Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 22-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
135.67 |
135.69 |
0.02 |
0.0% |
134.18 |
High |
136.27 |
136.13 |
-0.14 |
-0.1% |
137.09 |
Low |
135.09 |
135.69 |
0.60 |
0.4% |
134.18 |
Close |
136.13 |
136.13 |
0.00 |
0.0% |
136.88 |
Range |
1.18 |
0.44 |
-0.74 |
-62.7% |
2.91 |
ATR |
0.85 |
0.82 |
-0.03 |
-3.4% |
0.00 |
Volume |
19 |
377 |
358 |
1,884.2% |
154 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.30 |
137.16 |
136.37 |
|
R3 |
136.86 |
136.72 |
136.25 |
|
R2 |
136.42 |
136.42 |
136.21 |
|
R1 |
136.28 |
136.28 |
136.17 |
136.35 |
PP |
135.98 |
135.98 |
135.98 |
136.02 |
S1 |
135.84 |
135.84 |
136.09 |
135.91 |
S2 |
135.54 |
135.54 |
136.05 |
|
S3 |
135.10 |
135.40 |
136.01 |
|
S4 |
134.66 |
134.96 |
135.89 |
|
|
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 |
138.00 |
2.618 |
137.28 |
1.618 |
136.84 |
1.000 |
136.57 |
0.618 |
136.40 |
HIGH |
136.13 |
0.618 |
135.96 |
0.500 |
135.91 |
0.382 |
135.86 |
LOW |
135.69 |
0.618 |
135.42 |
1.000 |
135.25 |
1.618 |
134.98 |
2.618 |
134.54 |
4.250 |
133.82 |
|
|
Fisher Pivots for day following 22-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
136.06 |
136.05 |
PP |
135.98 |
135.97 |
S1 |
135.91 |
135.89 |
|