Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 16-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
16-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
137.56 |
138.40 |
0.84 |
0.6% |
137.19 |
High |
138.51 |
138.40 |
-0.11 |
-0.1% |
138.51 |
Low |
137.53 |
138.01 |
0.48 |
0.3% |
136.80 |
Close |
138.22 |
138.13 |
-0.09 |
-0.1% |
138.22 |
Range |
0.98 |
0.39 |
-0.59 |
-60.2% |
1.71 |
ATR |
0.72 |
0.70 |
-0.02 |
-3.3% |
0.00 |
Volume |
257 |
71 |
-186 |
-72.4% |
2,698 |
|
Daily Pivots for day following 16-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.35 |
139.13 |
138.34 |
|
R3 |
138.96 |
138.74 |
138.24 |
|
R2 |
138.57 |
138.57 |
138.20 |
|
R1 |
138.35 |
138.35 |
138.17 |
138.27 |
PP |
138.18 |
138.18 |
138.18 |
138.14 |
S1 |
137.96 |
137.96 |
138.09 |
137.88 |
S2 |
137.79 |
137.79 |
138.06 |
|
S3 |
137.40 |
137.57 |
138.02 |
|
S4 |
137.01 |
137.18 |
137.92 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.97 |
142.31 |
139.16 |
|
R3 |
141.26 |
140.60 |
138.69 |
|
R2 |
139.55 |
139.55 |
138.53 |
|
R1 |
138.89 |
138.89 |
138.38 |
139.22 |
PP |
137.84 |
137.84 |
137.84 |
138.01 |
S1 |
137.18 |
137.18 |
138.06 |
137.51 |
S2 |
136.13 |
136.13 |
137.91 |
|
S3 |
134.42 |
135.47 |
137.75 |
|
S4 |
132.71 |
133.76 |
137.28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.06 |
2.618 |
139.42 |
1.618 |
139.03 |
1.000 |
138.79 |
0.618 |
138.64 |
HIGH |
138.40 |
0.618 |
138.25 |
0.500 |
138.21 |
0.382 |
138.16 |
LOW |
138.01 |
0.618 |
137.77 |
1.000 |
137.62 |
1.618 |
137.38 |
2.618 |
136.99 |
4.250 |
136.35 |
|
|
Fisher Pivots for day following 16-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
138.21 |
138.07 |
PP |
138.18 |
138.01 |
S1 |
138.16 |
137.95 |
|