Euro Bund Future December 2011
Trading Metrics calculated at close of trading on 12-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
126.08 |
127.83 |
1.75 |
1.4% |
124.40 |
High |
128.01 |
129.52 |
1.51 |
1.2% |
126.18 |
Low |
126.08 |
127.37 |
1.29 |
1.0% |
124.20 |
Close |
127.85 |
127.59 |
-0.26 |
-0.2% |
126.14 |
Range |
1.93 |
2.15 |
0.22 |
11.4% |
1.98 |
ATR |
0.70 |
0.80 |
0.10 |
14.8% |
0.00 |
Volume |
94 |
179 |
85 |
90.4% |
694 |
|
Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.61 |
133.25 |
128.77 |
|
R3 |
132.46 |
131.10 |
128.18 |
|
R2 |
130.31 |
130.31 |
127.98 |
|
R1 |
128.95 |
128.95 |
127.79 |
128.56 |
PP |
128.16 |
128.16 |
128.16 |
127.96 |
S1 |
126.80 |
126.80 |
127.39 |
126.41 |
S2 |
126.01 |
126.01 |
127.20 |
|
S3 |
123.86 |
124.65 |
127.00 |
|
S4 |
121.71 |
122.50 |
126.41 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.45 |
130.77 |
127.23 |
|
R3 |
129.47 |
128.79 |
126.68 |
|
R2 |
127.49 |
127.49 |
126.50 |
|
R1 |
126.81 |
126.81 |
126.32 |
127.15 |
PP |
125.51 |
125.51 |
125.51 |
125.68 |
S1 |
124.83 |
124.83 |
125.96 |
125.17 |
S2 |
123.53 |
123.53 |
125.78 |
|
S3 |
121.55 |
122.85 |
125.60 |
|
S4 |
119.57 |
120.87 |
125.05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.66 |
2.618 |
135.15 |
1.618 |
133.00 |
1.000 |
131.67 |
0.618 |
130.85 |
HIGH |
129.52 |
0.618 |
128.70 |
0.500 |
128.45 |
0.382 |
128.19 |
LOW |
127.37 |
0.618 |
126.04 |
1.000 |
125.22 |
1.618 |
123.89 |
2.618 |
121.74 |
4.250 |
118.23 |
|
|
Fisher Pivots for day following 12-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
128.45 |
127.50 |
PP |
128.16 |
127.42 |
S1 |
127.88 |
127.33 |
|