Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
135.70 |
136.03 |
0.33 |
0.2% |
134.40 |
High |
136.20 |
136.21 |
0.01 |
0.0% |
135.55 |
Low |
135.56 |
135.91 |
0.35 |
0.3% |
133.50 |
Close |
136.18 |
135.93 |
-0.25 |
-0.2% |
133.71 |
Range |
0.64 |
0.30 |
-0.34 |
-53.1% |
2.05 |
ATR |
0.86 |
0.82 |
-0.04 |
-4.7% |
0.00 |
Volume |
63 |
19 |
-44 |
-69.8% |
210 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.92 |
136.72 |
136.10 |
|
R3 |
136.62 |
136.42 |
136.01 |
|
R2 |
136.32 |
136.32 |
135.99 |
|
R1 |
136.12 |
136.12 |
135.96 |
136.07 |
PP |
136.02 |
136.02 |
136.02 |
135.99 |
S1 |
135.82 |
135.82 |
135.90 |
135.77 |
S2 |
135.72 |
135.72 |
135.88 |
|
S3 |
135.42 |
135.52 |
135.85 |
|
S4 |
135.12 |
135.22 |
135.77 |
|
|
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 |
137.49 |
2.618 |
137.00 |
1.618 |
136.70 |
1.000 |
136.51 |
0.618 |
136.40 |
HIGH |
136.21 |
0.618 |
136.10 |
0.500 |
136.06 |
0.382 |
136.02 |
LOW |
135.91 |
0.618 |
135.72 |
1.000 |
135.61 |
1.618 |
135.42 |
2.618 |
135.12 |
4.250 |
134.64 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
136.06 |
135.74 |
PP |
136.02 |
135.55 |
S1 |
135.97 |
135.36 |
|