Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
137.58 |
137.97 |
0.39 |
0.3% |
138.65 |
| High |
137.94 |
138.62 |
0.68 |
0.5% |
138.69 |
| Low |
137.45 |
137.50 |
0.05 |
0.0% |
136.69 |
| Close |
137.56 |
137.88 |
0.32 |
0.2% |
137.56 |
| Range |
0.49 |
1.12 |
0.63 |
128.6% |
2.00 |
| ATR |
1.22 |
1.21 |
-0.01 |
-0.6% |
0.00 |
| Volume |
99,733 |
90,735 |
-8,998 |
-9.0% |
1,289,489 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.36 |
140.74 |
138.50 |
|
| R3 |
140.24 |
139.62 |
138.19 |
|
| R2 |
139.12 |
139.12 |
138.09 |
|
| R1 |
138.50 |
138.50 |
137.98 |
138.25 |
| PP |
138.00 |
138.00 |
138.00 |
137.88 |
| S1 |
137.38 |
137.38 |
137.78 |
137.13 |
| S2 |
136.88 |
136.88 |
137.67 |
|
| S3 |
135.76 |
136.26 |
137.57 |
|
| S4 |
134.64 |
135.14 |
137.26 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.65 |
142.60 |
138.66 |
|
| R3 |
141.65 |
140.60 |
138.11 |
|
| R2 |
139.65 |
139.65 |
137.93 |
|
| R1 |
138.60 |
138.60 |
137.74 |
138.13 |
| PP |
137.65 |
137.65 |
137.65 |
137.41 |
| S1 |
136.60 |
136.60 |
137.38 |
136.13 |
| S2 |
135.65 |
135.65 |
137.19 |
|
| S3 |
133.65 |
134.60 |
137.01 |
|
| S4 |
131.65 |
132.60 |
136.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.62 |
136.69 |
1.93 |
1.4% |
0.94 |
0.7% |
62% |
True |
False |
228,934 |
| 10 |
138.86 |
135.97 |
2.89 |
2.1% |
0.98 |
0.7% |
66% |
False |
False |
315,381 |
| 20 |
138.86 |
132.87 |
5.99 |
4.3% |
1.23 |
0.9% |
84% |
False |
False |
362,051 |
| 40 |
139.65 |
132.87 |
6.78 |
4.9% |
1.28 |
0.9% |
74% |
False |
False |
184,102 |
| 60 |
139.65 |
132.87 |
6.78 |
4.9% |
1.27 |
0.9% |
74% |
False |
False |
122,830 |
| 80 |
139.77 |
132.87 |
6.90 |
5.0% |
1.21 |
0.9% |
73% |
False |
False |
92,163 |
| 100 |
139.77 |
131.41 |
8.36 |
6.1% |
0.98 |
0.7% |
77% |
False |
False |
73,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.38 |
|
2.618 |
141.55 |
|
1.618 |
140.43 |
|
1.000 |
139.74 |
|
0.618 |
139.31 |
|
HIGH |
138.62 |
|
0.618 |
138.19 |
|
0.500 |
138.06 |
|
0.382 |
137.93 |
|
LOW |
137.50 |
|
0.618 |
136.81 |
|
1.000 |
136.38 |
|
1.618 |
135.69 |
|
2.618 |
134.57 |
|
4.250 |
132.74 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138.06 |
137.89 |
| PP |
138.00 |
137.88 |
| S1 |
137.94 |
137.88 |
|