Euro Bund Future December 2011
Trading Metrics calculated at close of trading on 24-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
125.17 |
125.85 |
0.68 |
0.5% |
125.15 |
High |
125.92 |
126.20 |
0.28 |
0.2% |
126.20 |
Low |
125.17 |
125.85 |
0.68 |
0.5% |
124.22 |
Close |
125.92 |
126.19 |
0.27 |
0.2% |
126.19 |
Range |
0.75 |
0.35 |
-0.40 |
-53.3% |
1.98 |
ATR |
0.50 |
0.49 |
-0.01 |
-2.1% |
0.00 |
Volume |
90 |
44 |
-46 |
-51.1% |
210 |
|
Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.13 |
127.01 |
126.38 |
|
R3 |
126.78 |
126.66 |
126.29 |
|
R2 |
126.43 |
126.43 |
126.25 |
|
R1 |
126.31 |
126.31 |
126.22 |
126.37 |
PP |
126.08 |
126.08 |
126.08 |
126.11 |
S1 |
125.96 |
125.96 |
126.16 |
126.02 |
S2 |
125.73 |
125.73 |
126.13 |
|
S3 |
125.38 |
125.61 |
126.09 |
|
S4 |
125.03 |
125.26 |
126.00 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.48 |
130.81 |
127.28 |
|
R3 |
129.50 |
128.83 |
126.73 |
|
R2 |
127.52 |
127.52 |
126.55 |
|
R1 |
126.85 |
126.85 |
126.37 |
127.19 |
PP |
125.54 |
125.54 |
125.54 |
125.70 |
S1 |
124.87 |
124.87 |
126.01 |
125.21 |
S2 |
123.56 |
123.56 |
125.83 |
|
S3 |
121.58 |
122.89 |
125.65 |
|
S4 |
119.60 |
120.91 |
125.10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.69 |
2.618 |
127.12 |
1.618 |
126.77 |
1.000 |
126.55 |
0.618 |
126.42 |
HIGH |
126.20 |
0.618 |
126.07 |
0.500 |
126.03 |
0.382 |
125.98 |
LOW |
125.85 |
0.618 |
125.63 |
1.000 |
125.50 |
1.618 |
125.28 |
2.618 |
124.93 |
4.250 |
124.36 |
|
|
Fisher Pivots for day following 24-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
126.14 |
125.86 |
PP |
126.08 |
125.54 |
S1 |
126.03 |
125.21 |
|