Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122.80 |
122.30 |
-0.50 |
-0.4% |
122.43 |
| High |
122.82 |
123.39 |
0.57 |
0.5% |
122.98 |
| Low |
122.15 |
122.07 |
-0.08 |
-0.1% |
121.89 |
| Close |
122.48 |
123.07 |
0.59 |
0.5% |
122.92 |
| Range |
0.67 |
1.32 |
0.65 |
97.0% |
1.09 |
| ATR |
0.61 |
0.66 |
0.05 |
8.3% |
0.00 |
| Volume |
1,068,007 |
1,304,304 |
236,297 |
22.1% |
2,457,808 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.80 |
126.26 |
123.80 |
|
| R3 |
125.48 |
124.94 |
123.43 |
|
| R2 |
124.16 |
124.16 |
123.31 |
|
| R1 |
123.62 |
123.62 |
123.19 |
123.89 |
| PP |
122.84 |
122.84 |
122.84 |
122.98 |
| S1 |
122.30 |
122.30 |
122.95 |
122.57 |
| S2 |
121.52 |
121.52 |
122.83 |
|
| S3 |
120.20 |
120.98 |
122.71 |
|
| S4 |
118.88 |
119.66 |
122.34 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.87 |
125.48 |
123.52 |
|
| R3 |
124.78 |
124.39 |
123.22 |
|
| R2 |
123.69 |
123.69 |
123.12 |
|
| R1 |
123.30 |
123.30 |
123.02 |
123.50 |
| PP |
122.60 |
122.60 |
122.60 |
122.69 |
| S1 |
122.21 |
122.21 |
122.82 |
122.41 |
| S2 |
121.51 |
121.51 |
122.72 |
|
| S3 |
120.42 |
121.12 |
122.62 |
|
| S4 |
119.33 |
120.03 |
122.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.39 |
122.07 |
1.32 |
1.1% |
0.67 |
0.5% |
76% |
True |
True |
753,061 |
| 10 |
123.39 |
121.67 |
1.72 |
1.4% |
0.61 |
0.5% |
81% |
True |
False |
750,165 |
| 20 |
123.39 |
119.86 |
3.53 |
2.9% |
0.63 |
0.5% |
91% |
True |
False |
736,758 |
| 40 |
123.92 |
119.86 |
4.06 |
3.3% |
0.60 |
0.5% |
79% |
False |
False |
814,937 |
| 60 |
123.92 |
119.86 |
4.06 |
3.3% |
0.59 |
0.5% |
79% |
False |
False |
592,925 |
| 80 |
124.45 |
119.86 |
4.59 |
3.7% |
0.57 |
0.5% |
70% |
False |
False |
445,058 |
| 100 |
124.97 |
119.86 |
5.11 |
4.2% |
0.55 |
0.4% |
63% |
False |
False |
356,054 |
| 120 |
128.66 |
119.86 |
8.80 |
7.2% |
0.47 |
0.4% |
36% |
False |
False |
296,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.00 |
|
2.618 |
126.85 |
|
1.618 |
125.53 |
|
1.000 |
124.71 |
|
0.618 |
124.21 |
|
HIGH |
123.39 |
|
0.618 |
122.89 |
|
0.500 |
122.73 |
|
0.382 |
122.57 |
|
LOW |
122.07 |
|
0.618 |
121.25 |
|
1.000 |
120.75 |
|
1.618 |
119.93 |
|
2.618 |
118.61 |
|
4.250 |
116.46 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.96 |
122.96 |
| PP |
122.84 |
122.84 |
| S1 |
122.73 |
122.73 |
|