Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
134.80 |
135.33 |
0.53 |
0.4% |
133.29 |
| High |
135.39 |
136.04 |
0.65 |
0.5% |
135.94 |
| Low |
134.14 |
134.72 |
0.58 |
0.4% |
132.94 |
| Close |
135.29 |
135.00 |
-0.29 |
-0.2% |
134.67 |
| Range |
1.25 |
1.32 |
0.07 |
5.6% |
3.00 |
| ATR |
1.29 |
1.29 |
0.00 |
0.2% |
0.00 |
| Volume |
965,564 |
900,345 |
-65,219 |
-6.8% |
4,543,263 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.21 |
138.43 |
135.73 |
|
| R3 |
137.89 |
137.11 |
135.36 |
|
| R2 |
136.57 |
136.57 |
135.24 |
|
| R1 |
135.79 |
135.79 |
135.12 |
135.52 |
| PP |
135.25 |
135.25 |
135.25 |
135.12 |
| S1 |
134.47 |
134.47 |
134.88 |
134.20 |
| S2 |
133.93 |
133.93 |
134.76 |
|
| S3 |
132.61 |
133.15 |
134.64 |
|
| S4 |
131.29 |
131.83 |
134.27 |
|
|
| 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 |
136.04 |
134.14 |
1.90 |
1.4% |
1.26 |
0.9% |
45% |
True |
False |
854,902 |
| 10 |
136.04 |
132.94 |
3.10 |
2.3% |
1.33 |
1.0% |
66% |
True |
False |
900,389 |
| 20 |
138.80 |
132.94 |
5.86 |
4.3% |
1.28 |
0.9% |
35% |
False |
False |
868,370 |
| 40 |
139.19 |
132.64 |
6.55 |
4.9% |
1.24 |
0.9% |
36% |
False |
False |
838,495 |
| 60 |
139.19 |
129.19 |
10.00 |
7.4% |
1.28 |
1.0% |
58% |
False |
False |
561,844 |
| 80 |
139.19 |
124.48 |
14.71 |
10.9% |
1.18 |
0.9% |
72% |
False |
False |
421,432 |
| 100 |
139.19 |
123.69 |
15.50 |
11.5% |
1.03 |
0.8% |
73% |
False |
False |
337,164 |
| 120 |
139.19 |
122.78 |
16.41 |
12.2% |
0.86 |
0.6% |
74% |
False |
False |
281,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.65 |
|
2.618 |
139.50 |
|
1.618 |
138.18 |
|
1.000 |
137.36 |
|
0.618 |
136.86 |
|
HIGH |
136.04 |
|
0.618 |
135.54 |
|
0.500 |
135.38 |
|
0.382 |
135.22 |
|
LOW |
134.72 |
|
0.618 |
133.90 |
|
1.000 |
133.40 |
|
1.618 |
132.58 |
|
2.618 |
131.26 |
|
4.250 |
129.11 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.38 |
135.09 |
| PP |
135.25 |
135.06 |
| S1 |
135.13 |
135.03 |
|