Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125.66 |
124.93 |
-0.73 |
-0.6% |
125.15 |
| High |
125.66 |
124.94 |
-0.72 |
-0.6% |
126.20 |
| Low |
125.04 |
124.36 |
-0.68 |
-0.5% |
124.22 |
| Close |
125.29 |
124.63 |
-0.66 |
-0.5% |
126.19 |
| Range |
0.62 |
0.58 |
-0.04 |
-6.5% |
1.98 |
| ATR |
0.49 |
0.52 |
0.03 |
6.3% |
0.00 |
| Volume |
469 |
115 |
-354 |
-75.5% |
210 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.38 |
126.09 |
124.95 |
|
| R3 |
125.80 |
125.51 |
124.79 |
|
| R2 |
125.22 |
125.22 |
124.74 |
|
| R1 |
124.93 |
124.93 |
124.68 |
124.79 |
| PP |
124.64 |
124.64 |
124.64 |
124.57 |
| S1 |
124.35 |
124.35 |
124.58 |
124.21 |
| S2 |
124.06 |
124.06 |
124.52 |
|
| S3 |
123.48 |
123.77 |
124.47 |
|
| S4 |
122.90 |
123.19 |
124.31 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.48 |
130.81 |
127.28 |
|
| R3 |
129.50 |
128.83 |
126.73 |
|
| R2 |
127.52 |
127.52 |
126.55 |
|
| R1 |
126.85 |
126.85 |
126.37 |
127.19 |
| PP |
125.54 |
125.54 |
125.54 |
125.70 |
| S1 |
124.87 |
124.87 |
126.01 |
125.21 |
| S2 |
123.56 |
123.56 |
125.83 |
|
| S3 |
121.58 |
122.89 |
125.65 |
|
| S4 |
119.60 |
120.91 |
125.10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.41 |
|
2.618 |
126.46 |
|
1.618 |
125.88 |
|
1.000 |
125.52 |
|
0.618 |
125.30 |
|
HIGH |
124.94 |
|
0.618 |
124.72 |
|
0.500 |
124.65 |
|
0.382 |
124.58 |
|
LOW |
124.36 |
|
0.618 |
124.00 |
|
1.000 |
123.78 |
|
1.618 |
123.42 |
|
2.618 |
122.84 |
|
4.250 |
121.90 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.65 |
125.26 |
| PP |
124.64 |
125.05 |
| S1 |
124.64 |
124.84 |
|