Euro Bund Future June 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
136.87 |
136.66 |
-0.21 |
-0.2% |
134.18 |
| High |
136.87 |
136.69 |
-0.18 |
-0.1% |
137.09 |
| Low |
136.56 |
135.71 |
-0.85 |
-0.6% |
134.18 |
| Close |
136.69 |
135.79 |
-0.90 |
-0.7% |
136.88 |
| Range |
0.31 |
0.98 |
0.67 |
216.1% |
2.91 |
| ATR |
0.81 |
0.82 |
0.01 |
1.5% |
0.00 |
| Volume |
3 |
41 |
38 |
1,266.7% |
154 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.00 |
138.38 |
136.33 |
|
| R3 |
138.02 |
137.40 |
136.06 |
|
| R2 |
137.04 |
137.04 |
135.97 |
|
| R1 |
136.42 |
136.42 |
135.88 |
136.24 |
| PP |
136.06 |
136.06 |
136.06 |
135.98 |
| S1 |
135.44 |
135.44 |
135.70 |
135.26 |
| S2 |
135.08 |
135.08 |
135.61 |
|
| S3 |
134.10 |
134.46 |
135.52 |
|
| S4 |
133.12 |
133.48 |
135.25 |
|
|
| 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 |
140.86 |
|
2.618 |
139.26 |
|
1.618 |
138.28 |
|
1.000 |
137.67 |
|
0.618 |
137.30 |
|
HIGH |
136.69 |
|
0.618 |
136.32 |
|
0.500 |
136.20 |
|
0.382 |
136.08 |
|
LOW |
135.71 |
|
0.618 |
135.10 |
|
1.000 |
134.73 |
|
1.618 |
134.12 |
|
2.618 |
133.14 |
|
4.250 |
131.55 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
136.20 |
136.40 |
| PP |
136.06 |
136.20 |
| S1 |
135.93 |
135.99 |
|