Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
127.30 |
127.13 |
-0.17 |
-0.1% |
124.40 |
| High |
127.41 |
127.41 |
0.00 |
0.0% |
126.18 |
| Low |
126.90 |
126.98 |
0.08 |
0.1% |
124.20 |
| Close |
127.05 |
127.11 |
0.06 |
0.0% |
126.14 |
| Range |
0.51 |
0.43 |
-0.08 |
-15.7% |
1.98 |
| ATR |
0.79 |
0.77 |
-0.03 |
-3.3% |
0.00 |
| Volume |
467 |
117 |
-350 |
-74.9% |
694 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.46 |
128.21 |
127.35 |
|
| R3 |
128.03 |
127.78 |
127.23 |
|
| R2 |
127.60 |
127.60 |
127.19 |
|
| R1 |
127.35 |
127.35 |
127.15 |
127.26 |
| PP |
127.17 |
127.17 |
127.17 |
127.12 |
| S1 |
126.92 |
126.92 |
127.07 |
126.83 |
| S2 |
126.74 |
126.74 |
127.03 |
|
| S3 |
126.31 |
126.49 |
126.99 |
|
| S4 |
125.88 |
126.06 |
126.87 |
|
|
| 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 |
125.14 |
4.38 |
3.4% |
1.21 |
1.0% |
45% |
False |
False |
278 |
| 10 |
129.52 |
123.96 |
5.56 |
4.4% |
0.82 |
0.6% |
57% |
False |
False |
190 |
| 20 |
129.52 |
123.96 |
5.56 |
4.4% |
0.69 |
0.5% |
57% |
False |
False |
144 |
| 40 |
129.52 |
123.28 |
6.24 |
4.9% |
0.41 |
0.3% |
61% |
False |
False |
141 |
| 60 |
129.52 |
120.84 |
8.68 |
6.8% |
0.28 |
0.2% |
72% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.24 |
|
2.618 |
128.54 |
|
1.618 |
128.11 |
|
1.000 |
127.84 |
|
0.618 |
127.68 |
|
HIGH |
127.41 |
|
0.618 |
127.25 |
|
0.500 |
127.20 |
|
0.382 |
127.14 |
|
LOW |
126.98 |
|
0.618 |
126.71 |
|
1.000 |
126.55 |
|
1.618 |
126.28 |
|
2.618 |
125.85 |
|
4.250 |
125.15 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127.20 |
128.21 |
| PP |
127.17 |
127.84 |
| S1 |
127.14 |
127.48 |
|