Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
135.27 |
134.18 |
-1.09 |
-0.8% |
134.40 |
High |
135.27 |
135.13 |
-0.14 |
-0.1% |
135.55 |
Low |
133.50 |
134.18 |
0.68 |
0.5% |
133.50 |
Close |
133.71 |
134.88 |
1.17 |
0.9% |
133.71 |
Range |
1.77 |
0.95 |
-0.82 |
-46.3% |
2.05 |
ATR |
0.00 |
0.81 |
0.81 |
|
0.00 |
Volume |
81 |
8 |
-73 |
-90.1% |
210 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.58 |
137.18 |
135.40 |
|
R3 |
136.63 |
136.23 |
135.14 |
|
R2 |
135.68 |
135.68 |
135.05 |
|
R1 |
135.28 |
135.28 |
134.97 |
135.48 |
PP |
134.73 |
134.73 |
134.73 |
134.83 |
S1 |
134.33 |
134.33 |
134.79 |
134.53 |
S2 |
133.78 |
133.78 |
134.71 |
|
S3 |
132.83 |
133.38 |
134.62 |
|
S4 |
131.88 |
132.43 |
134.36 |
|
|
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 |
139.17 |
2.618 |
137.62 |
1.618 |
136.67 |
1.000 |
136.08 |
0.618 |
135.72 |
HIGH |
135.13 |
0.618 |
134.77 |
0.500 |
134.66 |
0.382 |
134.54 |
LOW |
134.18 |
0.618 |
133.59 |
1.000 |
133.23 |
1.618 |
132.64 |
2.618 |
131.69 |
4.250 |
130.14 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
134.81 |
134.76 |
PP |
134.73 |
134.64 |
S1 |
134.66 |
134.53 |
|