Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
124.69 |
124.14 |
-0.55 |
-0.4% |
126.16 |
| High |
124.76 |
124.50 |
-0.26 |
-0.2% |
126.16 |
| Low |
124.10 |
123.96 |
-0.14 |
-0.1% |
123.96 |
| Close |
124.23 |
124.13 |
-0.10 |
-0.1% |
124.13 |
| Range |
0.66 |
0.54 |
-0.12 |
-18.2% |
2.20 |
| ATR |
0.53 |
0.53 |
0.00 |
0.1% |
0.00 |
| Volume |
175 |
353 |
178 |
101.7% |
1,114 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.82 |
125.51 |
124.43 |
|
| R3 |
125.28 |
124.97 |
124.28 |
|
| R2 |
124.74 |
124.74 |
124.23 |
|
| R1 |
124.43 |
124.43 |
124.18 |
124.32 |
| PP |
124.20 |
124.20 |
124.20 |
124.14 |
| S1 |
123.89 |
123.89 |
124.08 |
123.78 |
| S2 |
123.66 |
123.66 |
124.03 |
|
| S3 |
123.12 |
123.35 |
123.98 |
|
| S4 |
122.58 |
122.81 |
123.83 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.35 |
129.94 |
125.34 |
|
| R3 |
129.15 |
127.74 |
124.74 |
|
| R2 |
126.95 |
126.95 |
124.53 |
|
| R1 |
125.54 |
125.54 |
124.33 |
125.15 |
| PP |
124.75 |
124.75 |
124.75 |
124.55 |
| S1 |
123.34 |
123.34 |
123.93 |
122.95 |
| S2 |
122.55 |
122.55 |
123.73 |
|
| S3 |
120.35 |
121.14 |
123.53 |
|
| S4 |
118.15 |
118.94 |
122.92 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.80 |
|
2.618 |
125.91 |
|
1.618 |
125.37 |
|
1.000 |
125.04 |
|
0.618 |
124.83 |
|
HIGH |
124.50 |
|
0.618 |
124.29 |
|
0.500 |
124.23 |
|
0.382 |
124.17 |
|
LOW |
123.96 |
|
0.618 |
123.63 |
|
1.000 |
123.42 |
|
1.618 |
123.09 |
|
2.618 |
122.55 |
|
4.250 |
121.67 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.23 |
124.45 |
| PP |
124.20 |
124.34 |
| S1 |
124.16 |
124.24 |
|