Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
137.77 |
138.65 |
0.88 |
0.6% |
135.22 |
| High |
138.86 |
138.69 |
-0.17 |
-0.1% |
138.86 |
| Low |
137.60 |
138.08 |
0.48 |
0.3% |
135.22 |
| Close |
138.60 |
138.40 |
-0.20 |
-0.1% |
138.60 |
| Range |
1.26 |
0.61 |
-0.65 |
-51.6% |
3.64 |
| ATR |
1.39 |
1.33 |
-0.06 |
-4.0% |
0.00 |
| Volume |
354,982 |
235,554 |
-119,428 |
-33.6% |
2,199,351 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.22 |
139.92 |
138.74 |
|
| R3 |
139.61 |
139.31 |
138.57 |
|
| R2 |
139.00 |
139.00 |
138.51 |
|
| R1 |
138.70 |
138.70 |
138.46 |
138.55 |
| PP |
138.39 |
138.39 |
138.39 |
138.31 |
| S1 |
138.09 |
138.09 |
138.34 |
137.94 |
| S2 |
137.78 |
137.78 |
138.29 |
|
| S3 |
137.17 |
137.48 |
138.23 |
|
| S4 |
136.56 |
136.87 |
138.06 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.48 |
147.18 |
140.60 |
|
| R3 |
144.84 |
143.54 |
139.60 |
|
| R2 |
141.20 |
141.20 |
139.27 |
|
| R1 |
139.90 |
139.90 |
138.93 |
140.55 |
| PP |
137.56 |
137.56 |
137.56 |
137.89 |
| S1 |
136.26 |
136.26 |
138.27 |
136.91 |
| S2 |
133.92 |
133.92 |
137.93 |
|
| S3 |
130.28 |
132.62 |
137.60 |
|
| S4 |
126.64 |
128.98 |
136.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.86 |
135.97 |
2.89 |
2.1% |
1.01 |
0.7% |
84% |
False |
False |
401,828 |
| 10 |
138.86 |
134.15 |
4.71 |
3.4% |
1.30 |
0.9% |
90% |
False |
False |
521,916 |
| 20 |
138.86 |
132.87 |
5.99 |
4.3% |
1.34 |
1.0% |
92% |
False |
False |
308,406 |
| 40 |
139.65 |
132.87 |
6.78 |
4.9% |
1.36 |
1.0% |
82% |
False |
False |
155,544 |
| 60 |
139.65 |
132.87 |
6.78 |
4.9% |
1.28 |
0.9% |
82% |
False |
False |
103,755 |
| 80 |
139.77 |
132.87 |
6.90 |
5.0% |
1.17 |
0.8% |
80% |
False |
False |
77,856 |
| 100 |
139.77 |
130.76 |
9.01 |
6.5% |
0.94 |
0.7% |
85% |
False |
False |
62,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.28 |
|
2.618 |
140.29 |
|
1.618 |
139.68 |
|
1.000 |
139.30 |
|
0.618 |
139.07 |
|
HIGH |
138.69 |
|
0.618 |
138.46 |
|
0.500 |
138.39 |
|
0.382 |
138.31 |
|
LOW |
138.08 |
|
0.618 |
137.70 |
|
1.000 |
137.47 |
|
1.618 |
137.09 |
|
2.618 |
136.48 |
|
4.250 |
135.49 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138.40 |
138.32 |
| PP |
138.39 |
138.23 |
| S1 |
138.39 |
138.15 |
|