Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
135.56 |
135.65 |
0.09 |
0.1% |
137.95 |
| High |
136.04 |
136.80 |
0.76 |
0.6% |
138.39 |
| Low |
135.17 |
135.48 |
0.31 |
0.2% |
135.02 |
| Close |
135.71 |
136.76 |
1.05 |
0.8% |
136.76 |
| Range |
0.87 |
1.32 |
0.45 |
51.7% |
3.37 |
| ATR |
1.27 |
1.27 |
0.00 |
0.3% |
0.00 |
| Volume |
783,663 |
878,848 |
95,185 |
12.1% |
4,807,802 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.31 |
139.85 |
137.49 |
|
| R3 |
138.99 |
138.53 |
137.12 |
|
| R2 |
137.67 |
137.67 |
137.00 |
|
| R1 |
137.21 |
137.21 |
136.88 |
137.44 |
| PP |
136.35 |
136.35 |
136.35 |
136.46 |
| S1 |
135.89 |
135.89 |
136.64 |
136.12 |
| S2 |
135.03 |
135.03 |
136.52 |
|
| S3 |
133.71 |
134.57 |
136.40 |
|
| S4 |
132.39 |
133.25 |
136.03 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.83 |
145.17 |
138.61 |
|
| R3 |
143.46 |
141.80 |
137.69 |
|
| R2 |
140.09 |
140.09 |
137.38 |
|
| R1 |
138.43 |
138.43 |
137.07 |
137.58 |
| PP |
136.72 |
136.72 |
136.72 |
136.30 |
| S1 |
135.06 |
135.06 |
136.45 |
134.21 |
| S2 |
133.35 |
133.35 |
136.14 |
|
| S3 |
129.98 |
131.69 |
135.83 |
|
| S4 |
126.61 |
128.32 |
134.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.39 |
135.02 |
3.37 |
2.5% |
1.24 |
0.9% |
52% |
False |
False |
961,560 |
| 10 |
139.19 |
135.02 |
4.17 |
3.0% |
1.12 |
0.8% |
42% |
False |
False |
891,589 |
| 20 |
139.19 |
133.94 |
5.25 |
3.8% |
1.21 |
0.9% |
54% |
False |
False |
881,771 |
| 40 |
139.19 |
129.19 |
10.00 |
7.3% |
1.26 |
0.9% |
76% |
False |
False |
450,114 |
| 60 |
139.19 |
125.14 |
14.05 |
10.3% |
1.16 |
0.8% |
83% |
False |
False |
300,160 |
| 80 |
139.19 |
123.96 |
15.23 |
11.1% |
0.99 |
0.7% |
84% |
False |
False |
225,143 |
| 100 |
139.19 |
122.93 |
16.26 |
11.9% |
0.80 |
0.6% |
85% |
False |
False |
180,146 |
| 120 |
139.19 |
119.37 |
19.82 |
14.5% |
0.67 |
0.5% |
88% |
False |
False |
150,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.41 |
|
2.618 |
140.26 |
|
1.618 |
138.94 |
|
1.000 |
138.12 |
|
0.618 |
137.62 |
|
HIGH |
136.80 |
|
0.618 |
136.30 |
|
0.500 |
136.14 |
|
0.382 |
135.98 |
|
LOW |
135.48 |
|
0.618 |
134.66 |
|
1.000 |
134.16 |
|
1.618 |
133.34 |
|
2.618 |
132.02 |
|
4.250 |
129.87 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136.55 |
136.48 |
| PP |
136.35 |
136.19 |
| S1 |
136.14 |
135.91 |
|