Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
138.73 |
139.23 |
0.50 |
0.4% |
139.30 |
| High |
139.44 |
139.44 |
0.00 |
0.0% |
139.32 |
| Low |
138.50 |
138.95 |
0.45 |
0.3% |
137.70 |
| Close |
139.25 |
139.11 |
-0.14 |
-0.1% |
138.84 |
| Range |
0.94 |
0.49 |
-0.45 |
-47.9% |
1.62 |
| ATR |
0.99 |
0.96 |
-0.04 |
-3.6% |
0.00 |
| Volume |
621,693 |
581,471 |
-40,222 |
-6.5% |
2,074,270 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.64 |
140.36 |
139.38 |
|
| R3 |
140.15 |
139.87 |
139.24 |
|
| R2 |
139.66 |
139.66 |
139.20 |
|
| R1 |
139.38 |
139.38 |
139.15 |
139.28 |
| PP |
139.17 |
139.17 |
139.17 |
139.11 |
| S1 |
138.89 |
138.89 |
139.07 |
138.79 |
| S2 |
138.68 |
138.68 |
139.02 |
|
| S3 |
138.19 |
138.40 |
138.98 |
|
| S4 |
137.70 |
137.91 |
138.84 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.48 |
142.78 |
139.73 |
|
| R3 |
141.86 |
141.16 |
139.29 |
|
| R2 |
140.24 |
140.24 |
139.14 |
|
| R1 |
139.54 |
139.54 |
138.99 |
139.08 |
| PP |
138.62 |
138.62 |
138.62 |
138.39 |
| S1 |
137.92 |
137.92 |
138.69 |
137.46 |
| S2 |
137.00 |
137.00 |
138.54 |
|
| S3 |
135.38 |
136.30 |
138.39 |
|
| S4 |
133.76 |
134.68 |
137.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.44 |
138.28 |
1.16 |
0.8% |
0.68 |
0.5% |
72% |
True |
False |
494,244 |
| 10 |
139.44 |
137.70 |
1.74 |
1.3% |
0.78 |
0.6% |
81% |
True |
False |
424,073 |
| 20 |
139.44 |
136.69 |
2.75 |
2.0% |
0.84 |
0.6% |
88% |
True |
False |
336,367 |
| 40 |
139.44 |
132.87 |
6.57 |
4.7% |
1.13 |
0.8% |
95% |
True |
False |
296,749 |
| 60 |
139.65 |
132.87 |
6.78 |
4.9% |
1.20 |
0.9% |
92% |
False |
False |
198,394 |
| 80 |
139.77 |
132.87 |
6.90 |
5.0% |
1.18 |
0.8% |
90% |
False |
False |
148,841 |
| 100 |
139.77 |
132.87 |
6.90 |
5.0% |
1.08 |
0.8% |
90% |
False |
False |
119,101 |
| 120 |
139.77 |
128.11 |
11.66 |
8.4% |
0.90 |
0.6% |
94% |
False |
False |
99,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.52 |
|
2.618 |
140.72 |
|
1.618 |
140.23 |
|
1.000 |
139.93 |
|
0.618 |
139.74 |
|
HIGH |
139.44 |
|
0.618 |
139.25 |
|
0.500 |
139.20 |
|
0.382 |
139.14 |
|
LOW |
138.95 |
|
0.618 |
138.65 |
|
1.000 |
138.46 |
|
1.618 |
138.16 |
|
2.618 |
137.67 |
|
4.250 |
136.87 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.20 |
139.05 |
| PP |
139.17 |
138.99 |
| S1 |
139.14 |
138.94 |
|