Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124.05 |
124.21 |
0.16 |
0.1% |
124.57 |
| High |
124.23 |
124.83 |
0.60 |
0.5% |
124.83 |
| Low |
123.73 |
124.12 |
0.39 |
0.3% |
123.73 |
| Close |
124.13 |
124.76 |
0.63 |
0.5% |
124.76 |
| Range |
0.50 |
0.71 |
0.21 |
42.0% |
1.10 |
| ATR |
0.66 |
0.66 |
0.00 |
0.6% |
0.00 |
| Volume |
1,015,497 |
1,003,394 |
-12,103 |
-1.2% |
3,694,516 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.70 |
126.44 |
125.15 |
|
| R3 |
125.99 |
125.73 |
124.96 |
|
| R2 |
125.28 |
125.28 |
124.89 |
|
| R1 |
125.02 |
125.02 |
124.83 |
125.15 |
| PP |
124.57 |
124.57 |
124.57 |
124.64 |
| S1 |
124.31 |
124.31 |
124.69 |
124.44 |
| S2 |
123.86 |
123.86 |
124.63 |
|
| S3 |
123.15 |
123.60 |
124.56 |
|
| S4 |
122.44 |
122.89 |
124.37 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.74 |
127.35 |
125.37 |
|
| R3 |
126.64 |
126.25 |
125.06 |
|
| R2 |
125.54 |
125.54 |
124.96 |
|
| R1 |
125.15 |
125.15 |
124.86 |
125.35 |
| PP |
124.44 |
124.44 |
124.44 |
124.54 |
| S1 |
124.05 |
124.05 |
124.66 |
124.25 |
| S2 |
123.34 |
123.34 |
124.56 |
|
| S3 |
122.24 |
122.95 |
124.46 |
|
| S4 |
121.14 |
121.85 |
124.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.83 |
123.73 |
1.10 |
0.9% |
0.57 |
0.5% |
94% |
True |
False |
738,903 |
| 10 |
124.83 |
123.55 |
1.28 |
1.0% |
0.63 |
0.5% |
95% |
True |
False |
888,588 |
| 20 |
124.83 |
121.67 |
3.16 |
2.5% |
0.65 |
0.5% |
98% |
True |
False |
837,936 |
| 40 |
124.83 |
119.86 |
4.97 |
4.0% |
0.60 |
0.5% |
99% |
True |
False |
795,363 |
| 60 |
124.83 |
119.86 |
4.97 |
4.0% |
0.61 |
0.5% |
99% |
True |
False |
760,245 |
| 80 |
124.83 |
119.86 |
4.97 |
4.0% |
0.58 |
0.5% |
99% |
True |
False |
571,528 |
| 100 |
124.97 |
119.86 |
5.11 |
4.1% |
0.58 |
0.5% |
96% |
False |
False |
457,299 |
| 120 |
127.27 |
119.86 |
7.41 |
5.9% |
0.53 |
0.4% |
66% |
False |
False |
381,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.85 |
|
2.618 |
126.69 |
|
1.618 |
125.98 |
|
1.000 |
125.54 |
|
0.618 |
125.27 |
|
HIGH |
124.83 |
|
0.618 |
124.56 |
|
0.500 |
124.48 |
|
0.382 |
124.39 |
|
LOW |
124.12 |
|
0.618 |
123.68 |
|
1.000 |
123.41 |
|
1.618 |
122.97 |
|
2.618 |
122.26 |
|
4.250 |
121.10 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.67 |
124.60 |
| PP |
124.57 |
124.44 |
| S1 |
124.48 |
124.28 |
|