Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
138.81 |
138.73 |
-0.08 |
-0.1% |
139.30 |
| High |
139.05 |
139.44 |
0.39 |
0.3% |
139.32 |
| Low |
138.43 |
138.50 |
0.07 |
0.1% |
137.70 |
| Close |
138.72 |
139.25 |
0.53 |
0.4% |
138.84 |
| Range |
0.62 |
0.94 |
0.32 |
51.6% |
1.62 |
| ATR |
1.00 |
0.99 |
0.00 |
-0.4% |
0.00 |
| Volume |
501,764 |
621,693 |
119,929 |
23.9% |
2,074,270 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.88 |
141.51 |
139.77 |
|
| R3 |
140.94 |
140.57 |
139.51 |
|
| R2 |
140.00 |
140.00 |
139.42 |
|
| R1 |
139.63 |
139.63 |
139.34 |
139.82 |
| PP |
139.06 |
139.06 |
139.06 |
139.16 |
| S1 |
138.69 |
138.69 |
139.16 |
138.88 |
| S2 |
138.12 |
138.12 |
139.08 |
|
| S3 |
137.18 |
137.75 |
138.99 |
|
| S4 |
136.24 |
136.81 |
138.73 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.48 |
142.78 |
139.73 |
|
| R3 |
141.86 |
141.16 |
139.29 |
|
| R2 |
140.24 |
140.24 |
139.14 |
|
| R1 |
139.54 |
139.54 |
138.99 |
139.08 |
| PP |
138.62 |
138.62 |
138.62 |
138.39 |
| S1 |
137.92 |
137.92 |
138.69 |
137.46 |
| S2 |
137.00 |
137.00 |
138.54 |
|
| S3 |
135.38 |
136.30 |
138.39 |
|
| S4 |
133.76 |
134.68 |
137.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.44 |
137.70 |
1.74 |
1.2% |
0.84 |
0.6% |
89% |
True |
False |
502,211 |
| 10 |
139.44 |
137.70 |
1.74 |
1.2% |
0.82 |
0.6% |
89% |
True |
False |
382,341 |
| 20 |
139.44 |
136.61 |
2.83 |
2.0% |
0.89 |
0.6% |
93% |
True |
False |
332,549 |
| 40 |
139.44 |
132.87 |
6.57 |
4.7% |
1.14 |
0.8% |
97% |
True |
False |
282,482 |
| 60 |
139.65 |
132.87 |
6.78 |
4.9% |
1.21 |
0.9% |
94% |
False |
False |
188,704 |
| 80 |
139.77 |
132.87 |
6.90 |
5.0% |
1.19 |
0.9% |
92% |
False |
False |
141,575 |
| 100 |
139.77 |
132.87 |
6.90 |
5.0% |
1.07 |
0.8% |
92% |
False |
False |
113,287 |
| 120 |
139.77 |
128.05 |
11.72 |
8.4% |
0.89 |
0.6% |
96% |
False |
False |
94,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.44 |
|
2.618 |
141.90 |
|
1.618 |
140.96 |
|
1.000 |
140.38 |
|
0.618 |
140.02 |
|
HIGH |
139.44 |
|
0.618 |
139.08 |
|
0.500 |
138.97 |
|
0.382 |
138.86 |
|
LOW |
138.50 |
|
0.618 |
137.92 |
|
1.000 |
137.56 |
|
1.618 |
136.98 |
|
2.618 |
136.04 |
|
4.250 |
134.51 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.16 |
139.15 |
| PP |
139.06 |
139.04 |
| S1 |
138.97 |
138.94 |
|