Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
127.83 |
127.30 |
-0.53 |
-0.4% |
124.40 |
| High |
129.52 |
127.41 |
-2.11 |
-1.6% |
126.18 |
| Low |
127.37 |
126.90 |
-0.47 |
-0.4% |
124.20 |
| Close |
127.59 |
127.05 |
-0.54 |
-0.4% |
126.14 |
| Range |
2.15 |
0.51 |
-1.64 |
-76.3% |
1.98 |
| ATR |
0.80 |
0.79 |
-0.01 |
-1.0% |
0.00 |
| Volume |
179 |
467 |
288 |
160.9% |
694 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.65 |
128.36 |
127.33 |
|
| R3 |
128.14 |
127.85 |
127.19 |
|
| R2 |
127.63 |
127.63 |
127.14 |
|
| R1 |
127.34 |
127.34 |
127.10 |
127.23 |
| PP |
127.12 |
127.12 |
127.12 |
127.07 |
| S1 |
126.83 |
126.83 |
127.00 |
126.72 |
| S2 |
126.61 |
126.61 |
126.96 |
|
| S3 |
126.10 |
126.32 |
126.91 |
|
| S4 |
125.59 |
125.81 |
126.77 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.45 |
130.77 |
127.23 |
|
| R3 |
129.47 |
128.79 |
126.68 |
|
| R2 |
127.49 |
127.49 |
126.50 |
|
| R1 |
126.81 |
126.81 |
126.32 |
127.15 |
| PP |
125.51 |
125.51 |
125.51 |
125.68 |
| S1 |
124.83 |
124.83 |
125.96 |
125.17 |
| S2 |
123.53 |
123.53 |
125.78 |
|
| S3 |
121.55 |
122.85 |
125.60 |
|
| S4 |
119.57 |
120.87 |
125.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.52 |
124.60 |
4.92 |
3.9% |
1.21 |
1.0% |
50% |
False |
False |
258 |
| 10 |
129.52 |
123.96 |
5.56 |
4.4% |
0.85 |
0.7% |
56% |
False |
False |
196 |
| 20 |
129.52 |
123.96 |
5.56 |
4.4% |
0.69 |
0.5% |
56% |
False |
False |
145 |
| 40 |
129.52 |
122.93 |
6.59 |
5.2% |
0.40 |
0.3% |
63% |
False |
False |
145 |
| 60 |
129.52 |
120.84 |
8.68 |
6.8% |
0.27 |
0.2% |
72% |
False |
False |
232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.58 |
|
2.618 |
128.75 |
|
1.618 |
128.24 |
|
1.000 |
127.92 |
|
0.618 |
127.73 |
|
HIGH |
127.41 |
|
0.618 |
127.22 |
|
0.500 |
127.16 |
|
0.382 |
127.09 |
|
LOW |
126.90 |
|
0.618 |
126.58 |
|
1.000 |
126.39 |
|
1.618 |
126.07 |
|
2.618 |
125.56 |
|
4.250 |
124.73 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127.16 |
127.80 |
| PP |
127.12 |
127.55 |
| S1 |
127.09 |
127.30 |
|