Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 10-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
137.19 |
137.08 |
-0.11 |
-0.1% |
137.60 |
High |
137.40 |
137.22 |
-0.18 |
-0.1% |
137.60 |
Low |
136.85 |
136.80 |
-0.05 |
0.0% |
136.25 |
Close |
137.40 |
137.01 |
-0.39 |
-0.3% |
137.12 |
Range |
0.55 |
0.42 |
-0.13 |
-23.6% |
1.35 |
ATR |
0.72 |
0.71 |
-0.01 |
-1.2% |
0.00 |
Volume |
71 |
17 |
-54 |
-76.1% |
269 |
|
Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.27 |
138.06 |
137.24 |
|
R3 |
137.85 |
137.64 |
137.13 |
|
R2 |
137.43 |
137.43 |
137.09 |
|
R1 |
137.22 |
137.22 |
137.05 |
137.12 |
PP |
137.01 |
137.01 |
137.01 |
136.96 |
S1 |
136.80 |
136.80 |
136.97 |
136.70 |
S2 |
136.59 |
136.59 |
136.93 |
|
S3 |
136.17 |
136.38 |
136.89 |
|
S4 |
135.75 |
135.96 |
136.78 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.04 |
140.43 |
137.86 |
|
R3 |
139.69 |
139.08 |
137.49 |
|
R2 |
138.34 |
138.34 |
137.37 |
|
R1 |
137.73 |
137.73 |
137.24 |
137.36 |
PP |
136.99 |
136.99 |
136.99 |
136.81 |
S1 |
136.38 |
136.38 |
137.00 |
136.01 |
S2 |
135.64 |
135.64 |
136.87 |
|
S3 |
134.29 |
135.03 |
136.75 |
|
S4 |
132.94 |
133.68 |
136.38 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.01 |
2.618 |
138.32 |
1.618 |
137.90 |
1.000 |
137.64 |
0.618 |
137.48 |
HIGH |
137.22 |
0.618 |
137.06 |
0.500 |
137.01 |
0.382 |
136.96 |
LOW |
136.80 |
0.618 |
136.54 |
1.000 |
136.38 |
1.618 |
136.12 |
2.618 |
135.70 |
4.250 |
135.02 |
|
|
Fisher Pivots for day following 10-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
137.01 |
137.04 |
PP |
137.01 |
137.03 |
S1 |
137.01 |
137.02 |
|