Euro Bund Future June 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124.93 |
125.11 |
0.18 |
0.1% |
124.57 |
| High |
125.33 |
125.17 |
-0.16 |
-0.1% |
124.83 |
| Low |
124.87 |
124.71 |
-0.16 |
-0.1% |
123.73 |
| Close |
125.18 |
124.73 |
-0.45 |
-0.4% |
124.76 |
| Range |
0.46 |
0.46 |
0.00 |
0.0% |
1.10 |
| ATR |
0.65 |
0.64 |
-0.01 |
-2.0% |
0.00 |
| Volume |
939,449 |
965,413 |
25,964 |
2.8% |
3,694,516 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.25 |
125.95 |
124.98 |
|
| R3 |
125.79 |
125.49 |
124.86 |
|
| R2 |
125.33 |
125.33 |
124.81 |
|
| R1 |
125.03 |
125.03 |
124.77 |
124.95 |
| PP |
124.87 |
124.87 |
124.87 |
124.83 |
| S1 |
124.57 |
124.57 |
124.69 |
124.49 |
| S2 |
124.41 |
124.41 |
124.65 |
|
| S3 |
123.95 |
124.11 |
124.60 |
|
| S4 |
123.49 |
123.65 |
124.48 |
|
|
| 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% |
0.52 |
0.4% |
63% |
False |
False |
957,770 |
| 10 |
125.33 |
123.58 |
1.75 |
1.4% |
0.59 |
0.5% |
66% |
False |
False |
865,331 |
| 20 |
125.33 |
121.89 |
3.44 |
2.8% |
0.64 |
0.5% |
83% |
False |
False |
870,206 |
| 40 |
125.33 |
119.86 |
5.47 |
4.4% |
0.60 |
0.5% |
89% |
False |
False |
804,421 |
| 60 |
125.33 |
119.86 |
5.47 |
4.4% |
0.62 |
0.5% |
89% |
False |
False |
791,538 |
| 80 |
125.33 |
119.86 |
5.47 |
4.4% |
0.58 |
0.5% |
89% |
False |
False |
595,335 |
| 100 |
125.33 |
119.86 |
5.47 |
4.4% |
0.58 |
0.5% |
89% |
False |
False |
476,347 |
| 120 |
126.27 |
119.86 |
6.41 |
5.1% |
0.54 |
0.4% |
76% |
False |
False |
396,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.13 |
|
2.618 |
126.37 |
|
1.618 |
125.91 |
|
1.000 |
125.63 |
|
0.618 |
125.45 |
|
HIGH |
125.17 |
|
0.618 |
124.99 |
|
0.500 |
124.94 |
|
0.382 |
124.89 |
|
LOW |
124.71 |
|
0.618 |
124.43 |
|
1.000 |
124.25 |
|
1.618 |
123.97 |
|
2.618 |
123.51 |
|
4.250 |
122.76 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.94 |
124.73 |
| PP |
124.87 |
124.73 |
| S1 |
124.80 |
124.73 |
|