Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
135.16 |
134.45 |
-0.71 |
-0.5% |
132.80 |
| High |
135.33 |
135.01 |
-0.32 |
-0.2% |
136.26 |
| Low |
134.25 |
133.88 |
-0.37 |
-0.3% |
132.47 |
| Close |
134.26 |
134.80 |
0.54 |
0.4% |
135.43 |
| Range |
1.08 |
1.13 |
0.05 |
4.6% |
3.79 |
| ATR |
1.33 |
1.31 |
-0.01 |
-1.1% |
0.00 |
| Volume |
882,578 |
888,918 |
6,340 |
0.7% |
3,327,433 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.95 |
137.51 |
135.42 |
|
| R3 |
136.82 |
136.38 |
135.11 |
|
| R2 |
135.69 |
135.69 |
135.01 |
|
| R1 |
135.25 |
135.25 |
134.90 |
135.47 |
| PP |
134.56 |
134.56 |
134.56 |
134.68 |
| S1 |
134.12 |
134.12 |
134.70 |
134.34 |
| S2 |
133.43 |
133.43 |
134.59 |
|
| S3 |
132.30 |
132.99 |
134.49 |
|
| S4 |
131.17 |
131.86 |
134.18 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.09 |
144.55 |
137.51 |
|
| R3 |
142.30 |
140.76 |
136.47 |
|
| R2 |
138.51 |
138.51 |
136.12 |
|
| R1 |
136.97 |
136.97 |
135.78 |
137.74 |
| PP |
134.72 |
134.72 |
134.72 |
135.11 |
| S1 |
133.18 |
133.18 |
135.08 |
133.95 |
| S2 |
130.93 |
130.93 |
134.74 |
|
| S3 |
127.14 |
129.39 |
134.39 |
|
| S4 |
123.35 |
125.60 |
133.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.18 |
133.88 |
2.30 |
1.7% |
1.06 |
0.8% |
40% |
False |
True |
796,733 |
| 10 |
136.26 |
132.47 |
3.79 |
2.8% |
1.15 |
0.9% |
61% |
False |
False |
724,495 |
| 20 |
136.26 |
129.66 |
6.60 |
4.9% |
1.51 |
1.1% |
78% |
False |
False |
916,743 |
| 40 |
136.26 |
125.22 |
11.04 |
8.2% |
1.29 |
1.0% |
87% |
False |
False |
950,198 |
| 60 |
136.26 |
124.37 |
11.89 |
8.8% |
1.09 |
0.8% |
88% |
False |
False |
911,141 |
| 80 |
136.26 |
121.79 |
14.47 |
10.7% |
0.97 |
0.7% |
90% |
False |
False |
686,647 |
| 100 |
136.26 |
119.38 |
16.88 |
12.5% |
0.87 |
0.6% |
91% |
False |
False |
549,513 |
| 120 |
136.26 |
119.38 |
16.88 |
12.5% |
0.78 |
0.6% |
91% |
False |
False |
457,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.81 |
|
2.618 |
137.97 |
|
1.618 |
136.84 |
|
1.000 |
136.14 |
|
0.618 |
135.71 |
|
HIGH |
135.01 |
|
0.618 |
134.58 |
|
0.500 |
134.45 |
|
0.382 |
134.31 |
|
LOW |
133.88 |
|
0.618 |
133.18 |
|
1.000 |
132.75 |
|
1.618 |
132.05 |
|
2.618 |
130.92 |
|
4.250 |
129.08 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
134.68 |
134.76 |
| PP |
134.56 |
134.72 |
| S1 |
134.45 |
134.68 |
|