Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125.21 |
124.90 |
-0.31 |
-0.2% |
125.14 |
| High |
125.76 |
125.39 |
-0.37 |
-0.3% |
125.76 |
| Low |
124.73 |
124.90 |
0.17 |
0.1% |
124.63 |
| Close |
124.89 |
125.24 |
0.35 |
0.3% |
124.89 |
| Range |
1.03 |
0.49 |
-0.54 |
-52.4% |
1.13 |
| ATR |
0.65 |
0.64 |
-0.01 |
-1.7% |
0.00 |
| Volume |
147,159 |
5,364 |
-141,795 |
-96.4% |
333,786 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.65 |
126.43 |
125.51 |
|
| R3 |
126.16 |
125.94 |
125.37 |
|
| R2 |
125.67 |
125.67 |
125.33 |
|
| R1 |
125.45 |
125.45 |
125.28 |
125.56 |
| PP |
125.18 |
125.18 |
125.18 |
125.23 |
| S1 |
124.96 |
124.96 |
125.20 |
125.07 |
| S2 |
124.69 |
124.69 |
125.15 |
|
| S3 |
124.20 |
124.47 |
125.11 |
|
| S4 |
123.71 |
123.98 |
124.97 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.48 |
127.82 |
125.51 |
|
| R3 |
127.35 |
126.69 |
125.20 |
|
| R2 |
126.22 |
126.22 |
125.10 |
|
| R1 |
125.56 |
125.56 |
124.99 |
125.33 |
| PP |
125.09 |
125.09 |
125.09 |
124.98 |
| S1 |
124.43 |
124.43 |
124.79 |
124.20 |
| S2 |
123.96 |
123.96 |
124.68 |
|
| S3 |
122.83 |
123.30 |
124.58 |
|
| S4 |
121.70 |
122.17 |
124.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.76 |
124.63 |
1.13 |
0.9% |
0.73 |
0.6% |
54% |
False |
False |
67,830 |
| 10 |
125.76 |
124.46 |
1.30 |
1.0% |
0.61 |
0.5% |
60% |
False |
False |
42,016 |
| 20 |
125.76 |
123.28 |
2.48 |
2.0% |
0.60 |
0.5% |
79% |
False |
False |
23,585 |
| 40 |
125.76 |
119.38 |
6.38 |
5.1% |
0.56 |
0.4% |
92% |
False |
False |
12,462 |
| 60 |
125.76 |
119.38 |
6.38 |
5.1% |
0.50 |
0.4% |
92% |
False |
False |
8,365 |
| 80 |
125.76 |
119.38 |
6.38 |
5.1% |
0.40 |
0.3% |
92% |
False |
False |
6,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.47 |
|
2.618 |
126.67 |
|
1.618 |
126.18 |
|
1.000 |
125.88 |
|
0.618 |
125.69 |
|
HIGH |
125.39 |
|
0.618 |
125.20 |
|
0.500 |
125.15 |
|
0.382 |
125.09 |
|
LOW |
124.90 |
|
0.618 |
124.60 |
|
1.000 |
124.41 |
|
1.618 |
124.11 |
|
2.618 |
123.62 |
|
4.250 |
122.82 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125.21 |
125.25 |
| PP |
125.18 |
125.24 |
| S1 |
125.15 |
125.24 |
|