Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
134.44 |
134.80 |
0.36 |
0.3% |
133.29 |
| High |
135.53 |
135.39 |
-0.14 |
-0.1% |
135.94 |
| Low |
134.42 |
134.14 |
-0.28 |
-0.2% |
132.94 |
| Close |
134.73 |
135.29 |
0.56 |
0.4% |
134.67 |
| Range |
1.11 |
1.25 |
0.14 |
12.6% |
3.00 |
| ATR |
1.29 |
1.29 |
0.00 |
-0.2% |
0.00 |
| Volume |
681,962 |
965,564 |
283,602 |
41.6% |
4,543,263 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.69 |
138.24 |
135.98 |
|
| R3 |
137.44 |
136.99 |
135.63 |
|
| R2 |
136.19 |
136.19 |
135.52 |
|
| R1 |
135.74 |
135.74 |
135.40 |
135.97 |
| PP |
134.94 |
134.94 |
134.94 |
135.05 |
| S1 |
134.49 |
134.49 |
135.18 |
134.72 |
| S2 |
133.69 |
133.69 |
135.06 |
|
| S3 |
132.44 |
133.24 |
134.95 |
|
| S4 |
131.19 |
131.99 |
134.60 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.52 |
142.09 |
136.32 |
|
| R3 |
140.52 |
139.09 |
135.50 |
|
| R2 |
137.52 |
137.52 |
135.22 |
|
| R1 |
136.09 |
136.09 |
134.95 |
136.81 |
| PP |
134.52 |
134.52 |
134.52 |
134.87 |
| S1 |
133.09 |
133.09 |
134.40 |
133.81 |
| S2 |
131.52 |
131.52 |
134.12 |
|
| S3 |
128.52 |
130.09 |
133.85 |
|
| S4 |
125.52 |
127.09 |
133.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.94 |
134.14 |
1.80 |
1.3% |
1.22 |
0.9% |
64% |
False |
True |
865,579 |
| 10 |
135.94 |
132.94 |
3.00 |
2.2% |
1.37 |
1.0% |
78% |
False |
False |
903,069 |
| 20 |
138.80 |
132.94 |
5.86 |
4.3% |
1.27 |
0.9% |
40% |
False |
False |
875,541 |
| 40 |
139.19 |
132.64 |
6.55 |
4.8% |
1.24 |
0.9% |
40% |
False |
False |
817,241 |
| 60 |
139.19 |
129.19 |
10.00 |
7.4% |
1.28 |
0.9% |
61% |
False |
False |
546,849 |
| 80 |
139.19 |
124.20 |
14.99 |
11.1% |
1.16 |
0.9% |
74% |
False |
False |
410,178 |
| 100 |
139.19 |
123.28 |
15.91 |
11.8% |
1.02 |
0.8% |
75% |
False |
False |
328,161 |
| 120 |
139.19 |
122.78 |
16.41 |
12.1% |
0.85 |
0.6% |
76% |
False |
False |
273,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.70 |
|
2.618 |
138.66 |
|
1.618 |
137.41 |
|
1.000 |
136.64 |
|
0.618 |
136.16 |
|
HIGH |
135.39 |
|
0.618 |
134.91 |
|
0.500 |
134.77 |
|
0.382 |
134.62 |
|
LOW |
134.14 |
|
0.618 |
133.37 |
|
1.000 |
132.89 |
|
1.618 |
132.12 |
|
2.618 |
130.87 |
|
4.250 |
128.83 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.12 |
135.18 |
| PP |
134.94 |
135.08 |
| S1 |
134.77 |
134.97 |
|