |
120.35 |
121.08 |
|
| S3 |
119.69 |
120.12 |
121.02 |
|
| S4 |
119.03 |
119.46 |
120.84 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.94 |
124.46 |
121.96 |
|
| R3 |
123.55 |
123.07 |
121.58 |
|
| R2 |
122.16 |
122.16 |
121.45 |
|
| R1 |
121.68 |
121.68 |
121.33 |
121.92 |
| PP |
120.77 |
120.77 |
120.77 |
120.89 |
| S1 |
120.29 |
120.29 |
121.07 |
120.53 |
| S2 |
119.38 |
119.38 |
120.95 |
|
| S3 |
117.99 |
118.90 |
120.82 |
|
| S4 |
116.60 |
117.51 |
120.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.25 |
119.86 |
1.39 |
1.1% |
0.52 |
0.4% |
96% |
True |
False |
684,588 |
| 10 |
121.25 |
119.86 |
1.39 |
1.1% |
0.50 |
0.4% |
96% |
True |
False |
752,304 |
| 20 |
122.74 |
119.86 |
2.88 |
2.4% |
0.50 |
0.4% |
47% |
False |
False |
792,970 |
| 40 |
123.92 |
119.86 |
4.06 |
3.3% |
0.57 |
0.5% |
33% |
False |
False |
674,823 |
| 60 |
123.92 |
119.86 |
4.06 |
3.3% |
0.54 |
0.4% |
33% |
False |
False |
451,137 |
| 80 |
124.97 |
119.86 |
5.11 |
4.2% |
0.55 |
0.5% |
26% |
False |
False |
338,399 |
| 100 |
127.27 |
119.86 |
7.41 |
6.1% |
0.48 |
0.4% |
18% |
False |
False |
270,741 |
| 120 |
129.76 |
119.86 |
9.90 |
8.2% |
0.40 |
0.3% |
14% |
False |
False |
225,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.06 |
|
2.618 |
122.98 |
|
1.618 |
122.32 |
|
1.000 |
121.91 |
|
0.618 |
121.66 |
|
HIGH |
121.25 |
|
0.618 |
121.00 |
|
0.500 |
120.92 |
|
0.382 |
120.84 |
|
LOW |
120.59 |
|
0.618 |
120.18 |
|
1.000 |
119.93 |
|
1.618 |
119.52 |
|
2.618 |
118.86 |
|
4.250 |
117.79 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.11 |
121.04 |
| PP |
121.01 |
120.88 |
| S1 |
120.92 |
120.73 |
|