Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
138.05 |
138.10 |
0.05 |
0.0% |
136.98 |
| High |
138.61 |
138.91 |
0.30 |
0.2% |
138.23 |
| Low |
137.95 |
137.46 |
-0.49 |
-0.4% |
135.89 |
| Close |
138.17 |
137.58 |
-0.59 |
-0.4% |
137.87 |
| Range |
0.66 |
1.45 |
0.79 |
119.7% |
2.34 |
| ATR |
1.25 |
1.26 |
0.01 |
1.2% |
0.00 |
| Volume |
780,254 |
1,076,797 |
296,543 |
38.0% |
3,536,481 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.33 |
141.41 |
138.38 |
|
| R3 |
140.88 |
139.96 |
137.98 |
|
| R2 |
139.43 |
139.43 |
137.85 |
|
| R1 |
138.51 |
138.51 |
137.71 |
138.25 |
| PP |
137.98 |
137.98 |
137.98 |
137.85 |
| S1 |
137.06 |
137.06 |
137.45 |
136.80 |
| S2 |
136.53 |
136.53 |
137.31 |
|
| S3 |
135.08 |
135.61 |
137.18 |
|
| S4 |
133.63 |
134.16 |
136.78 |
|
|
| 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 |
138.91 |
135.89 |
3.02 |
2.2% |
1.12 |
0.8% |
56% |
True |
False |
893,854 |
| 10 |
138.91 |
132.64 |
6.27 |
4.6% |
1.18 |
0.9% |
79% |
True |
False |
583,030 |
| 20 |
138.91 |
130.99 |
7.92 |
5.8% |
1.13 |
0.8% |
83% |
True |
False |
297,196 |
| 40 |
138.91 |
125.22 |
13.69 |
10.0% |
1.17 |
0.8% |
90% |
True |
False |
148,832 |
| 60 |
138.91 |
123.96 |
14.95 |
10.9% |
1.01 |
0.7% |
91% |
True |
False |
99,271 |
| 80 |
138.91 |
123.28 |
15.63 |
11.4% |
0.80 |
0.6% |
91% |
True |
False |
74,481 |
| 100 |
138.91 |
120.89 |
18.02 |
13.1% |
0.64 |
0.5% |
93% |
True |
False |
59,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.07 |
|
2.618 |
142.71 |
|
1.618 |
141.26 |
|
1.000 |
140.36 |
|
0.618 |
139.81 |
|
HIGH |
138.91 |
|
0.618 |
138.36 |
|
0.500 |
138.19 |
|
0.382 |
138.01 |
|
LOW |
137.46 |
|
0.618 |
136.56 |
|
1.000 |
136.01 |
|
1.618 |
135.11 |
|
2.618 |
133.66 |
|
4.250 |
131.30 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138.19 |
137.74 |
| PP |
137.98 |
137.68 |
| S1 |
137.78 |
137.63 |
|