Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
122.08 |
122.19 |
0.11 |
0.1% |
120.84 |
| High |
122.12 |
122.19 |
0.07 |
0.1% |
122.10 |
| Low |
121.95 |
121.62 |
-0.33 |
-0.3% |
120.84 |
| Close |
122.14 |
121.61 |
-0.53 |
-0.4% |
121.92 |
| Range |
0.17 |
0.57 |
0.40 |
235.3% |
1.26 |
| ATR |
0.50 |
0.50 |
0.01 |
1.0% |
0.00 |
| Volume |
913 |
5,493 |
4,580 |
501.6% |
1,303 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.52 |
123.13 |
121.92 |
|
| R3 |
122.95 |
122.56 |
121.77 |
|
| R2 |
122.38 |
122.38 |
121.71 |
|
| R1 |
121.99 |
121.99 |
121.66 |
121.90 |
| PP |
121.81 |
121.81 |
121.81 |
121.76 |
| S1 |
121.42 |
121.42 |
121.56 |
121.33 |
| S2 |
121.24 |
121.24 |
121.51 |
|
| S3 |
120.67 |
120.85 |
121.45 |
|
| S4 |
120.10 |
120.28 |
121.30 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.40 |
124.92 |
122.61 |
|
| R3 |
124.14 |
123.66 |
122.27 |
|
| R2 |
122.88 |
122.88 |
122.15 |
|
| R1 |
122.40 |
122.40 |
122.04 |
122.64 |
| PP |
121.62 |
121.62 |
121.62 |
121.74 |
| S1 |
121.14 |
121.14 |
121.80 |
121.38 |
| S2 |
120.36 |
120.36 |
121.69 |
|
| S3 |
119.10 |
119.88 |
121.57 |
|
| S4 |
117.84 |
118.62 |
121.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.19 |
121.35 |
0.84 |
0.7% |
0.40 |
0.3% |
31% |
True |
False |
1,432 |
| 10 |
122.19 |
119.63 |
2.56 |
2.1% |
0.52 |
0.4% |
77% |
True |
False |
1,224 |
| 20 |
122.19 |
119.38 |
2.81 |
2.3% |
0.43 |
0.4% |
79% |
True |
False |
706 |
| 40 |
123.50 |
119.38 |
4.12 |
3.4% |
0.38 |
0.3% |
54% |
False |
False |
428 |
| 60 |
123.50 |
119.38 |
4.12 |
3.4% |
0.26 |
0.2% |
54% |
False |
False |
305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.61 |
|
2.618 |
123.68 |
|
1.618 |
123.11 |
|
1.000 |
122.76 |
|
0.618 |
122.54 |
|
HIGH |
122.19 |
|
0.618 |
121.97 |
|
0.500 |
121.91 |
|
0.382 |
121.84 |
|
LOW |
121.62 |
|
0.618 |
121.27 |
|
1.000 |
121.05 |
|
1.618 |
120.70 |
|
2.618 |
120.13 |
|
4.250 |
119.20 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121.91 |
121.80 |
| PP |
121.81 |
121.73 |
| S1 |
121.71 |
121.67 |
|