Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
127.37 |
126.19 |
-1.18 |
-0.9% |
126.08 |
| High |
127.37 |
126.19 |
-1.18 |
-0.9% |
129.52 |
| Low |
126.83 |
125.66 |
-1.17 |
-0.9% |
126.08 |
| Close |
126.83 |
125.71 |
-1.12 |
-0.9% |
127.69 |
| Range |
0.54 |
0.53 |
-0.01 |
-1.9% |
3.44 |
| ATR |
0.77 |
0.80 |
0.03 |
3.7% |
0.00 |
| Volume |
39 |
94 |
55 |
141.0% |
894 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.44 |
127.11 |
126.00 |
|
| R3 |
126.91 |
126.58 |
125.86 |
|
| R2 |
126.38 |
126.38 |
125.81 |
|
| R1 |
126.05 |
126.05 |
125.76 |
125.95 |
| PP |
125.85 |
125.85 |
125.85 |
125.81 |
| S1 |
125.52 |
125.52 |
125.66 |
125.42 |
| S2 |
125.32 |
125.32 |
125.61 |
|
| S3 |
124.79 |
124.99 |
125.56 |
|
| S4 |
124.26 |
124.46 |
125.42 |
|
|
| 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 |
128.44 |
|
2.618 |
127.58 |
|
1.618 |
127.05 |
|
1.000 |
126.72 |
|
0.618 |
126.52 |
|
HIGH |
126.19 |
|
0.618 |
125.99 |
|
0.500 |
125.93 |
|
0.382 |
125.86 |
|
LOW |
125.66 |
|
0.618 |
125.33 |
|
1.000 |
125.13 |
|
1.618 |
124.80 |
|
2.618 |
124.27 |
|
4.250 |
123.41 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125.93 |
126.93 |
| PP |
125.85 |
126.52 |
| S1 |
125.78 |
126.12 |
|