Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
135.12 |
135.48 |
0.36 |
0.3% |
135.68 |
| High |
135.45 |
135.94 |
0.49 |
0.4% |
135.80 |
| Low |
134.32 |
134.62 |
0.30 |
0.2% |
133.15 |
| Close |
135.09 |
135.31 |
0.22 |
0.2% |
133.40 |
| Range |
1.13 |
1.32 |
0.19 |
16.8% |
2.65 |
| ATR |
1.31 |
1.31 |
0.00 |
0.1% |
0.00 |
| Volume |
953,730 |
984,968 |
31,238 |
3.3% |
4,166,718 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.25 |
138.60 |
136.04 |
|
| R3 |
137.93 |
137.28 |
135.67 |
|
| R2 |
136.61 |
136.61 |
135.55 |
|
| R1 |
135.96 |
135.96 |
135.43 |
135.63 |
| PP |
135.29 |
135.29 |
135.29 |
135.12 |
| S1 |
134.64 |
134.64 |
135.19 |
134.31 |
| S2 |
133.97 |
133.97 |
135.07 |
|
| S3 |
132.65 |
133.32 |
134.95 |
|
| S4 |
131.33 |
132.00 |
134.58 |
|
|
| 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 |
135.94 |
132.94 |
3.00 |
2.2% |
1.36 |
1.0% |
79% |
True |
False |
945,408 |
| 10 |
136.25 |
132.94 |
3.31 |
2.4% |
1.32 |
1.0% |
72% |
False |
False |
874,328 |
| 20 |
139.19 |
132.94 |
6.25 |
4.6% |
1.32 |
1.0% |
38% |
False |
False |
906,008 |
| 40 |
139.19 |
132.35 |
6.84 |
5.1% |
1.23 |
0.9% |
43% |
False |
False |
759,294 |
| 60 |
139.19 |
127.91 |
11.28 |
8.3% |
1.26 |
0.9% |
66% |
False |
False |
507,038 |
| 80 |
139.19 |
123.96 |
15.23 |
11.3% |
1.13 |
0.8% |
75% |
False |
False |
380,321 |
| 100 |
139.19 |
123.28 |
15.91 |
11.8% |
0.98 |
0.7% |
76% |
False |
False |
304,273 |
| 120 |
139.19 |
121.97 |
17.22 |
12.7% |
0.82 |
0.6% |
77% |
False |
False |
253,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.55 |
|
2.618 |
139.40 |
|
1.618 |
138.08 |
|
1.000 |
137.26 |
|
0.618 |
136.76 |
|
HIGH |
135.94 |
|
0.618 |
135.44 |
|
0.500 |
135.28 |
|
0.382 |
135.12 |
|
LOW |
134.62 |
|
0.618 |
133.80 |
|
1.000 |
133.30 |
|
1.618 |
132.48 |
|
2.618 |
131.16 |
|
4.250 |
129.01 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.30 |
135.25 |
| PP |
135.29 |
135.19 |
| S1 |
135.28 |
135.13 |
|