Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
127.97 |
127.00 |
-0.97 |
-0.8% |
129.03 |
| High |
128.24 |
127.82 |
-0.42 |
-0.3% |
129.74 |
| Low |
126.88 |
126.39 |
-0.49 |
-0.4% |
126.39 |
| Close |
127.00 |
127.69 |
0.69 |
0.5% |
127.69 |
| Range |
1.36 |
1.43 |
0.07 |
5.1% |
3.35 |
| ATR |
0.98 |
1.01 |
0.03 |
3.3% |
0.00 |
| Volume |
1,140,570 |
1,014,196 |
-126,374 |
-11.1% |
4,510,673 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.59 |
131.07 |
128.48 |
|
| R3 |
130.16 |
129.64 |
128.08 |
|
| R2 |
128.73 |
128.73 |
127.95 |
|
| R1 |
128.21 |
128.21 |
127.82 |
128.47 |
| PP |
127.30 |
127.30 |
127.30 |
127.43 |
| S1 |
126.78 |
126.78 |
127.56 |
127.04 |
| S2 |
125.87 |
125.87 |
127.43 |
|
| S3 |
124.44 |
125.35 |
127.30 |
|
| S4 |
123.01 |
123.92 |
126.90 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.99 |
136.19 |
129.53 |
|
| R3 |
134.64 |
132.84 |
128.61 |
|
| R2 |
131.29 |
131.29 |
128.30 |
|
| R1 |
129.49 |
129.49 |
128.00 |
128.72 |
| PP |
127.94 |
127.94 |
127.94 |
127.55 |
| S1 |
126.14 |
126.14 |
127.38 |
125.37 |
| S2 |
124.59 |
124.59 |
127.08 |
|
| S3 |
121.24 |
122.79 |
126.77 |
|
| S4 |
117.89 |
119.44 |
125.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.74 |
126.39 |
3.35 |
2.6% |
1.08 |
0.8% |
39% |
False |
True |
902,134 |
| 10 |
130.91 |
126.39 |
4.52 |
3.5% |
1.24 |
1.0% |
29% |
False |
True |
1,024,962 |
| 20 |
130.91 |
125.22 |
5.69 |
4.5% |
1.05 |
0.8% |
43% |
False |
False |
1,026,313 |
| 40 |
130.91 |
124.37 |
6.54 |
5.1% |
0.87 |
0.7% |
51% |
False |
False |
834,229 |
| 60 |
130.91 |
121.75 |
9.16 |
7.2% |
0.77 |
0.6% |
65% |
False |
False |
557,824 |
| 80 |
130.91 |
119.38 |
11.53 |
9.0% |
0.68 |
0.5% |
72% |
False |
False |
418,545 |
| 100 |
130.91 |
119.38 |
11.53 |
9.0% |
0.61 |
0.5% |
72% |
False |
False |
334,866 |
| 120 |
130.91 |
119.38 |
11.53 |
9.0% |
0.51 |
0.4% |
72% |
False |
False |
279,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.90 |
|
2.618 |
131.56 |
|
1.618 |
130.13 |
|
1.000 |
129.25 |
|
0.618 |
128.70 |
|
HIGH |
127.82 |
|
0.618 |
127.27 |
|
0.500 |
127.11 |
|
0.382 |
126.94 |
|
LOW |
126.39 |
|
0.618 |
125.51 |
|
1.000 |
124.96 |
|
1.618 |
124.08 |
|
2.618 |
122.65 |
|
4.250 |
120.31 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127.50 |
127.73 |
| PP |
127.30 |
127.72 |
| S1 |
127.11 |
127.70 |
|