Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
138.25 |
138.77 |
0.52 |
0.4% |
137.16 |
| High |
139.07 |
139.19 |
0.12 |
0.1% |
139.19 |
| Low |
138.22 |
137.48 |
-0.74 |
-0.5% |
137.05 |
| Close |
138.74 |
137.69 |
-1.05 |
-0.8% |
137.69 |
| Range |
0.85 |
1.71 |
0.86 |
101.2% |
2.14 |
| ATR |
1.24 |
1.27 |
0.03 |
2.7% |
0.00 |
| Volume |
1,022,888 |
897,007 |
-125,881 |
-12.3% |
4,108,088 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.25 |
142.18 |
138.63 |
|
| R3 |
141.54 |
140.47 |
138.16 |
|
| R2 |
139.83 |
139.83 |
138.00 |
|
| R1 |
138.76 |
138.76 |
137.85 |
138.44 |
| PP |
138.12 |
138.12 |
138.12 |
137.96 |
| S1 |
137.05 |
137.05 |
137.53 |
136.73 |
| S2 |
136.41 |
136.41 |
137.38 |
|
| S3 |
134.70 |
135.34 |
137.22 |
|
| S4 |
132.99 |
133.63 |
136.75 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.40 |
143.18 |
138.87 |
|
| R3 |
142.26 |
141.04 |
138.28 |
|
| R2 |
140.12 |
140.12 |
138.08 |
|
| R1 |
138.90 |
138.90 |
137.89 |
139.51 |
| PP |
137.98 |
137.98 |
137.98 |
138.28 |
| S1 |
136.76 |
136.76 |
137.49 |
137.37 |
| S2 |
135.84 |
135.84 |
137.30 |
|
| S3 |
133.70 |
134.62 |
137.10 |
|
| S4 |
131.56 |
132.48 |
136.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.19 |
137.05 |
2.14 |
1.6% |
0.99 |
0.7% |
30% |
True |
False |
821,617 |
| 10 |
139.19 |
135.12 |
4.07 |
3.0% |
1.18 |
0.9% |
63% |
True |
False |
910,406 |
| 20 |
139.19 |
132.58 |
6.61 |
4.8% |
1.18 |
0.9% |
77% |
True |
False |
656,927 |
| 40 |
139.19 |
128.43 |
10.76 |
7.8% |
1.27 |
0.9% |
86% |
True |
False |
329,974 |
| 60 |
139.19 |
123.96 |
15.23 |
11.1% |
1.09 |
0.8% |
90% |
True |
False |
220,039 |
| 80 |
139.19 |
123.28 |
15.91 |
11.6% |
0.92 |
0.7% |
91% |
True |
False |
165,051 |
| 100 |
139.19 |
122.34 |
16.85 |
12.2% |
0.74 |
0.5% |
91% |
True |
False |
132,078 |
| 120 |
139.19 |
118.80 |
20.39 |
14.8% |
0.61 |
0.4% |
93% |
True |
False |
110,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.46 |
|
2.618 |
143.67 |
|
1.618 |
141.96 |
|
1.000 |
140.90 |
|
0.618 |
140.25 |
|
HIGH |
139.19 |
|
0.618 |
138.54 |
|
0.500 |
138.34 |
|
0.382 |
138.13 |
|
LOW |
137.48 |
|
0.618 |
136.42 |
|
1.000 |
135.77 |
|
1.618 |
134.71 |
|
2.618 |
133.00 |
|
4.250 |
130.21 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138.34 |
138.18 |
| PP |
138.12 |
138.02 |
| S1 |
137.91 |
137.85 |
|