Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
136.62 |
136.76 |
0.14 |
0.1% |
135.48 |
| High |
136.91 |
138.08 |
1.17 |
0.9% |
137.12 |
| Low |
135.97 |
136.61 |
0.64 |
0.5% |
134.13 |
| Close |
136.90 |
137.91 |
1.01 |
0.7% |
135.30 |
| Range |
0.94 |
1.47 |
0.53 |
56.4% |
2.99 |
| ATR |
1.44 |
1.45 |
0.00 |
0.1% |
0.00 |
| Volume |
458,369 |
505,119 |
46,750 |
10.2% |
3,301,932 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.94 |
141.40 |
138.72 |
|
| R3 |
140.47 |
139.93 |
138.31 |
|
| R2 |
139.00 |
139.00 |
138.18 |
|
| R1 |
138.46 |
138.46 |
138.04 |
138.73 |
| PP |
137.53 |
137.53 |
137.53 |
137.67 |
| S1 |
136.99 |
136.99 |
137.78 |
137.26 |
| S2 |
136.06 |
136.06 |
137.64 |
|
| S3 |
134.59 |
135.52 |
137.51 |
|
| S4 |
133.12 |
134.05 |
137.10 |
|
|
| 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 |
138.08 |
135.18 |
2.90 |
2.1% |
1.53 |
1.1% |
94% |
True |
False |
514,899 |
| 10 |
138.08 |
133.50 |
4.58 |
3.3% |
1.46 |
1.1% |
96% |
True |
False |
495,063 |
| 20 |
139.04 |
132.87 |
6.17 |
4.5% |
1.42 |
1.0% |
82% |
False |
False |
257,132 |
| 40 |
139.65 |
132.87 |
6.78 |
4.9% |
1.38 |
1.0% |
74% |
False |
False |
129,408 |
| 60 |
139.77 |
132.87 |
6.90 |
5.0% |
1.30 |
0.9% |
73% |
False |
False |
86,332 |
| 80 |
139.77 |
132.87 |
6.90 |
5.0% |
1.14 |
0.8% |
73% |
False |
False |
64,785 |
| 100 |
139.77 |
128.11 |
11.66 |
8.5% |
0.91 |
0.7% |
84% |
False |
False |
51,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.33 |
|
2.618 |
141.93 |
|
1.618 |
140.46 |
|
1.000 |
139.55 |
|
0.618 |
138.99 |
|
HIGH |
138.08 |
|
0.618 |
137.52 |
|
0.500 |
137.35 |
|
0.382 |
137.17 |
|
LOW |
136.61 |
|
0.618 |
135.70 |
|
1.000 |
135.14 |
|
1.618 |
134.23 |
|
2.618 |
132.76 |
|
4.250 |
130.36 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137.72 |
137.49 |
| PP |
137.53 |
137.07 |
| S1 |
137.35 |
136.65 |
|