Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 19-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
138.14 |
137.85 |
-0.29 |
-0.2% |
137.19 |
High |
138.27 |
138.03 |
-0.24 |
-0.2% |
138.51 |
Low |
137.78 |
137.15 |
-0.63 |
-0.5% |
136.80 |
Close |
138.16 |
137.25 |
-0.91 |
-0.7% |
138.22 |
Range |
0.49 |
0.88 |
0.39 |
79.6% |
1.71 |
ATR |
0.67 |
0.70 |
0.02 |
3.6% |
0.00 |
Volume |
78 |
318 |
240 |
307.7% |
2,698 |
|
Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.12 |
139.56 |
137.73 |
|
R3 |
139.24 |
138.68 |
137.49 |
|
R2 |
138.36 |
138.36 |
137.41 |
|
R1 |
137.80 |
137.80 |
137.33 |
137.64 |
PP |
137.48 |
137.48 |
137.48 |
137.40 |
S1 |
136.92 |
136.92 |
137.17 |
136.76 |
S2 |
136.60 |
136.60 |
137.09 |
|
S3 |
135.72 |
136.04 |
137.01 |
|
S4 |
134.84 |
135.16 |
136.77 |
|
|
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 |
141.77 |
2.618 |
140.33 |
1.618 |
139.45 |
1.000 |
138.91 |
0.618 |
138.57 |
HIGH |
138.03 |
0.618 |
137.69 |
0.500 |
137.59 |
0.382 |
137.49 |
LOW |
137.15 |
0.618 |
136.61 |
1.000 |
136.27 |
1.618 |
135.73 |
2.618 |
134.85 |
4.250 |
133.41 |
|
|
Fisher Pivots for day following 19-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
137.59 |
137.71 |
PP |
137.48 |
137.56 |
S1 |
137.36 |
137.40 |
|