Euro Bund Future June 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
134.50 |
135.70 |
1.20 |
0.9% |
134.40 |
| High |
135.55 |
136.20 |
0.65 |
0.5% |
135.55 |
| Low |
134.50 |
135.56 |
1.06 |
0.8% |
133.50 |
| Close |
134.93 |
136.18 |
1.25 |
0.9% |
133.71 |
| Range |
1.05 |
0.64 |
-0.41 |
-39.0% |
2.05 |
| ATR |
0.83 |
0.86 |
0.03 |
3.8% |
0.00 |
| Volume |
54 |
63 |
9 |
16.7% |
210 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.90 |
137.68 |
136.53 |
|
| R3 |
137.26 |
137.04 |
136.36 |
|
| R2 |
136.62 |
136.62 |
136.30 |
|
| R1 |
136.40 |
136.40 |
136.24 |
136.51 |
| PP |
135.98 |
135.98 |
135.98 |
136.04 |
| S1 |
135.76 |
135.76 |
136.12 |
135.87 |
| S2 |
135.34 |
135.34 |
136.06 |
|
| S3 |
134.70 |
135.12 |
136.00 |
|
| S4 |
134.06 |
134.48 |
135.83 |
|
|
| 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 |
138.92 |
|
2.618 |
137.88 |
|
1.618 |
137.24 |
|
1.000 |
136.84 |
|
0.618 |
136.60 |
|
HIGH |
136.20 |
|
0.618 |
135.96 |
|
0.500 |
135.88 |
|
0.382 |
135.80 |
|
LOW |
135.56 |
|
0.618 |
135.16 |
|
1.000 |
134.92 |
|
1.618 |
134.52 |
|
2.618 |
133.88 |
|
4.250 |
132.84 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136.08 |
135.85 |
| PP |
135.98 |
135.52 |
| S1 |
135.88 |
135.19 |
|