Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
136.69 |
137.03 |
0.34 |
0.2% |
137.60 |
High |
137.39 |
137.33 |
-0.06 |
0.0% |
138.10 |
Low |
136.69 |
136.20 |
-0.49 |
-0.4% |
136.47 |
Close |
136.91 |
136.23 |
-0.68 |
-0.5% |
136.60 |
Range |
0.70 |
1.13 |
0.43 |
61.4% |
1.63 |
ATR |
0.80 |
0.82 |
0.02 |
3.0% |
0.00 |
Volume |
2,385 |
736 |
-1,649 |
-69.1% |
10,104 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.98 |
139.23 |
136.85 |
|
R3 |
138.85 |
138.10 |
136.54 |
|
R2 |
137.72 |
137.72 |
136.44 |
|
R1 |
136.97 |
136.97 |
136.33 |
136.78 |
PP |
136.59 |
136.59 |
136.59 |
136.49 |
S1 |
135.84 |
135.84 |
136.13 |
135.65 |
S2 |
135.46 |
135.46 |
136.02 |
|
S3 |
134.33 |
134.71 |
135.92 |
|
S4 |
133.20 |
133.58 |
135.61 |
|
|
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 |
142.13 |
2.618 |
140.29 |
1.618 |
139.16 |
1.000 |
138.46 |
0.618 |
138.03 |
HIGH |
137.33 |
0.618 |
136.90 |
0.500 |
136.77 |
0.382 |
136.63 |
LOW |
136.20 |
0.618 |
135.50 |
1.000 |
135.07 |
1.618 |
134.37 |
2.618 |
133.24 |
4.250 |
131.40 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
136.77 |
137.01 |
PP |
136.59 |
136.75 |
S1 |
136.41 |
136.49 |
|