Euro Bund Future June 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 |
136.17 |
136.24 |
0.07 |
0.1% |
136.87 |
High |
136.17 |
136.51 |
0.34 |
0.2% |
136.87 |
Low |
135.86 |
136.24 |
0.38 |
0.3% |
135.09 |
Close |
135.86 |
136.35 |
0.49 |
0.4% |
135.86 |
Range |
0.31 |
0.27 |
-0.04 |
-12.9% |
1.78 |
ATR |
0.78 |
0.77 |
-0.01 |
-1.2% |
0.00 |
Volume |
1 |
5 |
4 |
400.0% |
441 |
|
Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.18 |
137.03 |
136.50 |
|
R3 |
136.91 |
136.76 |
136.42 |
|
R2 |
136.64 |
136.64 |
136.40 |
|
R1 |
136.49 |
136.49 |
136.37 |
136.57 |
PP |
136.37 |
136.37 |
136.37 |
136.40 |
S1 |
136.22 |
136.22 |
136.33 |
136.30 |
S2 |
136.10 |
136.10 |
136.30 |
|
S3 |
135.83 |
135.95 |
136.28 |
|
S4 |
135.56 |
135.68 |
136.20 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.28 |
140.35 |
136.84 |
|
R3 |
139.50 |
138.57 |
136.35 |
|
R2 |
137.72 |
137.72 |
136.19 |
|
R1 |
136.79 |
136.79 |
136.02 |
136.37 |
PP |
135.94 |
135.94 |
135.94 |
135.73 |
S1 |
135.01 |
135.01 |
135.70 |
134.59 |
S2 |
134.16 |
134.16 |
135.53 |
|
S3 |
132.38 |
133.23 |
135.37 |
|
S4 |
130.60 |
131.45 |
134.88 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.66 |
2.618 |
137.22 |
1.618 |
136.95 |
1.000 |
136.78 |
0.618 |
136.68 |
HIGH |
136.51 |
0.618 |
136.41 |
0.500 |
136.38 |
0.382 |
136.34 |
LOW |
136.24 |
0.618 |
136.07 |
1.000 |
135.97 |
1.618 |
135.80 |
2.618 |
135.53 |
4.250 |
135.09 |
|
|
Fisher Pivots for day following 27-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
136.38 |
136.27 |
PP |
136.37 |
136.18 |
S1 |
136.36 |
136.10 |
|