Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
122.19 |
121.90 |
-0.29 |
-0.2% |
120.84 |
| High |
122.19 |
122.40 |
0.21 |
0.2% |
122.10 |
| Low |
121.62 |
121.75 |
0.13 |
0.1% |
120.84 |
| Close |
121.61 |
122.32 |
0.71 |
0.6% |
121.92 |
| Range |
0.57 |
0.65 |
0.08 |
14.0% |
1.26 |
| ATR |
0.50 |
0.52 |
0.02 |
4.1% |
0.00 |
| Volume |
5,493 |
1,259 |
-4,234 |
-77.1% |
1,303 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.11 |
123.86 |
122.68 |
|
| R3 |
123.46 |
123.21 |
122.50 |
|
| R2 |
122.81 |
122.81 |
122.44 |
|
| R1 |
122.56 |
122.56 |
122.38 |
122.69 |
| PP |
122.16 |
122.16 |
122.16 |
122.22 |
| S1 |
121.91 |
121.91 |
122.26 |
122.04 |
| S2 |
121.51 |
121.51 |
122.20 |
|
| S3 |
120.86 |
121.26 |
122.14 |
|
| S4 |
120.21 |
120.61 |
121.96 |
|
|
| 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 |
122.40 |
121.35 |
1.05 |
0.9% |
0.44 |
0.4% |
92% |
True |
False |
1,657 |
| 10 |
122.40 |
119.74 |
2.66 |
2.2% |
0.55 |
0.4% |
97% |
True |
False |
1,079 |
| 20 |
122.40 |
119.38 |
3.02 |
2.5% |
0.44 |
0.4% |
97% |
True |
False |
767 |
| 40 |
123.50 |
119.38 |
4.12 |
3.4% |
0.40 |
0.3% |
71% |
False |
False |
457 |
| 60 |
123.50 |
119.38 |
4.12 |
3.4% |
0.27 |
0.2% |
71% |
False |
False |
322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.16 |
|
2.618 |
124.10 |
|
1.618 |
123.45 |
|
1.000 |
123.05 |
|
0.618 |
122.80 |
|
HIGH |
122.40 |
|
0.618 |
122.15 |
|
0.500 |
122.08 |
|
0.382 |
122.00 |
|
LOW |
121.75 |
|
0.618 |
121.35 |
|
1.000 |
121.10 |
|
1.618 |
120.70 |
|
2.618 |
120.05 |
|
4.250 |
118.99 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.24 |
122.22 |
| PP |
122.16 |
122.11 |
| S1 |
122.08 |
122.01 |
|