Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
138.18 |
137.77 |
-0.41 |
-0.3% |
135.22 |
| High |
138.21 |
138.86 |
0.65 |
0.5% |
138.86 |
| Low |
137.43 |
137.60 |
0.17 |
0.1% |
135.22 |
| Close |
137.93 |
138.60 |
0.67 |
0.5% |
138.60 |
| Range |
0.78 |
1.26 |
0.48 |
61.5% |
3.64 |
| ATR |
1.40 |
1.39 |
-0.01 |
-0.7% |
0.00 |
| Volume |
455,120 |
354,982 |
-100,138 |
-22.0% |
2,199,351 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.13 |
141.63 |
139.29 |
|
| R3 |
140.87 |
140.37 |
138.95 |
|
| R2 |
139.61 |
139.61 |
138.83 |
|
| R1 |
139.11 |
139.11 |
138.72 |
139.36 |
| PP |
138.35 |
138.35 |
138.35 |
138.48 |
| S1 |
137.85 |
137.85 |
138.48 |
138.10 |
| S2 |
137.09 |
137.09 |
138.37 |
|
| S3 |
135.83 |
136.59 |
138.25 |
|
| S4 |
134.57 |
135.33 |
137.91 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.48 |
147.18 |
140.60 |
|
| R3 |
144.84 |
143.54 |
139.60 |
|
| R2 |
141.20 |
141.20 |
139.27 |
|
| R1 |
139.90 |
139.90 |
138.93 |
140.55 |
| PP |
137.56 |
137.56 |
137.56 |
137.89 |
| S1 |
136.26 |
136.26 |
138.27 |
136.91 |
| S2 |
133.92 |
133.92 |
137.93 |
|
| S3 |
130.28 |
132.62 |
137.60 |
|
| S4 |
126.64 |
128.98 |
136.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.86 |
135.22 |
3.64 |
2.6% |
1.21 |
0.9% |
93% |
True |
False |
439,870 |
| 10 |
138.86 |
134.13 |
4.73 |
3.4% |
1.38 |
1.0% |
95% |
True |
False |
550,128 |
| 20 |
138.86 |
132.87 |
5.99 |
4.3% |
1.36 |
1.0% |
96% |
True |
False |
297,035 |
| 40 |
139.65 |
132.87 |
6.78 |
4.9% |
1.37 |
1.0% |
85% |
False |
False |
149,656 |
| 60 |
139.65 |
132.87 |
6.78 |
4.9% |
1.29 |
0.9% |
85% |
False |
False |
99,831 |
| 80 |
139.77 |
132.87 |
6.90 |
5.0% |
1.16 |
0.8% |
83% |
False |
False |
74,911 |
| 100 |
139.77 |
129.85 |
9.92 |
7.2% |
0.93 |
0.7% |
88% |
False |
False |
59,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.22 |
|
2.618 |
142.16 |
|
1.618 |
140.90 |
|
1.000 |
140.12 |
|
0.618 |
139.64 |
|
HIGH |
138.86 |
|
0.618 |
138.38 |
|
0.500 |
138.23 |
|
0.382 |
138.08 |
|
LOW |
137.60 |
|
0.618 |
136.82 |
|
1.000 |
136.34 |
|
1.618 |
135.56 |
|
2.618 |
134.30 |
|
4.250 |
132.25 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138.48 |
138.31 |
| PP |
138.35 |
138.02 |
| S1 |
138.23 |
137.74 |
|