Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
134.45 |
134.77 |
0.32 |
0.2% |
135.37 |
| High |
135.01 |
135.84 |
0.83 |
0.6% |
135.84 |
| Low |
133.88 |
134.67 |
0.79 |
0.6% |
133.88 |
| Close |
134.80 |
135.24 |
0.44 |
0.3% |
135.24 |
| Range |
1.13 |
1.17 |
0.04 |
3.5% |
1.96 |
| ATR |
1.31 |
1.30 |
-0.01 |
-0.8% |
0.00 |
| Volume |
888,918 |
684,822 |
-204,096 |
-23.0% |
3,800,116 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.76 |
138.17 |
135.88 |
|
| R3 |
137.59 |
137.00 |
135.56 |
|
| R2 |
136.42 |
136.42 |
135.45 |
|
| R1 |
135.83 |
135.83 |
135.35 |
136.13 |
| PP |
135.25 |
135.25 |
135.25 |
135.40 |
| S1 |
134.66 |
134.66 |
135.13 |
134.96 |
| S2 |
134.08 |
134.08 |
135.03 |
|
| S3 |
132.91 |
133.49 |
134.92 |
|
| S4 |
131.74 |
132.32 |
134.60 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.87 |
140.01 |
136.32 |
|
| R3 |
138.91 |
138.05 |
135.78 |
|
| R2 |
136.95 |
136.95 |
135.60 |
|
| R1 |
136.09 |
136.09 |
135.42 |
135.54 |
| PP |
134.99 |
134.99 |
134.99 |
134.71 |
| S1 |
134.13 |
134.13 |
135.06 |
133.58 |
| S2 |
133.03 |
133.03 |
134.88 |
|
| S3 |
131.07 |
132.17 |
134.70 |
|
| S4 |
129.11 |
130.21 |
134.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.84 |
133.88 |
1.96 |
1.4% |
1.06 |
0.8% |
69% |
True |
False |
760,023 |
| 10 |
136.26 |
132.47 |
3.79 |
2.8% |
1.14 |
0.8% |
73% |
False |
False |
712,754 |
| 20 |
136.26 |
129.89 |
6.37 |
4.7% |
1.51 |
1.1% |
84% |
False |
False |
903,207 |
| 40 |
136.26 |
125.22 |
11.04 |
8.2% |
1.30 |
1.0% |
91% |
False |
False |
940,864 |
| 60 |
136.26 |
124.37 |
11.89 |
8.8% |
1.10 |
0.8% |
91% |
False |
False |
921,488 |
| 80 |
136.26 |
121.79 |
14.47 |
10.7% |
0.98 |
0.7% |
93% |
False |
False |
695,131 |
| 100 |
136.26 |
119.38 |
16.88 |
12.5% |
0.88 |
0.6% |
94% |
False |
False |
556,354 |
| 120 |
136.26 |
119.38 |
16.88 |
12.5% |
0.79 |
0.6% |
94% |
False |
False |
463,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.81 |
|
2.618 |
138.90 |
|
1.618 |
137.73 |
|
1.000 |
137.01 |
|
0.618 |
136.56 |
|
HIGH |
135.84 |
|
0.618 |
135.39 |
|
0.500 |
135.26 |
|
0.382 |
135.12 |
|
LOW |
134.67 |
|
0.618 |
133.95 |
|
1.000 |
133.50 |
|
1.618 |
132.78 |
|
2.618 |
131.61 |
|
4.250 |
129.70 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.26 |
135.11 |
| PP |
135.25 |
134.99 |
| S1 |
135.25 |
134.86 |
|