Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
128.19 |
127.37 |
-0.82 |
-0.6% |
126.08 |
| High |
128.19 |
127.37 |
-0.82 |
-0.6% |
129.52 |
| Low |
127.46 |
126.83 |
-0.63 |
-0.5% |
126.08 |
| Close |
127.75 |
126.83 |
-0.92 |
-0.7% |
127.69 |
| Range |
0.73 |
0.54 |
-0.19 |
-26.0% |
3.44 |
| ATR |
0.76 |
0.77 |
0.01 |
1.5% |
0.00 |
| Volume |
439 |
39 |
-400 |
-91.1% |
894 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.63 |
128.27 |
127.13 |
|
| R3 |
128.09 |
127.73 |
126.98 |
|
| R2 |
127.55 |
127.55 |
126.93 |
|
| R1 |
127.19 |
127.19 |
126.88 |
127.10 |
| PP |
127.01 |
127.01 |
127.01 |
126.97 |
| S1 |
126.65 |
126.65 |
126.78 |
126.56 |
| S2 |
126.47 |
126.47 |
126.73 |
|
| S3 |
125.93 |
126.11 |
126.68 |
|
| S4 |
125.39 |
125.57 |
126.53 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.08 |
136.33 |
129.58 |
|
| R3 |
134.64 |
132.89 |
128.64 |
|
| R2 |
131.20 |
131.20 |
128.32 |
|
| R1 |
129.45 |
129.45 |
128.01 |
130.33 |
| PP |
127.76 |
127.76 |
127.76 |
128.20 |
| S1 |
126.01 |
126.01 |
127.37 |
126.89 |
| S2 |
124.32 |
124.32 |
127.06 |
|
| S3 |
120.88 |
122.57 |
126.74 |
|
| S4 |
117.44 |
119.13 |
125.80 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.67 |
|
2.618 |
128.78 |
|
1.618 |
128.24 |
|
1.000 |
127.91 |
|
0.618 |
127.70 |
|
HIGH |
127.37 |
|
0.618 |
127.16 |
|
0.500 |
127.10 |
|
0.382 |
127.04 |
|
LOW |
126.83 |
|
0.618 |
126.50 |
|
1.000 |
126.29 |
|
1.618 |
125.96 |
|
2.618 |
125.42 |
|
4.250 |
124.54 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127.10 |
127.60 |
| PP |
127.01 |
127.34 |
| S1 |
126.92 |
127.09 |
|