Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
123.88 |
124.00 |
0.12 |
0.1% |
124.49 |
| High |
123.88 |
124.00 |
0.12 |
0.1% |
124.52 |
| Low |
123.88 |
123.95 |
0.07 |
0.1% |
123.88 |
| Close |
123.88 |
123.97 |
0.09 |
0.1% |
123.88 |
| Range |
0.00 |
0.05 |
0.05 |
|
0.64 |
| ATR |
0.33 |
0.31 |
-0.01 |
-4.5% |
0.00 |
| Volume |
25 |
350 |
325 |
1,300.0% |
461 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.12 |
124.10 |
124.00 |
|
| R3 |
124.07 |
124.05 |
123.98 |
|
| R2 |
124.02 |
124.02 |
123.98 |
|
| R1 |
124.00 |
124.00 |
123.97 |
123.99 |
| PP |
123.97 |
123.97 |
123.97 |
123.97 |
| S1 |
123.95 |
123.95 |
123.97 |
123.94 |
| S2 |
123.92 |
123.92 |
123.96 |
|
| S3 |
123.87 |
123.90 |
123.96 |
|
| S4 |
123.82 |
123.85 |
123.94 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.01 |
125.59 |
124.23 |
|
| R3 |
125.37 |
124.95 |
124.06 |
|
| R2 |
124.73 |
124.73 |
124.00 |
|
| R1 |
124.31 |
124.31 |
123.94 |
124.20 |
| PP |
124.09 |
124.09 |
124.09 |
124.04 |
| S1 |
123.67 |
123.67 |
123.82 |
123.56 |
| S2 |
123.45 |
123.45 |
123.76 |
|
| S3 |
122.81 |
123.03 |
123.70 |
|
| S4 |
122.17 |
122.39 |
123.53 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.21 |
|
2.618 |
124.13 |
|
1.618 |
124.08 |
|
1.000 |
124.05 |
|
0.618 |
124.03 |
|
HIGH |
124.00 |
|
0.618 |
123.98 |
|
0.500 |
123.98 |
|
0.382 |
123.97 |
|
LOW |
123.95 |
|
0.618 |
123.92 |
|
1.000 |
123.90 |
|
1.618 |
123.87 |
|
2.618 |
123.82 |
|
4.250 |
123.74 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123.98 |
124.20 |
| PP |
123.97 |
124.12 |
| S1 |
123.97 |
124.05 |
|