Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
137.60 |
136.69 |
-0.91 |
-0.7% |
137.60 |
High |
137.81 |
137.39 |
-0.42 |
-0.3% |
138.10 |
Low |
136.47 |
136.69 |
0.22 |
0.2% |
136.47 |
Close |
136.60 |
136.91 |
0.31 |
0.2% |
136.60 |
Range |
1.34 |
0.70 |
-0.64 |
-47.8% |
1.63 |
ATR |
0.80 |
0.80 |
0.00 |
-0.1% |
0.00 |
Volume |
1,712 |
2,385 |
673 |
39.3% |
10,104 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.10 |
138.70 |
137.30 |
|
R3 |
138.40 |
138.00 |
137.10 |
|
R2 |
137.70 |
137.70 |
137.04 |
|
R1 |
137.30 |
137.30 |
136.97 |
137.50 |
PP |
137.00 |
137.00 |
137.00 |
137.10 |
S1 |
136.60 |
136.60 |
136.85 |
136.80 |
S2 |
136.30 |
136.30 |
136.78 |
|
S3 |
135.60 |
135.90 |
136.72 |
|
S4 |
134.90 |
135.20 |
136.53 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.95 |
140.90 |
137.50 |
|
R3 |
140.32 |
139.27 |
137.05 |
|
R2 |
138.69 |
138.69 |
136.90 |
|
R1 |
137.64 |
137.64 |
136.75 |
137.35 |
PP |
137.06 |
137.06 |
137.06 |
136.91 |
S1 |
136.01 |
136.01 |
136.45 |
135.72 |
S2 |
135.43 |
135.43 |
136.30 |
|
S3 |
133.80 |
134.38 |
136.15 |
|
S4 |
132.17 |
132.75 |
135.70 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.37 |
2.618 |
139.22 |
1.618 |
138.52 |
1.000 |
138.09 |
0.618 |
137.82 |
HIGH |
137.39 |
0.618 |
137.12 |
0.500 |
137.04 |
0.382 |
136.96 |
LOW |
136.69 |
0.618 |
136.26 |
1.000 |
135.99 |
1.618 |
135.56 |
2.618 |
134.86 |
4.250 |
133.72 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
137.04 |
137.25 |
PP |
137.00 |
137.14 |
S1 |
136.95 |
137.02 |
|