Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
125.62 |
125.71 |
0.09 |
0.1% |
127.55 |
| High |
125.98 |
126.64 |
0.66 |
0.5% |
127.57 |
| Low |
125.41 |
125.64 |
0.23 |
0.2% |
125.22 |
| Close |
125.62 |
126.35 |
0.73 |
0.6% |
125.48 |
| Range |
0.57 |
1.00 |
0.43 |
75.4% |
2.35 |
| ATR |
0.70 |
0.72 |
0.02 |
3.3% |
0.00 |
| Volume |
765,529 |
1,160,638 |
395,109 |
51.6% |
5,118,827 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.21 |
128.78 |
126.90 |
|
| R3 |
128.21 |
127.78 |
126.63 |
|
| R2 |
127.21 |
127.21 |
126.53 |
|
| R1 |
126.78 |
126.78 |
126.44 |
127.00 |
| PP |
126.21 |
126.21 |
126.21 |
126.32 |
| S1 |
125.78 |
125.78 |
126.26 |
126.00 |
| S2 |
125.21 |
125.21 |
126.17 |
|
| S3 |
124.21 |
124.78 |
126.08 |
|
| S4 |
123.21 |
123.78 |
125.80 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.14 |
131.66 |
126.77 |
|
| R3 |
130.79 |
129.31 |
126.13 |
|
| R2 |
128.44 |
128.44 |
125.91 |
|
| R1 |
126.96 |
126.96 |
125.70 |
126.53 |
| PP |
126.09 |
126.09 |
126.09 |
125.87 |
| S1 |
124.61 |
124.61 |
125.26 |
124.18 |
| S2 |
123.74 |
123.74 |
125.05 |
|
| S3 |
121.39 |
122.26 |
124.83 |
|
| S4 |
119.04 |
119.91 |
124.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.64 |
125.22 |
1.42 |
1.1% |
0.74 |
0.6% |
80% |
True |
False |
1,039,457 |
| 10 |
127.57 |
125.22 |
2.35 |
1.9% |
0.80 |
0.6% |
48% |
False |
False |
1,007,532 |
| 20 |
127.57 |
124.53 |
3.04 |
2.4% |
0.71 |
0.6% |
60% |
False |
False |
974,004 |
| 40 |
127.57 |
123.28 |
4.29 |
3.4% |
0.65 |
0.5% |
72% |
False |
False |
522,133 |
| 60 |
127.57 |
119.38 |
8.19 |
6.5% |
0.62 |
0.5% |
85% |
False |
False |
348,556 |
| 80 |
127.57 |
119.38 |
8.19 |
6.5% |
0.56 |
0.4% |
85% |
False |
False |
261,460 |
| 100 |
127.57 |
119.38 |
8.19 |
6.5% |
0.47 |
0.4% |
85% |
False |
False |
209,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.89 |
|
2.618 |
129.26 |
|
1.618 |
128.26 |
|
1.000 |
127.64 |
|
0.618 |
127.26 |
|
HIGH |
126.64 |
|
0.618 |
126.26 |
|
0.500 |
126.14 |
|
0.382 |
126.02 |
|
LOW |
125.64 |
|
0.618 |
125.02 |
|
1.000 |
124.64 |
|
1.618 |
124.02 |
|
2.618 |
123.02 |
|
4.250 |
121.39 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126.28 |
126.21 |
| PP |
126.21 |
126.07 |
| S1 |
126.14 |
125.93 |
|