Euro Bund Future December 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
124.00 |
123.63 |
-0.37 |
-0.3% |
124.49 |
High |
124.00 |
123.63 |
-0.37 |
-0.3% |
124.52 |
Low |
123.95 |
123.28 |
-0.67 |
-0.5% |
123.88 |
Close |
123.97 |
123.29 |
-0.68 |
-0.5% |
123.88 |
Range |
0.05 |
0.35 |
0.30 |
600.0% |
0.64 |
ATR |
0.31 |
0.34 |
0.03 |
8.5% |
0.00 |
Volume |
350 |
49 |
-301 |
-86.0% |
461 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.45 |
124.22 |
123.48 |
|
R3 |
124.10 |
123.87 |
123.39 |
|
R2 |
123.75 |
123.75 |
123.35 |
|
R1 |
123.52 |
123.52 |
123.32 |
123.46 |
PP |
123.40 |
123.40 |
123.40 |
123.37 |
S1 |
123.17 |
123.17 |
123.26 |
123.11 |
S2 |
123.05 |
123.05 |
123.23 |
|
S3 |
122.70 |
122.82 |
123.19 |
|
S4 |
122.35 |
122.47 |
123.10 |
|
|
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 |
125.12 |
2.618 |
124.55 |
1.618 |
124.20 |
1.000 |
123.98 |
0.618 |
123.85 |
HIGH |
123.63 |
0.618 |
123.50 |
0.500 |
123.46 |
0.382 |
123.41 |
LOW |
123.28 |
0.618 |
123.06 |
1.000 |
122.93 |
1.618 |
122.71 |
2.618 |
122.36 |
4.250 |
121.79 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123.46 |
123.64 |
PP |
123.40 |
123.52 |
S1 |
123.35 |
123.41 |
|