Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
136.13 |
135.56 |
-0.57 |
-0.4% |
137.16 |
| High |
136.29 |
136.04 |
-0.25 |
-0.2% |
139.19 |
| Low |
135.02 |
135.17 |
0.15 |
0.1% |
137.05 |
| Close |
135.66 |
135.71 |
0.05 |
0.0% |
137.69 |
| Range |
1.27 |
0.87 |
-0.40 |
-31.5% |
2.14 |
| ATR |
1.30 |
1.27 |
-0.03 |
-2.4% |
0.00 |
| Volume |
1,043,762 |
783,663 |
-260,099 |
-24.9% |
4,108,088 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.25 |
137.85 |
136.19 |
|
| R3 |
137.38 |
136.98 |
135.95 |
|
| R2 |
136.51 |
136.51 |
135.87 |
|
| R1 |
136.11 |
136.11 |
135.79 |
136.31 |
| PP |
135.64 |
135.64 |
135.64 |
135.74 |
| S1 |
135.24 |
135.24 |
135.63 |
135.44 |
| S2 |
134.77 |
134.77 |
135.55 |
|
| S3 |
133.90 |
134.37 |
135.47 |
|
| S4 |
133.03 |
133.50 |
135.23 |
|
|
| 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 |
135.02 |
4.17 |
3.1% |
1.32 |
1.0% |
17% |
False |
False |
965,192 |
| 10 |
139.19 |
135.02 |
4.17 |
3.1% |
1.10 |
0.8% |
17% |
False |
False |
891,254 |
| 20 |
139.19 |
132.64 |
6.55 |
4.8% |
1.21 |
0.9% |
47% |
False |
False |
845,162 |
| 40 |
139.19 |
129.19 |
10.00 |
7.4% |
1.28 |
0.9% |
65% |
False |
False |
428,162 |
| 60 |
139.19 |
124.60 |
14.59 |
10.8% |
1.14 |
0.8% |
76% |
False |
False |
285,513 |
| 80 |
139.19 |
123.96 |
15.23 |
11.2% |
0.98 |
0.7% |
77% |
False |
False |
214,157 |
| 100 |
139.19 |
122.93 |
16.26 |
12.0% |
0.79 |
0.6% |
79% |
False |
False |
171,361 |
| 120 |
139.19 |
119.36 |
19.83 |
14.6% |
0.66 |
0.5% |
82% |
False |
False |
142,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.74 |
|
2.618 |
138.32 |
|
1.618 |
137.45 |
|
1.000 |
136.91 |
|
0.618 |
136.58 |
|
HIGH |
136.04 |
|
0.618 |
135.71 |
|
0.500 |
135.61 |
|
0.382 |
135.50 |
|
LOW |
135.17 |
|
0.618 |
134.63 |
|
1.000 |
134.30 |
|
1.618 |
133.76 |
|
2.618 |
132.89 |
|
4.250 |
131.47 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.68 |
135.89 |
| PP |
135.64 |
135.83 |
| S1 |
135.61 |
135.77 |
|