Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
137.85 |
136.84 |
-1.01 |
-0.7% |
138.40 |
High |
138.03 |
137.10 |
-0.93 |
-0.7% |
138.40 |
Low |
137.15 |
136.22 |
-0.93 |
-0.7% |
136.22 |
Close |
137.25 |
136.39 |
-0.86 |
-0.6% |
136.39 |
Range |
0.88 |
0.88 |
0.00 |
0.0% |
2.18 |
ATR |
0.70 |
0.72 |
0.02 |
3.4% |
0.00 |
Volume |
318 |
1,842 |
1,524 |
479.2% |
2,957 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.21 |
138.68 |
136.87 |
|
R3 |
138.33 |
137.80 |
136.63 |
|
R2 |
137.45 |
137.45 |
136.55 |
|
R1 |
136.92 |
136.92 |
136.47 |
136.75 |
PP |
136.57 |
136.57 |
136.57 |
136.48 |
S1 |
136.04 |
136.04 |
136.31 |
135.87 |
S2 |
135.69 |
135.69 |
136.23 |
|
S3 |
134.81 |
135.16 |
136.15 |
|
S4 |
133.93 |
134.28 |
135.91 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.54 |
142.15 |
137.59 |
|
R3 |
141.36 |
139.97 |
136.99 |
|
R2 |
139.18 |
139.18 |
136.79 |
|
R1 |
137.79 |
137.79 |
136.59 |
137.40 |
PP |
137.00 |
137.00 |
137.00 |
136.81 |
S1 |
135.61 |
135.61 |
136.19 |
135.22 |
S2 |
134.82 |
134.82 |
135.99 |
|
S3 |
132.64 |
133.43 |
135.79 |
|
S4 |
130.46 |
131.25 |
135.19 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.84 |
2.618 |
139.40 |
1.618 |
138.52 |
1.000 |
137.98 |
0.618 |
137.64 |
HIGH |
137.10 |
0.618 |
136.76 |
0.500 |
136.66 |
0.382 |
136.56 |
LOW |
136.22 |
0.618 |
135.68 |
1.000 |
135.34 |
1.618 |
134.80 |
2.618 |
133.92 |
4.250 |
132.48 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
136.66 |
137.25 |
PP |
136.57 |
136.96 |
S1 |
136.48 |
136.68 |
|