Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
138.23 |
137.51 |
-0.72 |
-0.5% |
135.22 |
| High |
138.36 |
138.08 |
-0.28 |
-0.2% |
138.86 |
| Low |
137.39 |
136.69 |
-0.70 |
-0.5% |
135.22 |
| Close |
137.60 |
137.66 |
0.06 |
0.0% |
138.60 |
| Range |
0.97 |
1.39 |
0.42 |
43.3% |
3.64 |
| ATR |
1.31 |
1.32 |
0.01 |
0.4% |
0.00 |
| Volume |
297,757 |
401,389 |
103,632 |
34.8% |
2,199,351 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.65 |
141.04 |
138.42 |
|
| R3 |
140.26 |
139.65 |
138.04 |
|
| R2 |
138.87 |
138.87 |
137.91 |
|
| R1 |
138.26 |
138.26 |
137.79 |
138.57 |
| PP |
137.48 |
137.48 |
137.48 |
137.63 |
| S1 |
136.87 |
136.87 |
137.53 |
137.18 |
| S2 |
136.09 |
136.09 |
137.41 |
|
| S3 |
134.70 |
135.48 |
137.28 |
|
| S4 |
133.31 |
134.09 |
136.90 |
|
|
| 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 |
136.69 |
2.17 |
1.6% |
1.00 |
0.7% |
45% |
False |
True |
348,960 |
| 10 |
138.86 |
135.18 |
3.68 |
2.7% |
1.27 |
0.9% |
67% |
False |
False |
431,929 |
| 20 |
138.86 |
132.87 |
5.99 |
4.4% |
1.30 |
0.9% |
80% |
False |
False |
342,356 |
| 40 |
139.65 |
132.87 |
6.78 |
4.9% |
1.36 |
1.0% |
71% |
False |
False |
173,013 |
| 60 |
139.65 |
132.87 |
6.78 |
4.9% |
1.28 |
0.9% |
71% |
False |
False |
115,406 |
| 80 |
139.77 |
132.87 |
6.90 |
5.0% |
1.20 |
0.9% |
69% |
False |
False |
86,595 |
| 100 |
139.77 |
131.36 |
8.41 |
6.1% |
0.96 |
0.7% |
75% |
False |
False |
69,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.99 |
|
2.618 |
141.72 |
|
1.618 |
140.33 |
|
1.000 |
139.47 |
|
0.618 |
138.94 |
|
HIGH |
138.08 |
|
0.618 |
137.55 |
|
0.500 |
137.39 |
|
0.382 |
137.22 |
|
LOW |
136.69 |
|
0.618 |
135.83 |
|
1.000 |
135.30 |
|
1.618 |
134.44 |
|
2.618 |
133.05 |
|
4.250 |
130.78 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137.57 |
137.69 |
| PP |
137.48 |
137.68 |
| S1 |
137.39 |
137.67 |
|