Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 03-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2012 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
137.60 |
136.48 |
-1.12 |
-0.8% |
136.24 |
High |
137.60 |
136.71 |
-0.89 |
-0.6% |
137.41 |
Low |
136.45 |
136.25 |
-0.20 |
-0.1% |
136.24 |
Close |
136.48 |
136.59 |
0.11 |
0.1% |
137.35 |
Range |
1.15 |
0.46 |
-0.69 |
-60.0% |
1.17 |
ATR |
0.75 |
0.73 |
-0.02 |
-2.8% |
0.00 |
Volume |
27 |
21 |
-6 |
-22.2% |
57 |
|
Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.90 |
137.70 |
136.84 |
|
R3 |
137.44 |
137.24 |
136.72 |
|
R2 |
136.98 |
136.98 |
136.67 |
|
R1 |
136.78 |
136.78 |
136.63 |
136.88 |
PP |
136.52 |
136.52 |
136.52 |
136.57 |
S1 |
136.32 |
136.32 |
136.55 |
136.42 |
S2 |
136.06 |
136.06 |
136.51 |
|
S3 |
135.60 |
135.86 |
136.46 |
|
S4 |
135.14 |
135.40 |
136.34 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.51 |
140.10 |
137.99 |
|
R3 |
139.34 |
138.93 |
137.67 |
|
R2 |
138.17 |
138.17 |
137.56 |
|
R1 |
137.76 |
137.76 |
137.46 |
137.97 |
PP |
137.00 |
137.00 |
137.00 |
137.10 |
S1 |
136.59 |
136.59 |
137.24 |
136.80 |
S2 |
135.83 |
135.83 |
137.14 |
|
S3 |
134.66 |
135.42 |
137.03 |
|
S4 |
133.49 |
134.25 |
136.71 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.67 |
2.618 |
137.91 |
1.618 |
137.45 |
1.000 |
137.17 |
0.618 |
136.99 |
HIGH |
136.71 |
0.618 |
136.53 |
0.500 |
136.48 |
0.382 |
136.43 |
LOW |
136.25 |
0.618 |
135.97 |
1.000 |
135.79 |
1.618 |
135.51 |
2.618 |
135.05 |
4.250 |
134.30 |
|
|
Fisher Pivots for day following 03-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
136.55 |
136.93 |
PP |
136.52 |
136.81 |
S1 |
136.48 |
136.70 |
|