Euro Bund Future December 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124.53 |
124.32 |
-0.21 |
-0.2% |
124.00 |
| High |
124.58 |
124.99 |
0.41 |
0.3% |
124.58 |
| Low |
124.16 |
124.32 |
0.16 |
0.1% |
123.28 |
| Close |
124.20 |
124.73 |
0.53 |
0.4% |
124.59 |
| Range |
0.42 |
0.67 |
0.25 |
59.5% |
1.30 |
| ATR |
0.38 |
0.41 |
0.03 |
7.9% |
0.00 |
| Volume |
6 |
18 |
12 |
200.0% |
603 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.69 |
126.38 |
125.10 |
|
| R3 |
126.02 |
125.71 |
124.91 |
|
| R2 |
125.35 |
125.35 |
124.85 |
|
| R1 |
125.04 |
125.04 |
124.79 |
125.20 |
| PP |
124.68 |
124.68 |
124.68 |
124.76 |
| S1 |
124.37 |
124.37 |
124.67 |
124.53 |
| S2 |
124.01 |
124.01 |
124.61 |
|
| S3 |
123.34 |
123.70 |
124.55 |
|
| S4 |
122.67 |
123.03 |
124.36 |
|
|
| 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 |
127.84 |
|
2.618 |
126.74 |
|
1.618 |
126.07 |
|
1.000 |
125.66 |
|
0.618 |
125.40 |
|
HIGH |
124.99 |
|
0.618 |
124.73 |
|
0.500 |
124.66 |
|
0.382 |
124.58 |
|
LOW |
124.32 |
|
0.618 |
123.91 |
|
1.000 |
123.65 |
|
1.618 |
123.24 |
|
2.618 |
122.57 |
|
4.250 |
121.47 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124.71 |
124.68 |
| PP |
124.68 |
124.63 |
| S1 |
124.66 |
124.58 |
|