Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
134.81 |
134.52 |
-0.29 |
-0.2% |
135.37 |
| High |
135.16 |
135.61 |
0.45 |
0.3% |
135.84 |
| Low |
134.18 |
134.31 |
0.13 |
0.1% |
133.88 |
| Close |
134.36 |
135.28 |
0.92 |
0.7% |
135.24 |
| Range |
0.98 |
1.30 |
0.32 |
32.7% |
1.96 |
| ATR |
1.28 |
1.29 |
0.00 |
0.1% |
0.00 |
| Volume |
325,409 |
696,538 |
371,129 |
114.1% |
3,800,116 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.97 |
138.42 |
136.00 |
|
| R3 |
137.67 |
137.12 |
135.64 |
|
| R2 |
136.37 |
136.37 |
135.52 |
|
| R1 |
135.82 |
135.82 |
135.40 |
136.10 |
| PP |
135.07 |
135.07 |
135.07 |
135.20 |
| S1 |
134.52 |
134.52 |
135.16 |
134.80 |
| S2 |
133.77 |
133.77 |
135.04 |
|
| S3 |
132.47 |
133.22 |
134.92 |
|
| S4 |
131.17 |
131.92 |
134.57 |
|
|
| 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% |
1.13 |
0.8% |
71% |
False |
False |
695,653 |
| 10 |
136.26 |
133.36 |
2.90 |
2.1% |
1.17 |
0.9% |
66% |
False |
False |
739,978 |
| 20 |
136.26 |
130.52 |
5.74 |
4.2% |
1.50 |
1.1% |
83% |
False |
False |
856,655 |
| 40 |
136.26 |
125.64 |
10.62 |
7.9% |
1.32 |
1.0% |
91% |
False |
False |
922,612 |
| 60 |
136.26 |
124.37 |
11.89 |
8.8% |
1.11 |
0.8% |
92% |
False |
False |
935,979 |
| 80 |
136.26 |
123.28 |
12.98 |
9.6% |
0.99 |
0.7% |
92% |
False |
False |
707,880 |
| 100 |
136.26 |
119.38 |
16.88 |
12.5% |
0.89 |
0.7% |
94% |
False |
False |
566,572 |
| 120 |
136.26 |
119.38 |
16.88 |
12.5% |
0.81 |
0.6% |
94% |
False |
False |
472,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.14 |
|
2.618 |
139.01 |
|
1.618 |
137.71 |
|
1.000 |
136.91 |
|
0.618 |
136.41 |
|
HIGH |
135.61 |
|
0.618 |
135.11 |
|
0.500 |
134.96 |
|
0.382 |
134.81 |
|
LOW |
134.31 |
|
0.618 |
133.51 |
|
1.000 |
133.01 |
|
1.618 |
132.21 |
|
2.618 |
130.91 |
|
4.250 |
128.79 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.17 |
135.19 |
| PP |
135.07 |
135.10 |
| S1 |
134.96 |
135.01 |
|