Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
123.20 |
123.27 |
0.07 |
0.1% |
123.18 |
| High |
123.20 |
123.27 |
0.07 |
0.1% |
123.27 |
| Low |
123.20 |
123.27 |
0.07 |
0.1% |
122.78 |
| Close |
123.20 |
123.27 |
0.07 |
0.1% |
123.27 |
| Range |
|
|
|
|
|
| ATR |
0.38 |
0.35 |
-0.02 |
-5.8% |
0.00 |
| Volume |
382 |
141 |
-241 |
-63.1% |
831 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.27 |
123.27 |
123.27 |
|
| R3 |
123.27 |
123.27 |
123.27 |
|
| R2 |
123.27 |
123.27 |
123.27 |
|
| R1 |
123.27 |
123.27 |
123.27 |
123.27 |
| PP |
123.27 |
123.27 |
123.27 |
123.27 |
| S1 |
123.27 |
123.27 |
123.27 |
123.27 |
| S2 |
123.27 |
123.27 |
123.27 |
|
| S3 |
123.27 |
123.27 |
123.27 |
|
| S4 |
123.27 |
123.27 |
123.27 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.58 |
124.41 |
123.54 |
|
| R3 |
124.09 |
123.92 |
123.40 |
|
| R2 |
123.60 |
123.60 |
123.36 |
|
| R1 |
123.43 |
123.43 |
123.31 |
123.52 |
| PP |
123.11 |
123.11 |
123.11 |
123.15 |
| S1 |
122.94 |
122.94 |
123.23 |
123.03 |
| S2 |
122.62 |
122.62 |
123.18 |
|
| S3 |
122.13 |
122.45 |
123.14 |
|
| S4 |
121.64 |
121.96 |
123.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.27 |
|
2.618 |
123.27 |
|
1.618 |
123.27 |
|
1.000 |
123.27 |
|
0.618 |
123.27 |
|
HIGH |
123.27 |
|
0.618 |
123.27 |
|
0.500 |
123.27 |
|
0.382 |
123.27 |
|
LOW |
123.27 |
|
0.618 |
123.27 |
|
1.000 |
123.27 |
|
1.618 |
123.27 |
|
2.618 |
123.27 |
|
4.250 |
123.27 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123.27 |
123.19 |
| PP |
123.27 |
123.11 |
| S1 |
123.27 |
123.03 |
|