Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
139.01 |
139.72 |
0.71 |
0.5% |
139.03 |
| High |
140.23 |
139.88 |
-0.35 |
-0.2% |
140.23 |
| Low |
138.73 |
139.24 |
0.51 |
0.4% |
138.43 |
| Close |
139.91 |
139.68 |
-0.23 |
-0.2% |
139.91 |
| Range |
1.50 |
0.64 |
-0.86 |
-57.3% |
1.80 |
| ATR |
0.99 |
0.97 |
-0.02 |
-2.3% |
0.00 |
| Volume |
820,259 |
630,002 |
-190,257 |
-23.2% |
2,871,729 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.52 |
141.24 |
140.03 |
|
| R3 |
140.88 |
140.60 |
139.86 |
|
| R2 |
140.24 |
140.24 |
139.80 |
|
| R1 |
139.96 |
139.96 |
139.74 |
139.78 |
| PP |
139.60 |
139.60 |
139.60 |
139.51 |
| S1 |
139.32 |
139.32 |
139.62 |
139.14 |
| S2 |
138.96 |
138.96 |
139.56 |
|
| S3 |
138.32 |
138.68 |
139.50 |
|
| S4 |
137.68 |
138.04 |
139.33 |
|
|
| 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% |
69% |
False |
False |
631,037 |
| 10 |
140.23 |
137.70 |
2.53 |
1.8% |
0.82 |
0.6% |
78% |
False |
False |
548,523 |
| 20 |
140.23 |
136.69 |
3.54 |
2.5% |
0.85 |
0.6% |
84% |
False |
False |
368,375 |
| 40 |
140.23 |
132.87 |
7.36 |
5.3% |
1.10 |
0.8% |
93% |
False |
False |
332,705 |
| 60 |
140.23 |
132.87 |
7.36 |
5.3% |
1.20 |
0.9% |
93% |
False |
False |
222,562 |
| 80 |
140.23 |
132.87 |
7.36 |
5.3% |
1.18 |
0.8% |
93% |
False |
False |
166,967 |
| 100 |
140.23 |
132.87 |
7.36 |
5.3% |
1.10 |
0.8% |
93% |
False |
False |
133,604 |
| 120 |
140.23 |
129.85 |
10.38 |
7.4% |
0.92 |
0.7% |
95% |
False |
False |
111,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.60 |
|
2.618 |
141.56 |
|
1.618 |
140.92 |
|
1.000 |
140.52 |
|
0.618 |
140.28 |
|
HIGH |
139.88 |
|
0.618 |
139.64 |
|
0.500 |
139.56 |
|
0.382 |
139.48 |
|
LOW |
139.24 |
|
0.618 |
138.84 |
|
1.000 |
138.60 |
|
1.618 |
138.20 |
|
2.618 |
137.56 |
|
4.250 |
136.52 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.64 |
139.61 |
| PP |
139.60 |
139.55 |
| S1 |
139.56 |
139.48 |
|