Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126.27 |
125.81 |
-0.46 |
-0.4% |
126.30 |
| High |
126.33 |
126.08 |
-0.25 |
-0.2% |
127.54 |
| Low |
125.60 |
125.26 |
-0.34 |
-0.3% |
125.70 |
| Close |
125.84 |
125.56 |
-0.28 |
-0.2% |
127.45 |
| Range |
0.73 |
0.82 |
0.09 |
12.3% |
1.84 |
| ATR |
0.70 |
0.71 |
0.01 |
1.2% |
0.00 |
| Volume |
1,226,421 |
1,058,178 |
-168,243 |
-13.7% |
4,619,246 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.09 |
127.65 |
126.01 |
|
| R3 |
127.27 |
126.83 |
125.79 |
|
| R2 |
126.45 |
126.45 |
125.71 |
|
| R1 |
126.01 |
126.01 |
125.64 |
125.82 |
| PP |
125.63 |
125.63 |
125.63 |
125.54 |
| S1 |
125.19 |
125.19 |
125.48 |
125.00 |
| S2 |
124.81 |
124.81 |
125.41 |
|
| S3 |
123.99 |
124.37 |
125.33 |
|
| S4 |
123.17 |
123.55 |
125.11 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.42 |
131.77 |
128.46 |
|
| R3 |
130.58 |
129.93 |
127.96 |
|
| R2 |
128.74 |
128.74 |
127.79 |
|
| R1 |
128.09 |
128.09 |
127.62 |
128.42 |
| PP |
126.90 |
126.90 |
126.90 |
127.06 |
| S1 |
126.25 |
126.25 |
127.28 |
126.58 |
| S2 |
125.06 |
125.06 |
127.11 |
|
| S3 |
123.22 |
124.41 |
126.94 |
|
| S4 |
121.38 |
122.57 |
126.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.57 |
125.26 |
2.31 |
1.8% |
0.81 |
0.6% |
13% |
False |
True |
1,008,924 |
| 10 |
127.57 |
125.26 |
2.31 |
1.8% |
0.75 |
0.6% |
13% |
False |
True |
982,853 |
| 20 |
127.57 |
124.37 |
3.20 |
2.5% |
0.72 |
0.6% |
37% |
False |
False |
882,736 |
| 40 |
127.57 |
121.79 |
5.78 |
4.6% |
0.67 |
0.5% |
65% |
False |
False |
449,398 |
| 60 |
127.57 |
119.38 |
8.19 |
6.5% |
0.60 |
0.5% |
75% |
False |
False |
300,014 |
| 80 |
127.57 |
119.38 |
8.19 |
6.5% |
0.54 |
0.4% |
75% |
False |
False |
225,052 |
| 100 |
127.57 |
119.38 |
8.19 |
6.5% |
0.44 |
0.4% |
75% |
False |
False |
180,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.57 |
|
2.618 |
128.23 |
|
1.618 |
127.41 |
|
1.000 |
126.90 |
|
0.618 |
126.59 |
|
HIGH |
126.08 |
|
0.618 |
125.77 |
|
0.500 |
125.67 |
|
0.382 |
125.57 |
|
LOW |
125.26 |
|
0.618 |
124.75 |
|
1.000 |
124.44 |
|
1.618 |
123.93 |
|
2.618 |
123.11 |
|
4.250 |
121.78 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125.67 |
126.17 |
| PP |
125.63 |
125.96 |
| S1 |
125.60 |
125.76 |
|