Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 16-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
136.03 |
136.68 |
0.65 |
0.5% |
134.18 |
High |
136.21 |
137.09 |
0.88 |
0.6% |
137.09 |
Low |
135.91 |
136.68 |
0.77 |
0.6% |
134.18 |
Close |
135.93 |
136.88 |
0.95 |
0.7% |
136.88 |
Range |
0.30 |
0.41 |
0.11 |
36.7% |
2.91 |
ATR |
0.82 |
0.85 |
0.02 |
2.9% |
0.00 |
Volume |
19 |
10 |
-9 |
-47.4% |
154 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.11 |
137.91 |
137.11 |
|
R3 |
137.70 |
137.50 |
136.99 |
|
R2 |
137.29 |
137.29 |
136.96 |
|
R1 |
137.09 |
137.09 |
136.92 |
137.19 |
PP |
136.88 |
136.88 |
136.88 |
136.94 |
S1 |
136.68 |
136.68 |
136.84 |
136.78 |
S2 |
136.47 |
136.47 |
136.80 |
|
S3 |
136.06 |
136.27 |
136.77 |
|
S4 |
135.65 |
135.86 |
136.65 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.78 |
143.74 |
138.48 |
|
R3 |
141.87 |
140.83 |
137.68 |
|
R2 |
138.96 |
138.96 |
137.41 |
|
R1 |
137.92 |
137.92 |
137.15 |
138.44 |
PP |
136.05 |
136.05 |
136.05 |
136.31 |
S1 |
135.01 |
135.01 |
136.61 |
135.53 |
S2 |
133.14 |
133.14 |
136.35 |
|
S3 |
130.23 |
132.10 |
136.08 |
|
S4 |
127.32 |
129.19 |
135.28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.83 |
2.618 |
138.16 |
1.618 |
137.75 |
1.000 |
137.50 |
0.618 |
137.34 |
HIGH |
137.09 |
0.618 |
136.93 |
0.500 |
136.89 |
0.382 |
136.84 |
LOW |
136.68 |
0.618 |
136.43 |
1.000 |
136.27 |
1.618 |
136.02 |
2.618 |
135.61 |
4.250 |
134.94 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
136.89 |
136.70 |
PP |
136.88 |
136.51 |
S1 |
136.88 |
136.33 |
|