Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
139.23 |
139.01 |
-0.22 |
-0.2% |
139.03 |
| High |
139.44 |
140.23 |
0.79 |
0.6% |
140.23 |
| Low |
138.95 |
138.73 |
-0.22 |
-0.2% |
138.43 |
| Close |
139.11 |
139.91 |
0.80 |
0.6% |
139.91 |
| Range |
0.49 |
1.50 |
1.01 |
206.1% |
1.80 |
| ATR |
0.96 |
0.99 |
0.04 |
4.1% |
0.00 |
| Volume |
581,471 |
820,259 |
238,788 |
41.1% |
2,871,729 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.12 |
143.52 |
140.74 |
|
| R3 |
142.62 |
142.02 |
140.32 |
|
| R2 |
141.12 |
141.12 |
140.19 |
|
| R1 |
140.52 |
140.52 |
140.05 |
140.82 |
| PP |
139.62 |
139.62 |
139.62 |
139.78 |
| S1 |
139.02 |
139.02 |
139.77 |
139.32 |
| S2 |
138.12 |
138.12 |
139.64 |
|
| S3 |
136.62 |
137.52 |
139.50 |
|
| S4 |
135.12 |
136.02 |
139.09 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.92 |
144.22 |
140.90 |
|
| R3 |
143.12 |
142.42 |
140.41 |
|
| R2 |
141.32 |
141.32 |
140.24 |
|
| R1 |
140.62 |
140.62 |
140.08 |
140.97 |
| PP |
139.52 |
139.52 |
139.52 |
139.70 |
| S1 |
138.82 |
138.82 |
139.75 |
139.17 |
| S2 |
137.72 |
137.72 |
139.58 |
|
| S3 |
135.92 |
137.02 |
139.42 |
|
| S4 |
134.12 |
135.22 |
138.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.23 |
138.43 |
1.80 |
1.3% |
0.84 |
0.6% |
82% |
True |
False |
574,345 |
| 10 |
140.23 |
137.70 |
2.53 |
1.8% |
0.88 |
0.6% |
87% |
True |
False |
494,599 |
| 20 |
140.23 |
136.69 |
3.54 |
2.5% |
0.88 |
0.6% |
91% |
True |
False |
354,624 |
| 40 |
140.23 |
132.87 |
7.36 |
5.3% |
1.13 |
0.8% |
96% |
True |
False |
317,112 |
| 60 |
140.23 |
132.87 |
7.36 |
5.3% |
1.20 |
0.9% |
96% |
True |
False |
212,062 |
| 80 |
140.23 |
132.87 |
7.36 |
5.3% |
1.19 |
0.9% |
96% |
True |
False |
159,093 |
| 100 |
140.23 |
132.87 |
7.36 |
5.3% |
1.09 |
0.8% |
96% |
True |
False |
127,304 |
| 120 |
140.23 |
129.04 |
11.19 |
8.0% |
0.91 |
0.7% |
97% |
True |
False |
106,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.61 |
|
2.618 |
144.16 |
|
1.618 |
142.66 |
|
1.000 |
141.73 |
|
0.618 |
141.16 |
|
HIGH |
140.23 |
|
0.618 |
139.66 |
|
0.500 |
139.48 |
|
0.382 |
139.30 |
|
LOW |
138.73 |
|
0.618 |
137.80 |
|
1.000 |
137.23 |
|
1.618 |
136.30 |
|
2.618 |
134.80 |
|
4.250 |
132.36 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.77 |
139.73 |
| PP |
139.62 |
139.55 |
| S1 |
139.48 |
139.37 |
|