Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
137.10 |
135.22 |
-1.88 |
-1.4% |
135.48 |
| High |
137.12 |
136.83 |
-0.29 |
-0.2% |
137.12 |
| Low |
135.30 |
135.22 |
-0.08 |
-0.1% |
134.13 |
| Close |
135.30 |
136.63 |
1.33 |
1.0% |
135.30 |
| Range |
1.82 |
1.61 |
-0.21 |
-11.5% |
2.99 |
| ATR |
1.47 |
1.48 |
0.01 |
0.7% |
0.00 |
| Volume |
513,619 |
425,761 |
-87,858 |
-17.1% |
3,301,932 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.06 |
140.45 |
137.52 |
|
| R3 |
139.45 |
138.84 |
137.07 |
|
| R2 |
137.84 |
137.84 |
136.93 |
|
| R1 |
137.23 |
137.23 |
136.78 |
137.54 |
| PP |
136.23 |
136.23 |
136.23 |
136.38 |
| S1 |
135.62 |
135.62 |
136.48 |
135.93 |
| S2 |
134.62 |
134.62 |
136.33 |
|
| S3 |
133.01 |
134.01 |
136.19 |
|
| S4 |
131.40 |
132.40 |
135.74 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.49 |
142.88 |
136.94 |
|
| R3 |
141.50 |
139.89 |
136.12 |
|
| R2 |
138.51 |
138.51 |
135.85 |
|
| R1 |
136.90 |
136.90 |
135.57 |
136.21 |
| PP |
135.52 |
135.52 |
135.52 |
135.17 |
| S1 |
133.91 |
133.91 |
135.03 |
133.22 |
| S2 |
132.53 |
132.53 |
134.75 |
|
| S3 |
129.54 |
130.92 |
134.48 |
|
| S4 |
126.55 |
127.93 |
133.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137.12 |
134.15 |
2.97 |
2.2% |
1.59 |
1.2% |
84% |
False |
False |
642,003 |
| 10 |
137.12 |
132.87 |
4.25 |
3.1% |
1.48 |
1.1% |
88% |
False |
False |
408,720 |
| 20 |
139.33 |
132.87 |
6.46 |
4.7% |
1.39 |
1.0% |
58% |
False |
False |
209,713 |
| 40 |
139.65 |
132.87 |
6.78 |
5.0% |
1.37 |
1.0% |
55% |
False |
False |
105,325 |
| 60 |
139.77 |
132.87 |
6.90 |
5.1% |
1.28 |
0.9% |
54% |
False |
False |
70,278 |
| 80 |
139.77 |
132.87 |
6.90 |
5.1% |
1.11 |
0.8% |
54% |
False |
False |
52,741 |
| 100 |
139.77 |
127.02 |
12.75 |
9.3% |
0.89 |
0.6% |
75% |
False |
False |
42,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.67 |
|
2.618 |
141.04 |
|
1.618 |
139.43 |
|
1.000 |
138.44 |
|
0.618 |
137.82 |
|
HIGH |
136.83 |
|
0.618 |
136.21 |
|
0.500 |
136.03 |
|
0.382 |
135.84 |
|
LOW |
135.22 |
|
0.618 |
134.23 |
|
1.000 |
133.61 |
|
1.618 |
132.62 |
|
2.618 |
131.01 |
|
4.250 |
128.38 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136.43 |
136.47 |
| PP |
136.23 |
136.31 |
| S1 |
136.03 |
136.15 |
|