Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
134.14 |
133.29 |
-0.85 |
-0.6% |
135.68 |
| High |
134.55 |
134.97 |
0.42 |
0.3% |
135.80 |
| Low |
133.29 |
132.94 |
-0.35 |
-0.3% |
133.15 |
| Close |
133.40 |
134.87 |
1.47 |
1.1% |
133.40 |
| Range |
1.26 |
2.03 |
0.77 |
61.1% |
2.65 |
| ATR |
1.29 |
1.34 |
0.05 |
4.1% |
0.00 |
| Volume |
925,452 |
894,884 |
-30,568 |
-3.3% |
4,166,718 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.35 |
139.64 |
135.99 |
|
| R3 |
138.32 |
137.61 |
135.43 |
|
| R2 |
136.29 |
136.29 |
135.24 |
|
| R1 |
135.58 |
135.58 |
135.06 |
135.94 |
| PP |
134.26 |
134.26 |
134.26 |
134.44 |
| S1 |
133.55 |
133.55 |
134.68 |
133.91 |
| S2 |
132.23 |
132.23 |
134.50 |
|
| S3 |
130.20 |
131.52 |
134.31 |
|
| S4 |
128.17 |
129.49 |
133.75 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.07 |
140.38 |
134.86 |
|
| R3 |
139.42 |
137.73 |
134.13 |
|
| R2 |
136.77 |
136.77 |
133.89 |
|
| R1 |
135.08 |
135.08 |
133.64 |
134.60 |
| PP |
134.12 |
134.12 |
134.12 |
133.88 |
| S1 |
132.43 |
132.43 |
133.16 |
131.95 |
| S2 |
131.47 |
131.47 |
132.91 |
|
| S3 |
128.82 |
129.78 |
132.67 |
|
| S4 |
126.17 |
127.13 |
131.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134.99 |
132.94 |
2.05 |
1.5% |
1.42 |
1.1% |
94% |
False |
True |
885,845 |
| 10 |
138.80 |
132.94 |
5.86 |
4.3% |
1.36 |
1.0% |
33% |
False |
True |
889,137 |
| 20 |
139.19 |
132.94 |
6.25 |
4.6% |
1.27 |
0.9% |
31% |
False |
True |
891,944 |
| 40 |
139.19 |
132.35 |
6.84 |
5.1% |
1.21 |
0.9% |
37% |
False |
False |
687,421 |
| 60 |
139.19 |
126.34 |
12.85 |
9.5% |
1.24 |
0.9% |
66% |
False |
False |
458,600 |
| 80 |
139.19 |
123.96 |
15.23 |
11.3% |
1.11 |
0.8% |
72% |
False |
False |
343,994 |
| 100 |
139.19 |
123.28 |
15.91 |
11.8% |
0.95 |
0.7% |
73% |
False |
False |
275,210 |
| 120 |
139.19 |
121.38 |
17.81 |
13.2% |
0.79 |
0.6% |
76% |
False |
False |
229,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.60 |
|
2.618 |
140.28 |
|
1.618 |
138.25 |
|
1.000 |
137.00 |
|
0.618 |
136.22 |
|
HIGH |
134.97 |
|
0.618 |
134.19 |
|
0.500 |
133.96 |
|
0.382 |
133.72 |
|
LOW |
132.94 |
|
0.618 |
131.69 |
|
1.000 |
130.91 |
|
1.618 |
129.66 |
|
2.618 |
127.63 |
|
4.250 |
124.31 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
134.57 |
134.57 |
| PP |
134.26 |
134.26 |
| S1 |
133.96 |
133.96 |
|