Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124.57 |
124.20 |
-0.37 |
-0.3% |
123.68 |
| High |
124.62 |
124.48 |
-0.14 |
-0.1% |
124.63 |
| Low |
124.03 |
123.87 |
-0.16 |
-0.1% |
123.55 |
| Close |
124.13 |
124.38 |
0.25 |
0.2% |
124.42 |
| Range |
0.59 |
0.61 |
0.02 |
3.4% |
1.08 |
| ATR |
0.68 |
0.68 |
-0.01 |
-0.8% |
0.00 |
| Volume |
810,527 |
0 |
-810,527 |
-100.0% |
5,191,367 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.07 |
125.84 |
124.72 |
|
| R3 |
125.46 |
125.23 |
124.55 |
|
| R2 |
124.85 |
124.85 |
124.49 |
|
| R1 |
124.62 |
124.62 |
124.44 |
124.74 |
| PP |
124.24 |
124.24 |
124.24 |
124.30 |
| S1 |
124.01 |
124.01 |
124.32 |
124.13 |
| S2 |
123.63 |
123.63 |
124.27 |
|
| S3 |
123.02 |
123.40 |
124.21 |
|
| S4 |
122.41 |
122.79 |
124.04 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.44 |
127.01 |
125.01 |
|
| R3 |
126.36 |
125.93 |
124.72 |
|
| R2 |
125.28 |
125.28 |
124.62 |
|
| R1 |
124.85 |
124.85 |
124.52 |
125.07 |
| PP |
124.20 |
124.20 |
124.20 |
124.31 |
| S1 |
123.77 |
123.77 |
124.32 |
123.99 |
| S2 |
123.12 |
123.12 |
124.22 |
|
| S3 |
122.04 |
122.69 |
124.12 |
|
| S4 |
120.96 |
121.61 |
123.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.63 |
123.58 |
1.05 |
0.8% |
0.67 |
0.5% |
76% |
False |
False |
772,893 |
| 10 |
124.63 |
122.07 |
2.56 |
2.1% |
0.75 |
0.6% |
90% |
False |
False |
961,316 |
| 20 |
124.63 |
121.13 |
3.50 |
2.8% |
0.70 |
0.6% |
93% |
False |
False |
788,697 |
| 40 |
124.63 |
119.86 |
4.77 |
3.8% |
0.60 |
0.5% |
95% |
False |
False |
790,833 |
| 60 |
124.63 |
119.86 |
4.77 |
3.8% |
0.61 |
0.5% |
95% |
False |
False |
712,781 |
| 80 |
124.63 |
119.86 |
4.77 |
3.8% |
0.58 |
0.5% |
95% |
False |
False |
535,527 |
| 100 |
124.97 |
119.86 |
5.11 |
4.1% |
0.58 |
0.5% |
88% |
False |
False |
428,459 |
| 120 |
127.27 |
119.86 |
7.41 |
6.0% |
0.52 |
0.4% |
61% |
False |
False |
357,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.07 |
|
2.618 |
126.08 |
|
1.618 |
125.47 |
|
1.000 |
125.09 |
|
0.618 |
124.86 |
|
HIGH |
124.48 |
|
0.618 |
124.25 |
|
0.500 |
124.18 |
|
0.382 |
124.10 |
|
LOW |
123.87 |
|
0.618 |
123.49 |
|
1.000 |
123.26 |
|
1.618 |
122.88 |
|
2.618 |
122.27 |
|
4.250 |
121.28 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.31 |
124.33 |
| PP |
124.24 |
124.28 |
| S1 |
124.18 |
124.23 |
|