Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124.77 |
124.53 |
-0.24 |
-0.2% |
124.00 |
| High |
124.77 |
124.58 |
-0.19 |
-0.2% |
124.58 |
| Low |
124.58 |
124.16 |
-0.42 |
-0.3% |
123.28 |
| Close |
124.73 |
124.20 |
-0.53 |
-0.4% |
124.59 |
| Range |
0.19 |
0.42 |
0.23 |
121.1% |
1.30 |
| ATR |
0.36 |
0.38 |
0.01 |
4.1% |
0.00 |
| Volume |
11 |
6 |
-5 |
-45.5% |
603 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.57 |
125.31 |
124.43 |
|
| R3 |
125.15 |
124.89 |
124.32 |
|
| R2 |
124.73 |
124.73 |
124.28 |
|
| R1 |
124.47 |
124.47 |
124.24 |
124.39 |
| PP |
124.31 |
124.31 |
124.31 |
124.28 |
| S1 |
124.05 |
124.05 |
124.16 |
123.97 |
| S2 |
123.89 |
123.89 |
124.12 |
|
| S3 |
123.47 |
123.63 |
124.08 |
|
| S4 |
123.05 |
123.21 |
123.97 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.05 |
127.62 |
125.31 |
|
| R3 |
126.75 |
126.32 |
124.95 |
|
| R2 |
125.45 |
125.45 |
124.83 |
|
| R1 |
125.02 |
125.02 |
124.71 |
125.24 |
| PP |
124.15 |
124.15 |
124.15 |
124.26 |
| S1 |
123.72 |
123.72 |
124.47 |
123.94 |
| S2 |
122.85 |
122.85 |
124.35 |
|
| S3 |
121.55 |
122.42 |
124.23 |
|
| S4 |
120.25 |
121.12 |
123.88 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.37 |
|
2.618 |
125.68 |
|
1.618 |
125.26 |
|
1.000 |
125.00 |
|
0.618 |
124.84 |
|
HIGH |
124.58 |
|
0.618 |
124.42 |
|
0.500 |
124.37 |
|
0.382 |
124.32 |
|
LOW |
124.16 |
|
0.618 |
123.90 |
|
1.000 |
123.74 |
|
1.618 |
123.48 |
|
2.618 |
123.06 |
|
4.250 |
122.38 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.37 |
124.45 |
| PP |
124.31 |
124.36 |
| S1 |
124.26 |
124.28 |
|