Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
131.35 |
131.55 |
0.20 |
0.2% |
130.07 |
| High |
131.50 |
132.17 |
0.67 |
0.5% |
133.05 |
| Low |
131.19 |
130.99 |
-0.20 |
-0.2% |
129.38 |
| Close |
131.40 |
131.53 |
0.13 |
0.1% |
131.43 |
| Range |
0.31 |
1.18 |
0.87 |
280.6% |
3.67 |
| ATR |
1.25 |
1.24 |
0.00 |
-0.4% |
0.00 |
| Volume |
461 |
2,622 |
2,161 |
468.8% |
5,070 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.10 |
134.50 |
132.18 |
|
| R3 |
133.92 |
133.32 |
131.85 |
|
| R2 |
132.74 |
132.74 |
131.75 |
|
| R1 |
132.14 |
132.14 |
131.64 |
131.85 |
| PP |
131.56 |
131.56 |
131.56 |
131.42 |
| S1 |
130.96 |
130.96 |
131.42 |
130.67 |
| S2 |
130.38 |
130.38 |
131.31 |
|
| S3 |
129.20 |
129.78 |
131.21 |
|
| S4 |
128.02 |
128.60 |
130.88 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.30 |
140.53 |
133.45 |
|
| R3 |
138.63 |
136.86 |
132.44 |
|
| R2 |
134.96 |
134.96 |
132.10 |
|
| R1 |
133.19 |
133.19 |
131.77 |
134.08 |
| PP |
131.29 |
131.29 |
131.29 |
131.73 |
| S1 |
129.52 |
129.52 |
131.09 |
130.41 |
| S2 |
127.62 |
127.62 |
130.76 |
|
| S3 |
123.95 |
125.85 |
130.42 |
|
| S4 |
120.28 |
122.18 |
129.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.05 |
130.99 |
2.06 |
1.6% |
1.16 |
0.9% |
26% |
False |
True |
1,397 |
| 10 |
133.05 |
129.19 |
3.86 |
2.9% |
1.63 |
1.2% |
61% |
False |
False |
965 |
| 20 |
133.05 |
125.22 |
7.83 |
6.0% |
1.22 |
0.9% |
81% |
False |
False |
578 |
| 40 |
133.05 |
123.96 |
9.09 |
6.9% |
0.97 |
0.7% |
83% |
False |
False |
374 |
| 60 |
133.05 |
123.28 |
9.77 |
7.4% |
0.71 |
0.5% |
84% |
False |
False |
282 |
| 80 |
133.05 |
120.89 |
12.16 |
9.2% |
0.53 |
0.4% |
88% |
False |
False |
295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.19 |
|
2.618 |
135.26 |
|
1.618 |
134.08 |
|
1.000 |
133.35 |
|
0.618 |
132.90 |
|
HIGH |
132.17 |
|
0.618 |
131.72 |
|
0.500 |
131.58 |
|
0.382 |
131.44 |
|
LOW |
130.99 |
|
0.618 |
130.26 |
|
1.000 |
129.81 |
|
1.618 |
129.08 |
|
2.618 |
127.90 |
|
4.250 |
125.98 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
131.58 |
131.61 |
| PP |
131.56 |
131.58 |
| S1 |
131.55 |
131.56 |
|