Euro Bund Future June 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
134.18 |
134.50 |
0.32 |
0.2% |
134.40 |
| High |
135.13 |
135.55 |
0.42 |
0.3% |
135.55 |
| Low |
134.18 |
134.50 |
0.32 |
0.2% |
133.50 |
| Close |
134.88 |
134.93 |
0.05 |
0.0% |
133.71 |
| Range |
0.95 |
1.05 |
0.10 |
10.5% |
2.05 |
| ATR |
0.81 |
0.83 |
0.02 |
2.1% |
0.00 |
| Volume |
8 |
54 |
46 |
575.0% |
210 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.14 |
137.59 |
135.51 |
|
| R3 |
137.09 |
136.54 |
135.22 |
|
| R2 |
136.04 |
136.04 |
135.12 |
|
| R1 |
135.49 |
135.49 |
135.03 |
135.77 |
| PP |
134.99 |
134.99 |
134.99 |
135.13 |
| S1 |
134.44 |
134.44 |
134.83 |
134.72 |
| S2 |
133.94 |
133.94 |
134.74 |
|
| S3 |
132.89 |
133.39 |
134.64 |
|
| S4 |
131.84 |
132.34 |
134.35 |
|
|
| 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 |
140.01 |
|
2.618 |
138.30 |
|
1.618 |
137.25 |
|
1.000 |
136.60 |
|
0.618 |
136.20 |
|
HIGH |
135.55 |
|
0.618 |
135.15 |
|
0.500 |
135.03 |
|
0.382 |
134.90 |
|
LOW |
134.50 |
|
0.618 |
133.85 |
|
1.000 |
133.45 |
|
1.618 |
132.80 |
|
2.618 |
131.75 |
|
4.250 |
130.04 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135.03 |
134.80 |
| PP |
134.99 |
134.66 |
| S1 |
134.96 |
134.53 |
|