Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 21-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
136.66 |
135.67 |
-0.99 |
-0.7% |
134.18 |
High |
136.69 |
136.27 |
-0.42 |
-0.3% |
137.09 |
Low |
135.71 |
135.09 |
-0.62 |
-0.5% |
134.18 |
Close |
135.79 |
136.13 |
0.34 |
0.3% |
136.88 |
Range |
0.98 |
1.18 |
0.20 |
20.4% |
2.91 |
ATR |
0.82 |
0.85 |
0.03 |
3.1% |
0.00 |
Volume |
41 |
19 |
-22 |
-53.7% |
154 |
|
Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.37 |
138.93 |
136.78 |
|
R3 |
138.19 |
137.75 |
136.45 |
|
R2 |
137.01 |
137.01 |
136.35 |
|
R1 |
136.57 |
136.57 |
136.24 |
136.79 |
PP |
135.83 |
135.83 |
135.83 |
135.94 |
S1 |
135.39 |
135.39 |
136.02 |
135.61 |
S2 |
134.65 |
134.65 |
135.91 |
|
S3 |
133.47 |
134.21 |
135.81 |
|
S4 |
132.29 |
133.03 |
135.48 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.78 |
143.74 |
138.48 |
|
R3 |
141.87 |
140.83 |
137.68 |
|
R2 |
138.96 |
138.96 |
137.41 |
|
R1 |
137.92 |
137.92 |
137.15 |
138.44 |
PP |
136.05 |
136.05 |
136.05 |
136.31 |
S1 |
135.01 |
135.01 |
136.61 |
135.53 |
S2 |
133.14 |
133.14 |
136.35 |
|
S3 |
130.23 |
132.10 |
136.08 |
|
S4 |
127.32 |
129.19 |
135.28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.29 |
2.618 |
139.36 |
1.618 |
138.18 |
1.000 |
137.45 |
0.618 |
137.00 |
HIGH |
136.27 |
0.618 |
135.82 |
0.500 |
135.68 |
0.382 |
135.54 |
LOW |
135.09 |
0.618 |
134.36 |
1.000 |
133.91 |
1.618 |
133.18 |
2.618 |
132.00 |
4.250 |
130.08 |
|
|
Fisher Pivots for day following 21-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
135.98 |
136.08 |
PP |
135.83 |
136.03 |
S1 |
135.68 |
135.98 |
|