Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
137.95 |
136.75 |
-1.20 |
-0.9% |
137.16 |
| High |
138.39 |
136.75 |
-1.64 |
-1.2% |
139.19 |
| Low |
136.85 |
135.53 |
-1.32 |
-1.0% |
137.05 |
| Close |
136.92 |
135.96 |
-0.96 |
-0.7% |
137.69 |
| Range |
1.54 |
1.22 |
-0.32 |
-20.8% |
2.14 |
| ATR |
1.29 |
1.30 |
0.01 |
0.5% |
0.00 |
| Volume |
942,431 |
1,159,098 |
216,667 |
23.0% |
4,108,088 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.74 |
139.07 |
136.63 |
|
| R3 |
138.52 |
137.85 |
136.30 |
|
| R2 |
137.30 |
137.30 |
136.18 |
|
| R1 |
136.63 |
136.63 |
136.07 |
136.36 |
| PP |
136.08 |
136.08 |
136.08 |
135.94 |
| S1 |
135.41 |
135.41 |
135.85 |
135.14 |
| S2 |
134.86 |
134.86 |
135.74 |
|
| S3 |
133.64 |
134.19 |
135.62 |
|
| S4 |
132.42 |
132.97 |
135.29 |
|
|
| 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 |
135.53 |
3.66 |
2.7% |
1.22 |
0.9% |
12% |
False |
True |
963,464 |
| 10 |
139.19 |
135.12 |
4.07 |
3.0% |
1.24 |
0.9% |
21% |
False |
False |
934,854 |
| 20 |
139.19 |
132.64 |
6.55 |
4.8% |
1.21 |
0.9% |
51% |
False |
False |
758,942 |
| 40 |
139.19 |
129.19 |
10.00 |
7.4% |
1.28 |
0.9% |
68% |
False |
False |
382,503 |
| 60 |
139.19 |
124.20 |
14.99 |
11.0% |
1.13 |
0.8% |
78% |
False |
False |
255,058 |
| 80 |
139.19 |
123.28 |
15.91 |
11.7% |
0.96 |
0.7% |
80% |
False |
False |
191,316 |
| 100 |
139.19 |
122.78 |
16.41 |
12.1% |
0.77 |
0.6% |
80% |
False |
False |
153,089 |
| 120 |
139.19 |
118.80 |
20.39 |
15.0% |
0.64 |
0.5% |
84% |
False |
False |
127,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.94 |
|
2.618 |
139.94 |
|
1.618 |
138.72 |
|
1.000 |
137.97 |
|
0.618 |
137.50 |
|
HIGH |
136.75 |
|
0.618 |
136.28 |
|
0.500 |
136.14 |
|
0.382 |
136.00 |
|
LOW |
135.53 |
|
0.618 |
134.78 |
|
1.000 |
134.31 |
|
1.618 |
133.56 |
|
2.618 |
132.34 |
|
4.250 |
130.35 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136.14 |
137.36 |
| PP |
136.08 |
136.89 |
| S1 |
136.02 |
136.43 |
|