Euro Bund Future December 2011
Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
122.93 |
123.56 |
0.63 |
0.5% |
122.98 |
High |
122.93 |
123.56 |
0.63 |
0.5% |
123.56 |
Low |
122.93 |
123.56 |
0.63 |
0.5% |
122.93 |
Close |
122.93 |
123.56 |
0.63 |
0.5% |
123.56 |
Range |
|
|
|
|
|
ATR |
0.32 |
0.34 |
0.02 |
6.8% |
0.00 |
Volume |
270 |
272 |
2 |
0.7% |
882 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.56 |
123.56 |
123.56 |
|
R3 |
123.56 |
123.56 |
123.56 |
|
R2 |
123.56 |
123.56 |
123.56 |
|
R1 |
123.56 |
123.56 |
123.56 |
123.56 |
PP |
123.56 |
123.56 |
123.56 |
123.56 |
S1 |
123.56 |
123.56 |
123.56 |
123.56 |
S2 |
123.56 |
123.56 |
123.56 |
|
S3 |
123.56 |
123.56 |
123.56 |
|
S4 |
123.56 |
123.56 |
123.56 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.24 |
125.03 |
123.91 |
|
R3 |
124.61 |
124.40 |
123.73 |
|
R2 |
123.98 |
123.98 |
123.68 |
|
R1 |
123.77 |
123.77 |
123.62 |
123.88 |
PP |
123.35 |
123.35 |
123.35 |
123.40 |
S1 |
123.14 |
123.14 |
123.50 |
123.25 |
S2 |
122.72 |
122.72 |
123.44 |
|
S3 |
122.09 |
122.51 |
123.39 |
|
S4 |
121.46 |
121.88 |
123.21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.56 |
2.618 |
123.56 |
1.618 |
123.56 |
1.000 |
123.56 |
0.618 |
123.56 |
HIGH |
123.56 |
0.618 |
123.56 |
0.500 |
123.56 |
0.382 |
123.56 |
LOW |
123.56 |
0.618 |
123.56 |
1.000 |
123.56 |
1.618 |
123.56 |
2.618 |
123.56 |
4.250 |
123.56 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
123.56 |
123.46 |
PP |
123.56 |
123.35 |
S1 |
123.56 |
123.25 |
|