Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 04-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
04-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
124.14 |
124.40 |
0.26 |
0.2% |
126.16 |
| High |
124.50 |
124.40 |
-0.10 |
-0.1% |
126.16 |
| Low |
123.96 |
124.25 |
0.29 |
0.2% |
123.96 |
| Close |
124.13 |
124.23 |
0.10 |
0.1% |
124.13 |
| Range |
0.54 |
0.15 |
-0.39 |
-72.2% |
2.20 |
| ATR |
0.53 |
0.51 |
-0.02 |
-3.5% |
0.00 |
| Volume |
353 |
40 |
-313 |
-88.7% |
1,114 |
|
| Daily Pivots for day following 04-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.74 |
124.64 |
124.31 |
|
| R3 |
124.59 |
124.49 |
124.27 |
|
| R2 |
124.44 |
124.44 |
124.26 |
|
| R1 |
124.34 |
124.34 |
124.24 |
124.32 |
| PP |
124.29 |
124.29 |
124.29 |
124.28 |
| S1 |
124.19 |
124.19 |
124.22 |
124.17 |
| S2 |
124.14 |
124.14 |
124.20 |
|
| S3 |
123.99 |
124.04 |
124.19 |
|
| S4 |
123.84 |
123.89 |
124.15 |
|
|
| 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 |
125.04 |
|
2.618 |
124.79 |
|
1.618 |
124.64 |
|
1.000 |
124.55 |
|
0.618 |
124.49 |
|
HIGH |
124.40 |
|
0.618 |
124.34 |
|
0.500 |
124.33 |
|
0.382 |
124.31 |
|
LOW |
124.25 |
|
0.618 |
124.16 |
|
1.000 |
124.10 |
|
1.618 |
124.01 |
|
2.618 |
123.86 |
|
4.250 |
123.61 |
|
|
| Fisher Pivots for day following 04-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.33 |
124.36 |
| PP |
124.29 |
124.32 |
| S1 |
124.26 |
124.27 |
|