Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
126.72 |
127.55 |
0.83 |
0.7% |
127.95 |
| High |
127.18 |
128.15 |
0.97 |
0.8% |
128.37 |
| Low |
126.46 |
127.50 |
1.04 |
0.8% |
125.22 |
| Close |
127.02 |
128.05 |
1.03 |
0.8% |
126.38 |
| Range |
0.72 |
0.65 |
-0.07 |
-9.7% |
3.15 |
| ATR |
0.81 |
0.83 |
0.02 |
2.9% |
0.00 |
| Volume |
226 |
185 |
-41 |
-18.1% |
807 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.85 |
129.60 |
128.41 |
|
| R3 |
129.20 |
128.95 |
128.23 |
|
| R2 |
128.55 |
128.55 |
128.17 |
|
| R1 |
128.30 |
128.30 |
128.11 |
128.43 |
| PP |
127.90 |
127.90 |
127.90 |
127.96 |
| S1 |
127.65 |
127.65 |
127.99 |
127.78 |
| S2 |
127.25 |
127.25 |
127.93 |
|
| S3 |
126.60 |
127.00 |
127.87 |
|
| S4 |
125.95 |
126.35 |
127.69 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.11 |
134.39 |
128.11 |
|
| R3 |
132.96 |
131.24 |
127.25 |
|
| R2 |
129.81 |
129.81 |
126.96 |
|
| R1 |
128.09 |
128.09 |
126.67 |
127.38 |
| PP |
126.66 |
126.66 |
126.66 |
126.30 |
| S1 |
124.94 |
124.94 |
126.09 |
124.23 |
| S2 |
123.51 |
123.51 |
125.80 |
|
| S3 |
120.36 |
121.79 |
125.51 |
|
| S4 |
117.21 |
118.64 |
124.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.15 |
125.22 |
2.93 |
2.3% |
0.75 |
0.6% |
97% |
True |
False |
139 |
| 10 |
128.37 |
125.22 |
3.15 |
2.5% |
0.64 |
0.5% |
90% |
False |
False |
140 |
| 20 |
129.52 |
123.96 |
5.56 |
4.3% |
0.74 |
0.6% |
74% |
False |
False |
168 |
| 40 |
129.52 |
123.28 |
6.24 |
4.9% |
0.56 |
0.4% |
76% |
False |
False |
125 |
| 60 |
129.52 |
121.97 |
7.55 |
5.9% |
0.38 |
0.3% |
81% |
False |
False |
149 |
| 80 |
129.52 |
118.80 |
10.72 |
8.4% |
0.28 |
0.2% |
86% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.91 |
|
2.618 |
129.85 |
|
1.618 |
129.20 |
|
1.000 |
128.80 |
|
0.618 |
128.55 |
|
HIGH |
128.15 |
|
0.618 |
127.90 |
|
0.500 |
127.83 |
|
0.382 |
127.75 |
|
LOW |
127.50 |
|
0.618 |
127.10 |
|
1.000 |
126.85 |
|
1.618 |
126.45 |
|
2.618 |
125.80 |
|
4.250 |
124.74 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127.98 |
127.78 |
| PP |
127.90 |
127.51 |
| S1 |
127.83 |
127.25 |
|