Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122.28 |
121.97 |
-0.31 |
-0.3% |
122.08 |
| High |
122.28 |
123.12 |
0.84 |
0.7% |
122.60 |
| Low |
121.90 |
121.79 |
-0.11 |
-0.1% |
121.62 |
| Close |
122.12 |
122.75 |
0.63 |
0.5% |
122.57 |
| Range |
0.38 |
1.33 |
0.95 |
250.0% |
0.98 |
| ATR |
0.49 |
0.55 |
0.06 |
12.4% |
0.00 |
| Volume |
6,138 |
1,544 |
-4,594 |
-74.8% |
7,980 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.54 |
125.98 |
123.48 |
|
| R3 |
125.21 |
124.65 |
123.12 |
|
| R2 |
123.88 |
123.88 |
122.99 |
|
| R1 |
123.32 |
123.32 |
122.87 |
123.60 |
| PP |
122.55 |
122.55 |
122.55 |
122.70 |
| S1 |
121.99 |
121.99 |
122.63 |
122.27 |
| S2 |
121.22 |
121.22 |
122.51 |
|
| S3 |
119.89 |
120.66 |
122.38 |
|
| S4 |
118.56 |
119.33 |
122.02 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.20 |
124.87 |
123.11 |
|
| R3 |
124.22 |
123.89 |
122.84 |
|
| R2 |
123.24 |
123.24 |
122.75 |
|
| R1 |
122.91 |
122.91 |
122.66 |
123.08 |
| PP |
122.26 |
122.26 |
122.26 |
122.35 |
| S1 |
121.93 |
121.93 |
122.48 |
122.10 |
| S2 |
121.28 |
121.28 |
122.39 |
|
| S3 |
120.30 |
120.95 |
122.30 |
|
| S4 |
119.32 |
119.97 |
122.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.12 |
121.79 |
1.33 |
1.1% |
0.56 |
0.5% |
72% |
True |
True |
2,440 |
| 10 |
123.12 |
121.35 |
1.77 |
1.4% |
0.50 |
0.4% |
79% |
True |
False |
2,049 |
| 20 |
123.12 |
119.38 |
3.74 |
3.0% |
0.50 |
0.4% |
90% |
True |
False |
1,320 |
| 40 |
123.50 |
119.38 |
4.12 |
3.4% |
0.44 |
0.4% |
82% |
False |
False |
744 |
| 60 |
123.50 |
119.38 |
4.12 |
3.4% |
0.31 |
0.3% |
82% |
False |
False |
521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.77 |
|
2.618 |
126.60 |
|
1.618 |
125.27 |
|
1.000 |
124.45 |
|
0.618 |
123.94 |
|
HIGH |
123.12 |
|
0.618 |
122.61 |
|
0.500 |
122.46 |
|
0.382 |
122.30 |
|
LOW |
121.79 |
|
0.618 |
120.97 |
|
1.000 |
120.46 |
|
1.618 |
119.64 |
|
2.618 |
118.31 |
|
4.250 |
116.14 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122.65 |
122.65 |
| PP |
122.55 |
122.55 |
| S1 |
122.46 |
122.46 |
|