Euro Bund Future December 2011
Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
124.48 |
124.94 |
0.46 |
0.4% |
126.16 |
High |
125.33 |
125.01 |
-0.32 |
-0.3% |
126.16 |
Low |
124.48 |
124.60 |
0.12 |
0.1% |
123.96 |
Close |
125.25 |
124.69 |
-0.56 |
-0.4% |
124.13 |
Range |
0.85 |
0.41 |
-0.44 |
-51.8% |
2.20 |
ATR |
0.53 |
0.54 |
0.01 |
1.7% |
0.00 |
Volume |
69 |
16 |
-53 |
-76.8% |
1,114 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.00 |
125.75 |
124.92 |
|
R3 |
125.59 |
125.34 |
124.80 |
|
R2 |
125.18 |
125.18 |
124.77 |
|
R1 |
124.93 |
124.93 |
124.73 |
124.85 |
PP |
124.77 |
124.77 |
124.77 |
124.73 |
S1 |
124.52 |
124.52 |
124.65 |
124.44 |
S2 |
124.36 |
124.36 |
124.61 |
|
S3 |
123.95 |
124.11 |
124.58 |
|
S4 |
123.54 |
123.70 |
124.46 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.35 |
129.94 |
125.34 |
|
R3 |
129.15 |
127.74 |
124.74 |
|
R2 |
126.95 |
126.95 |
124.53 |
|
R1 |
125.54 |
125.54 |
124.33 |
125.15 |
PP |
124.75 |
124.75 |
124.75 |
124.55 |
S1 |
123.34 |
123.34 |
123.93 |
122.95 |
S2 |
122.55 |
122.55 |
123.73 |
|
S3 |
120.35 |
121.14 |
123.53 |
|
S4 |
118.15 |
118.94 |
122.92 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.75 |
2.618 |
126.08 |
1.618 |
125.67 |
1.000 |
125.42 |
0.618 |
125.26 |
HIGH |
125.01 |
0.618 |
124.85 |
0.500 |
124.81 |
0.382 |
124.76 |
LOW |
124.60 |
0.618 |
124.35 |
1.000 |
124.19 |
1.618 |
123.94 |
2.618 |
123.53 |
4.250 |
122.86 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
124.81 |
124.77 |
PP |
124.77 |
124.74 |
S1 |
124.73 |
124.72 |
|