Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
133.34 |
133.57 |
0.23 |
0.2% |
133.85 |
| High |
134.30 |
133.57 |
-0.73 |
-0.5% |
134.30 |
| Low |
133.15 |
132.58 |
-0.57 |
-0.4% |
132.35 |
| Close |
133.66 |
132.83 |
-0.83 |
-0.6% |
133.66 |
| Range |
1.15 |
0.99 |
-0.16 |
-13.9% |
1.95 |
| ATR |
1.20 |
1.19 |
-0.01 |
-0.7% |
0.00 |
| Volume |
10,707 |
50,510 |
39,803 |
371.7% |
52,557 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.96 |
135.39 |
133.37 |
|
| R3 |
134.97 |
134.40 |
133.10 |
|
| R2 |
133.98 |
133.98 |
133.01 |
|
| R1 |
133.41 |
133.41 |
132.92 |
133.20 |
| PP |
132.99 |
132.99 |
132.99 |
132.89 |
| S1 |
132.42 |
132.42 |
132.74 |
132.21 |
| S2 |
132.00 |
132.00 |
132.65 |
|
| S3 |
131.01 |
131.43 |
132.56 |
|
| S4 |
130.02 |
130.44 |
132.29 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.29 |
138.42 |
134.73 |
|
| R3 |
137.34 |
136.47 |
134.20 |
|
| R2 |
135.39 |
135.39 |
134.02 |
|
| R1 |
134.52 |
134.52 |
133.84 |
133.98 |
| PP |
133.44 |
133.44 |
133.44 |
133.17 |
| S1 |
132.57 |
132.57 |
133.48 |
132.03 |
| S2 |
131.49 |
131.49 |
133.30 |
|
| S3 |
129.54 |
130.62 |
133.12 |
|
| S4 |
127.59 |
128.67 |
132.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134.30 |
132.35 |
1.95 |
1.5% |
0.98 |
0.7% |
25% |
False |
False |
17,823 |
| 10 |
134.62 |
130.99 |
3.63 |
2.7% |
1.08 |
0.8% |
51% |
False |
False |
11,361 |
| 20 |
134.62 |
129.19 |
5.43 |
4.1% |
1.35 |
1.0% |
67% |
False |
False |
6,064 |
| 40 |
134.62 |
124.20 |
10.42 |
7.8% |
1.08 |
0.8% |
83% |
False |
False |
3,115 |
| 60 |
134.62 |
123.28 |
11.34 |
8.5% |
0.87 |
0.7% |
84% |
False |
False |
2,107 |
| 80 |
134.62 |
122.78 |
11.84 |
8.9% |
0.65 |
0.5% |
85% |
False |
False |
1,626 |
| 100 |
134.62 |
118.80 |
15.82 |
11.9% |
0.52 |
0.4% |
89% |
False |
False |
1,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.78 |
|
2.618 |
136.16 |
|
1.618 |
135.17 |
|
1.000 |
134.56 |
|
0.618 |
134.18 |
|
HIGH |
133.57 |
|
0.618 |
133.19 |
|
0.500 |
133.08 |
|
0.382 |
132.96 |
|
LOW |
132.58 |
|
0.618 |
131.97 |
|
1.000 |
131.59 |
|
1.618 |
130.98 |
|
2.618 |
129.99 |
|
4.250 |
128.37 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
133.08 |
133.33 |
| PP |
132.99 |
133.16 |
| S1 |
132.91 |
133.00 |
|