Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
134.75 |
135.27 |
0.52 |
0.4% |
134.40 |
High |
135.55 |
135.27 |
-0.28 |
-0.2% |
135.55 |
Low |
134.50 |
133.50 |
-1.00 |
-0.7% |
133.50 |
Close |
135.59 |
133.71 |
-1.88 |
-1.4% |
133.71 |
Range |
1.05 |
1.77 |
0.72 |
68.6% |
2.05 |
ATR |
|
|
|
|
|
Volume |
113 |
81 |
-32 |
-28.3% |
210 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.47 |
138.36 |
134.68 |
|
R3 |
137.70 |
136.59 |
134.20 |
|
R2 |
135.93 |
135.93 |
134.03 |
|
R1 |
134.82 |
134.82 |
133.87 |
134.49 |
PP |
134.16 |
134.16 |
134.16 |
134.00 |
S1 |
133.05 |
133.05 |
133.55 |
132.72 |
S2 |
132.39 |
132.39 |
133.39 |
|
S3 |
130.62 |
131.28 |
133.22 |
|
S4 |
128.85 |
129.51 |
132.74 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.40 |
139.11 |
134.84 |
|
R3 |
138.35 |
137.06 |
134.27 |
|
R2 |
136.30 |
136.30 |
134.09 |
|
R1 |
135.01 |
135.01 |
133.90 |
134.63 |
PP |
134.25 |
134.25 |
134.25 |
134.07 |
S1 |
132.96 |
132.96 |
133.52 |
132.58 |
S2 |
132.20 |
132.20 |
133.33 |
|
S3 |
130.15 |
130.91 |
133.15 |
|
S4 |
128.10 |
128.86 |
132.58 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.79 |
2.618 |
139.90 |
1.618 |
138.13 |
1.000 |
137.04 |
0.618 |
136.36 |
HIGH |
135.27 |
0.618 |
134.59 |
0.500 |
134.39 |
0.382 |
134.18 |
LOW |
133.50 |
0.618 |
132.41 |
1.000 |
131.73 |
1.618 |
130.64 |
2.618 |
128.87 |
4.250 |
125.98 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
134.39 |
134.53 |
PP |
134.16 |
134.25 |
S1 |
133.94 |
133.98 |
|