Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
139.72 |
139.73 |
0.01 |
0.0% |
139.03 |
| High |
139.88 |
140.01 |
0.13 |
0.1% |
140.23 |
| Low |
139.24 |
139.38 |
0.14 |
0.1% |
138.43 |
| Close |
139.68 |
139.58 |
-0.10 |
-0.1% |
139.91 |
| Range |
0.64 |
0.63 |
-0.01 |
-1.6% |
1.80 |
| ATR |
0.97 |
0.95 |
-0.02 |
-2.5% |
0.00 |
| Volume |
630,002 |
623,479 |
-6,523 |
-1.0% |
2,871,729 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.55 |
141.19 |
139.93 |
|
| R3 |
140.92 |
140.56 |
139.75 |
|
| R2 |
140.29 |
140.29 |
139.70 |
|
| R1 |
139.93 |
139.93 |
139.64 |
139.80 |
| PP |
139.66 |
139.66 |
139.66 |
139.59 |
| S1 |
139.30 |
139.30 |
139.52 |
139.17 |
| S2 |
139.03 |
139.03 |
139.46 |
|
| S3 |
138.40 |
138.67 |
139.41 |
|
| S4 |
137.77 |
138.04 |
139.23 |
|
|
| 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 |
138.50 |
1.73 |
1.2% |
0.84 |
0.6% |
62% |
False |
False |
655,380 |
| 10 |
140.23 |
137.70 |
2.53 |
1.8% |
0.82 |
0.6% |
74% |
False |
False |
573,148 |
| 20 |
140.23 |
136.69 |
3.54 |
2.5% |
0.85 |
0.6% |
82% |
False |
False |
387,771 |
| 40 |
140.23 |
132.87 |
7.36 |
5.3% |
1.09 |
0.8% |
91% |
False |
False |
348,089 |
| 60 |
140.23 |
132.87 |
7.36 |
5.3% |
1.19 |
0.9% |
91% |
False |
False |
232,953 |
| 80 |
140.23 |
132.87 |
7.36 |
5.3% |
1.17 |
0.8% |
91% |
False |
False |
174,759 |
| 100 |
140.23 |
132.87 |
7.36 |
5.3% |
1.10 |
0.8% |
91% |
False |
False |
139,839 |
| 120 |
140.23 |
130.76 |
9.47 |
6.8% |
0.92 |
0.7% |
93% |
False |
False |
116,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.69 |
|
2.618 |
141.66 |
|
1.618 |
141.03 |
|
1.000 |
140.64 |
|
0.618 |
140.40 |
|
HIGH |
140.01 |
|
0.618 |
139.77 |
|
0.500 |
139.70 |
|
0.382 |
139.62 |
|
LOW |
139.38 |
|
0.618 |
138.99 |
|
1.000 |
138.75 |
|
1.618 |
138.36 |
|
2.618 |
137.73 |
|
4.250 |
136.70 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.70 |
139.55 |
| PP |
139.66 |
139.51 |
| S1 |
139.62 |
139.48 |
|