Euro Bund Future December 2011
Trading Metrics calculated at close of trading on 03-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
124.52 |
123.88 |
-0.64 |
-0.5% |
124.49 |
High |
124.52 |
123.88 |
-0.64 |
-0.5% |
124.52 |
Low |
124.52 |
123.88 |
-0.64 |
-0.5% |
123.88 |
Close |
124.52 |
123.88 |
-0.64 |
-0.5% |
123.88 |
Range |
|
|
|
|
|
ATR |
0.31 |
0.33 |
0.02 |
7.8% |
0.00 |
Volume |
50 |
25 |
-25 |
-50.0% |
461 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.88 |
123.88 |
123.88 |
|
R3 |
123.88 |
123.88 |
123.88 |
|
R2 |
123.88 |
123.88 |
123.88 |
|
R1 |
123.88 |
123.88 |
123.88 |
123.88 |
PP |
123.88 |
123.88 |
123.88 |
123.88 |
S1 |
123.88 |
123.88 |
123.88 |
123.88 |
S2 |
123.88 |
123.88 |
123.88 |
|
S3 |
123.88 |
123.88 |
123.88 |
|
S4 |
123.88 |
123.88 |
123.88 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.01 |
125.59 |
124.23 |
|
R3 |
125.37 |
124.95 |
124.06 |
|
R2 |
124.73 |
124.73 |
124.00 |
|
R1 |
124.31 |
124.31 |
123.94 |
124.20 |
PP |
124.09 |
124.09 |
124.09 |
124.04 |
S1 |
123.67 |
123.67 |
123.82 |
123.56 |
S2 |
123.45 |
123.45 |
123.76 |
|
S3 |
122.81 |
123.03 |
123.70 |
|
S4 |
122.17 |
122.39 |
123.53 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.88 |
2.618 |
123.88 |
1.618 |
123.88 |
1.000 |
123.88 |
0.618 |
123.88 |
HIGH |
123.88 |
0.618 |
123.88 |
0.500 |
123.88 |
0.382 |
123.88 |
LOW |
123.88 |
0.618 |
123.88 |
1.000 |
123.88 |
1.618 |
123.88 |
2.618 |
123.88 |
4.250 |
123.88 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123.88 |
124.20 |
PP |
123.88 |
124.09 |
S1 |
123.88 |
123.99 |
|