Euro Bund Future December 2011
Trading Metrics calculated at close of trading on 12-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
Open |
122.78 |
123.20 |
0.42 |
0.3% |
121.72 |
High |
122.78 |
123.20 |
0.42 |
0.3% |
122.34 |
Low |
122.78 |
123.20 |
0.42 |
0.3% |
121.38 |
Close |
122.78 |
123.20 |
0.42 |
0.3% |
122.34 |
Range |
|
|
|
|
|
ATR |
0.37 |
0.38 |
0.00 |
0.9% |
0.00 |
Volume |
120 |
382 |
262 |
218.3% |
2,506 |
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.20 |
123.20 |
123.20 |
|
R3 |
123.20 |
123.20 |
123.20 |
|
R2 |
123.20 |
123.20 |
123.20 |
|
R1 |
123.20 |
123.20 |
123.20 |
123.20 |
PP |
123.20 |
123.20 |
123.20 |
123.20 |
S1 |
123.20 |
123.20 |
123.20 |
123.20 |
S2 |
123.20 |
123.20 |
123.20 |
|
S3 |
123.20 |
123.20 |
123.20 |
|
S4 |
123.20 |
123.20 |
123.20 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.90 |
124.58 |
122.87 |
|
R3 |
123.94 |
123.62 |
122.60 |
|
R2 |
122.98 |
122.98 |
122.52 |
|
R1 |
122.66 |
122.66 |
122.43 |
122.82 |
PP |
122.02 |
122.02 |
122.02 |
122.10 |
S1 |
121.70 |
121.70 |
122.25 |
121.86 |
S2 |
121.06 |
121.06 |
122.16 |
|
S3 |
120.10 |
120.74 |
122.08 |
|
S4 |
119.14 |
119.78 |
121.81 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.20 |
2.618 |
123.20 |
1.618 |
123.20 |
1.000 |
123.20 |
0.618 |
123.20 |
HIGH |
123.20 |
0.618 |
123.20 |
0.500 |
123.20 |
0.382 |
123.20 |
LOW |
123.20 |
0.618 |
123.20 |
1.000 |
123.20 |
1.618 |
123.20 |
2.618 |
123.20 |
4.250 |
123.20 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
123.20 |
123.13 |
PP |
123.20 |
123.06 |
S1 |
123.20 |
122.99 |
|