Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
137.92 |
138.14 |
0.22 |
0.2% |
137.19 |
High |
138.14 |
138.27 |
0.13 |
0.1% |
138.51 |
Low |
137.55 |
137.78 |
0.23 |
0.2% |
136.80 |
Close |
137.97 |
138.16 |
0.19 |
0.1% |
138.22 |
Range |
0.59 |
0.49 |
-0.10 |
-16.9% |
1.71 |
ATR |
0.69 |
0.67 |
-0.01 |
-2.1% |
0.00 |
Volume |
648 |
78 |
-570 |
-88.0% |
2,698 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.54 |
139.34 |
138.43 |
|
R3 |
139.05 |
138.85 |
138.29 |
|
R2 |
138.56 |
138.56 |
138.25 |
|
R1 |
138.36 |
138.36 |
138.20 |
138.46 |
PP |
138.07 |
138.07 |
138.07 |
138.12 |
S1 |
137.87 |
137.87 |
138.12 |
137.97 |
S2 |
137.58 |
137.58 |
138.07 |
|
S3 |
137.09 |
137.38 |
138.03 |
|
S4 |
136.60 |
136.89 |
137.89 |
|
|
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 |
140.35 |
2.618 |
139.55 |
1.618 |
139.06 |
1.000 |
138.76 |
0.618 |
138.57 |
HIGH |
138.27 |
0.618 |
138.08 |
0.500 |
138.03 |
0.382 |
137.97 |
LOW |
137.78 |
0.618 |
137.48 |
1.000 |
137.29 |
1.618 |
136.99 |
2.618 |
136.50 |
4.250 |
135.70 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
138.12 |
138.10 |
PP |
138.07 |
138.04 |
S1 |
138.03 |
137.98 |
|