Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
136.43 |
136.70 |
0.27 |
0.2% |
136.98 |
| High |
137.27 |
138.23 |
0.96 |
0.7% |
138.23 |
| Low |
136.18 |
136.56 |
0.38 |
0.3% |
135.89 |
| Close |
136.77 |
137.87 |
1.10 |
0.8% |
137.87 |
| Range |
1.09 |
1.67 |
0.58 |
53.2% |
2.34 |
| ATR |
1.25 |
1.28 |
0.03 |
2.4% |
0.00 |
| Volume |
823,688 |
847,408 |
23,720 |
2.9% |
3,536,481 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.56 |
141.89 |
138.79 |
|
| R3 |
140.89 |
140.22 |
138.33 |
|
| R2 |
139.22 |
139.22 |
138.18 |
|
| R1 |
138.55 |
138.55 |
138.02 |
138.89 |
| PP |
137.55 |
137.55 |
137.55 |
137.72 |
| S1 |
136.88 |
136.88 |
137.72 |
137.22 |
| S2 |
135.88 |
135.88 |
137.56 |
|
| S3 |
134.21 |
135.21 |
137.41 |
|
| S4 |
132.54 |
133.54 |
136.95 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.35 |
143.45 |
139.16 |
|
| R3 |
142.01 |
141.11 |
138.51 |
|
| R2 |
139.67 |
139.67 |
138.30 |
|
| R1 |
138.77 |
138.77 |
138.08 |
139.22 |
| PP |
137.33 |
137.33 |
137.33 |
137.56 |
| S1 |
136.43 |
136.43 |
137.66 |
136.88 |
| S2 |
134.99 |
134.99 |
137.44 |
|
| S3 |
132.65 |
134.09 |
137.23 |
|
| S4 |
130.31 |
131.75 |
136.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.23 |
133.94 |
4.29 |
3.1% |
1.23 |
0.9% |
92% |
True |
False |
744,712 |
| 10 |
138.23 |
132.58 |
5.65 |
4.1% |
1.19 |
0.9% |
94% |
True |
False |
403,447 |
| 20 |
138.23 |
130.99 |
7.24 |
5.3% |
1.09 |
0.8% |
95% |
True |
False |
204,396 |
| 40 |
138.23 |
125.22 |
13.01 |
9.4% |
1.14 |
0.8% |
97% |
True |
False |
102,409 |
| 60 |
138.23 |
123.96 |
14.27 |
10.4% |
0.99 |
0.7% |
97% |
True |
False |
68,321 |
| 80 |
138.23 |
123.28 |
14.95 |
10.8% |
0.78 |
0.6% |
98% |
True |
False |
51,275 |
| 100 |
138.23 |
120.84 |
17.39 |
12.6% |
0.62 |
0.4% |
98% |
True |
False |
41,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.33 |
|
2.618 |
142.60 |
|
1.618 |
140.93 |
|
1.000 |
139.90 |
|
0.618 |
139.26 |
|
HIGH |
138.23 |
|
0.618 |
137.59 |
|
0.500 |
137.40 |
|
0.382 |
137.20 |
|
LOW |
136.56 |
|
0.618 |
135.53 |
|
1.000 |
134.89 |
|
1.618 |
133.86 |
|
2.618 |
132.19 |
|
4.250 |
129.46 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137.71 |
137.60 |
| PP |
137.55 |
137.33 |
| S1 |
137.40 |
137.06 |
|