Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 04-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
136.48 |
136.96 |
0.48 |
0.4% |
136.24 |
High |
136.71 |
136.96 |
0.25 |
0.2% |
137.41 |
Low |
136.25 |
136.28 |
0.03 |
0.0% |
136.24 |
Close |
136.59 |
136.39 |
-0.20 |
-0.1% |
137.35 |
Range |
0.46 |
0.68 |
0.22 |
47.8% |
1.17 |
ATR |
0.73 |
0.73 |
0.00 |
-0.5% |
0.00 |
Volume |
21 |
22 |
1 |
4.8% |
57 |
|
Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.58 |
138.17 |
136.76 |
|
R3 |
137.90 |
137.49 |
136.58 |
|
R2 |
137.22 |
137.22 |
136.51 |
|
R1 |
136.81 |
136.81 |
136.45 |
136.68 |
PP |
136.54 |
136.54 |
136.54 |
136.48 |
S1 |
136.13 |
136.13 |
136.33 |
136.00 |
S2 |
135.86 |
135.86 |
136.27 |
|
S3 |
135.18 |
135.45 |
136.20 |
|
S4 |
134.50 |
134.77 |
136.02 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.51 |
140.10 |
137.99 |
|
R3 |
139.34 |
138.93 |
137.67 |
|
R2 |
138.17 |
138.17 |
137.56 |
|
R1 |
137.76 |
137.76 |
137.46 |
137.97 |
PP |
137.00 |
137.00 |
137.00 |
137.10 |
S1 |
136.59 |
136.59 |
137.24 |
136.80 |
S2 |
135.83 |
135.83 |
137.14 |
|
S3 |
134.66 |
135.42 |
137.03 |
|
S4 |
133.49 |
134.25 |
136.71 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.85 |
2.618 |
138.74 |
1.618 |
138.06 |
1.000 |
137.64 |
0.618 |
137.38 |
HIGH |
136.96 |
0.618 |
136.70 |
0.500 |
136.62 |
0.382 |
136.54 |
LOW |
136.28 |
0.618 |
135.86 |
1.000 |
135.60 |
1.618 |
135.18 |
2.618 |
134.50 |
4.250 |
133.39 |
|
|
Fisher Pivots for day following 04-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
136.62 |
136.93 |
PP |
136.54 |
136.75 |
S1 |
136.47 |
136.57 |
|