Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
131.36 |
132.06 |
0.70 |
0.5% |
128.70 |
| High |
133.05 |
133.00 |
-0.05 |
0.0% |
132.38 |
| Low |
131.25 |
131.45 |
0.20 |
0.2% |
128.62 |
| Close |
132.61 |
131.77 |
-0.84 |
-0.6% |
130.93 |
| Range |
1.80 |
1.55 |
-0.25 |
-13.9% |
3.76 |
| ATR |
1.33 |
1.35 |
0.02 |
1.2% |
0.00 |
| Volume |
1,519 |
1,788 |
269 |
17.7% |
2,322 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.72 |
135.80 |
132.62 |
|
| R3 |
135.17 |
134.25 |
132.20 |
|
| R2 |
133.62 |
133.62 |
132.05 |
|
| R1 |
132.70 |
132.70 |
131.91 |
132.39 |
| PP |
132.07 |
132.07 |
132.07 |
131.92 |
| S1 |
131.15 |
131.15 |
131.63 |
130.84 |
| S2 |
130.52 |
130.52 |
131.49 |
|
| S3 |
128.97 |
129.60 |
131.34 |
|
| S4 |
127.42 |
128.05 |
130.92 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.92 |
140.19 |
133.00 |
|
| R3 |
138.16 |
136.43 |
131.96 |
|
| R2 |
134.40 |
134.40 |
131.62 |
|
| R1 |
132.67 |
132.67 |
131.27 |
133.54 |
| PP |
130.64 |
130.64 |
130.64 |
131.08 |
| S1 |
128.91 |
128.91 |
130.59 |
129.78 |
| S2 |
126.88 |
126.88 |
130.24 |
|
| S3 |
123.12 |
125.15 |
129.90 |
|
| S4 |
119.36 |
121.39 |
128.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.05 |
129.19 |
3.86 |
2.9% |
2.16 |
1.6% |
67% |
False |
False |
960 |
| 10 |
133.05 |
128.43 |
4.62 |
3.5% |
1.71 |
1.3% |
72% |
False |
False |
699 |
| 20 |
133.05 |
125.22 |
7.83 |
5.9% |
1.18 |
0.9% |
84% |
False |
False |
422 |
| 40 |
133.05 |
123.96 |
9.09 |
6.9% |
0.94 |
0.7% |
86% |
False |
False |
283 |
| 60 |
133.05 |
123.28 |
9.77 |
7.4% |
0.67 |
0.5% |
87% |
False |
False |
235 |
| 80 |
133.05 |
120.84 |
12.21 |
9.3% |
0.50 |
0.4% |
90% |
False |
False |
273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.59 |
|
2.618 |
137.06 |
|
1.618 |
135.51 |
|
1.000 |
134.55 |
|
0.618 |
133.96 |
|
HIGH |
133.00 |
|
0.618 |
132.41 |
|
0.500 |
132.23 |
|
0.382 |
132.04 |
|
LOW |
131.45 |
|
0.618 |
130.49 |
|
1.000 |
129.90 |
|
1.618 |
128.94 |
|
2.618 |
127.39 |
|
4.250 |
124.86 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
132.23 |
131.97 |
| PP |
132.07 |
131.90 |
| S1 |
131.92 |
131.84 |
|