Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
134.75 |
134.73 |
-0.02 |
0.0% |
136.88 |
| High |
134.99 |
134.86 |
-0.13 |
-0.1% |
138.80 |
| Low |
134.40 |
133.15 |
-1.25 |
-0.9% |
135.08 |
| Close |
134.51 |
133.56 |
-0.95 |
-0.7% |
135.41 |
| Range |
0.59 |
1.71 |
1.12 |
189.8% |
3.72 |
| ATR |
1.24 |
1.27 |
0.03 |
2.7% |
0.00 |
| Volume |
694,441 |
927,139 |
232,698 |
33.5% |
4,447,047 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.99 |
137.98 |
134.50 |
|
| R3 |
137.28 |
136.27 |
134.03 |
|
| R2 |
135.57 |
135.57 |
133.87 |
|
| R1 |
134.56 |
134.56 |
133.72 |
134.21 |
| PP |
133.86 |
133.86 |
133.86 |
133.68 |
| S1 |
132.85 |
132.85 |
133.40 |
132.50 |
| S2 |
132.15 |
132.15 |
133.25 |
|
| S3 |
130.44 |
131.14 |
133.09 |
|
| S4 |
128.73 |
129.43 |
132.62 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.59 |
145.22 |
137.46 |
|
| R3 |
143.87 |
141.50 |
136.43 |
|
| R2 |
140.15 |
140.15 |
136.09 |
|
| R1 |
137.78 |
137.78 |
135.75 |
137.11 |
| PP |
136.43 |
136.43 |
136.43 |
136.09 |
| S1 |
134.06 |
134.06 |
135.07 |
133.39 |
| S2 |
132.71 |
132.71 |
134.73 |
|
| S3 |
128.99 |
130.34 |
134.39 |
|
| S4 |
125.27 |
126.62 |
133.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137.33 |
133.15 |
4.18 |
3.1% |
1.28 |
1.0% |
10% |
False |
True |
831,435 |
| 10 |
138.80 |
133.15 |
5.65 |
4.2% |
1.23 |
0.9% |
7% |
False |
True |
836,351 |
| 20 |
139.19 |
133.15 |
6.04 |
4.5% |
1.21 |
0.9% |
7% |
False |
True |
880,339 |
| 40 |
139.19 |
131.85 |
7.34 |
5.5% |
1.18 |
0.9% |
23% |
False |
False |
617,427 |
| 60 |
139.19 |
125.22 |
13.97 |
10.5% |
1.20 |
0.9% |
60% |
False |
False |
411,811 |
| 80 |
139.19 |
123.96 |
15.23 |
11.4% |
1.08 |
0.8% |
63% |
False |
False |
308,901 |
| 100 |
139.19 |
123.28 |
15.91 |
11.9% |
0.90 |
0.7% |
65% |
False |
False |
247,140 |
| 120 |
139.19 |
120.89 |
18.30 |
13.7% |
0.75 |
0.6% |
69% |
False |
False |
206,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.13 |
|
2.618 |
139.34 |
|
1.618 |
137.63 |
|
1.000 |
136.57 |
|
0.618 |
135.92 |
|
HIGH |
134.86 |
|
0.618 |
134.21 |
|
0.500 |
134.01 |
|
0.382 |
133.80 |
|
LOW |
133.15 |
|
0.618 |
132.09 |
|
1.000 |
131.44 |
|
1.618 |
130.38 |
|
2.618 |
128.67 |
|
4.250 |
125.88 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
134.01 |
134.48 |
| PP |
133.86 |
134.17 |
| S1 |
133.71 |
133.87 |
|