Euro Bund Future December 2011
Trading Metrics calculated at close of trading on 01-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
124.15 |
124.47 |
0.32 |
0.3% |
123.98 |
High |
124.15 |
124.47 |
0.32 |
0.3% |
124.44 |
Low |
124.15 |
124.47 |
0.32 |
0.3% |
123.53 |
Close |
124.15 |
124.47 |
0.32 |
0.3% |
124.44 |
Range |
|
|
|
|
|
ATR |
0.33 |
0.32 |
0.00 |
-0.1% |
0.00 |
Volume |
168 |
50 |
-118 |
-70.2% |
1,256 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.47 |
124.47 |
124.47 |
|
R3 |
124.47 |
124.47 |
124.47 |
|
R2 |
124.47 |
124.47 |
124.47 |
|
R1 |
124.47 |
124.47 |
124.47 |
124.47 |
PP |
124.47 |
124.47 |
124.47 |
124.47 |
S1 |
124.47 |
124.47 |
124.47 |
124.47 |
S2 |
124.47 |
124.47 |
124.47 |
|
S3 |
124.47 |
124.47 |
124.47 |
|
S4 |
124.47 |
124.47 |
124.47 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.87 |
126.56 |
124.94 |
|
R3 |
125.96 |
125.65 |
124.69 |
|
R2 |
125.05 |
125.05 |
124.61 |
|
R1 |
124.74 |
124.74 |
124.52 |
124.90 |
PP |
124.14 |
124.14 |
124.14 |
124.21 |
S1 |
123.83 |
123.83 |
124.36 |
123.99 |
S2 |
123.23 |
123.23 |
124.27 |
|
S3 |
122.32 |
122.92 |
124.19 |
|
S4 |
121.41 |
122.01 |
123.94 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.47 |
2.618 |
124.47 |
1.618 |
124.47 |
1.000 |
124.47 |
0.618 |
124.47 |
HIGH |
124.47 |
0.618 |
124.47 |
0.500 |
124.47 |
0.382 |
124.47 |
LOW |
124.47 |
0.618 |
124.47 |
1.000 |
124.47 |
1.618 |
124.47 |
2.618 |
124.47 |
4.250 |
124.47 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
124.47 |
124.42 |
PP |
124.47 |
124.37 |
S1 |
124.47 |
124.32 |
|