Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124.21 |
124.93 |
0.72 |
0.6% |
124.57 |
| High |
124.83 |
125.33 |
0.50 |
0.4% |
124.83 |
| Low |
124.12 |
124.87 |
0.75 |
0.6% |
123.73 |
| Close |
124.76 |
125.18 |
0.42 |
0.3% |
124.76 |
| Range |
0.71 |
0.46 |
-0.25 |
-35.2% |
1.10 |
| ATR |
0.66 |
0.65 |
-0.01 |
-1.0% |
0.00 |
| Volume |
1,003,394 |
939,449 |
-63,945 |
-6.4% |
3,694,516 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.51 |
126.30 |
125.43 |
|
| R3 |
126.05 |
125.84 |
125.31 |
|
| R2 |
125.59 |
125.59 |
125.26 |
|
| R1 |
125.38 |
125.38 |
125.22 |
125.49 |
| PP |
125.13 |
125.13 |
125.13 |
125.18 |
| S1 |
124.92 |
124.92 |
125.14 |
125.03 |
| S2 |
124.67 |
124.67 |
125.10 |
|
| S3 |
124.21 |
124.46 |
125.05 |
|
| S4 |
123.75 |
124.00 |
124.93 |
|
|
| 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 |
125.33 |
123.73 |
1.60 |
1.3% |
0.55 |
0.4% |
91% |
True |
False |
764,687 |
| 10 |
125.33 |
123.58 |
1.75 |
1.4% |
0.58 |
0.5% |
91% |
True |
False |
873,432 |
| 20 |
125.33 |
121.89 |
3.44 |
2.7% |
0.63 |
0.5% |
96% |
True |
False |
845,794 |
| 40 |
125.33 |
119.86 |
5.47 |
4.4% |
0.60 |
0.5% |
97% |
True |
False |
797,330 |
| 60 |
125.33 |
119.86 |
5.47 |
4.4% |
0.62 |
0.5% |
97% |
True |
False |
775,689 |
| 80 |
125.33 |
119.86 |
5.47 |
4.4% |
0.58 |
0.5% |
97% |
True |
False |
583,269 |
| 100 |
125.33 |
119.86 |
5.47 |
4.4% |
0.57 |
0.5% |
97% |
True |
False |
466,693 |
| 120 |
127.27 |
119.86 |
7.41 |
5.9% |
0.54 |
0.4% |
72% |
False |
False |
388,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.29 |
|
2.618 |
126.53 |
|
1.618 |
126.07 |
|
1.000 |
125.79 |
|
0.618 |
125.61 |
|
HIGH |
125.33 |
|
0.618 |
125.15 |
|
0.500 |
125.10 |
|
0.382 |
125.05 |
|
LOW |
124.87 |
|
0.618 |
124.59 |
|
1.000 |
124.41 |
|
1.618 |
124.13 |
|
2.618 |
123.67 |
|
4.250 |
122.92 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125.15 |
124.96 |
| PP |
125.13 |
124.75 |
| S1 |
125.10 |
124.53 |
|