Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
139.73 |
139.62 |
-0.11 |
-0.1% |
139.03 |
| High |
140.01 |
139.75 |
-0.26 |
-0.2% |
140.23 |
| Low |
139.38 |
138.84 |
-0.54 |
-0.4% |
138.43 |
| Close |
139.58 |
138.96 |
-0.62 |
-0.4% |
139.91 |
| Range |
0.63 |
0.91 |
0.28 |
44.4% |
1.80 |
| ATR |
0.95 |
0.94 |
0.00 |
-0.3% |
0.00 |
| Volume |
623,479 |
709,207 |
85,728 |
13.7% |
2,871,729 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.91 |
141.35 |
139.46 |
|
| R3 |
141.00 |
140.44 |
139.21 |
|
| R2 |
140.09 |
140.09 |
139.13 |
|
| R1 |
139.53 |
139.53 |
139.04 |
139.36 |
| PP |
139.18 |
139.18 |
139.18 |
139.10 |
| S1 |
138.62 |
138.62 |
138.88 |
138.45 |
| S2 |
138.27 |
138.27 |
138.79 |
|
| S3 |
137.36 |
137.71 |
138.71 |
|
| S4 |
136.45 |
136.80 |
138.46 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.92 |
144.22 |
140.90 |
|
| R3 |
143.12 |
142.42 |
140.41 |
|
| R2 |
141.32 |
141.32 |
140.24 |
|
| R1 |
140.62 |
140.62 |
140.08 |
140.97 |
| PP |
139.52 |
139.52 |
139.52 |
139.70 |
| S1 |
138.82 |
138.82 |
139.75 |
139.17 |
| S2 |
137.72 |
137.72 |
139.58 |
|
| S3 |
135.92 |
137.02 |
139.42 |
|
| S4 |
134.12 |
135.22 |
138.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.23 |
138.73 |
1.50 |
1.1% |
0.83 |
0.6% |
15% |
False |
False |
672,883 |
| 10 |
140.23 |
137.70 |
2.53 |
1.8% |
0.84 |
0.6% |
50% |
False |
False |
587,547 |
| 20 |
140.23 |
136.69 |
3.54 |
2.5% |
0.84 |
0.6% |
64% |
False |
False |
408,344 |
| 40 |
140.23 |
132.87 |
7.36 |
5.3% |
1.10 |
0.8% |
83% |
False |
False |
365,656 |
| 60 |
140.23 |
132.87 |
7.36 |
5.3% |
1.18 |
0.9% |
83% |
False |
False |
244,771 |
| 80 |
140.23 |
132.87 |
7.36 |
5.3% |
1.17 |
0.8% |
83% |
False |
False |
183,624 |
| 100 |
140.23 |
132.87 |
7.36 |
5.3% |
1.11 |
0.8% |
83% |
False |
False |
146,931 |
| 120 |
140.23 |
130.79 |
9.44 |
6.8% |
0.93 |
0.7% |
87% |
False |
False |
122,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.62 |
|
2.618 |
142.13 |
|
1.618 |
141.22 |
|
1.000 |
140.66 |
|
0.618 |
140.31 |
|
HIGH |
139.75 |
|
0.618 |
139.40 |
|
0.500 |
139.30 |
|
0.382 |
139.19 |
|
LOW |
138.84 |
|
0.618 |
138.28 |
|
1.000 |
137.93 |
|
1.618 |
137.37 |
|
2.618 |
136.46 |
|
4.250 |
134.97 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.30 |
139.43 |
| PP |
139.18 |
139.27 |
| S1 |
139.07 |
139.12 |
|