Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
136.15 |
135.95 |
-0.20 |
-0.1% |
136.69 |
High |
136.15 |
137.20 |
1.05 |
0.8% |
137.39 |
Low |
135.22 |
135.80 |
0.58 |
0.4% |
135.22 |
Close |
135.38 |
136.50 |
1.12 |
0.8% |
136.50 |
Range |
0.93 |
1.40 |
0.47 |
50.5% |
2.17 |
ATR |
0.81 |
0.88 |
0.07 |
8.9% |
0.00 |
Volume |
1,534 |
1,342 |
-192 |
-12.5% |
9,776 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.70 |
140.00 |
137.27 |
|
R3 |
139.30 |
138.60 |
136.89 |
|
R2 |
137.90 |
137.90 |
136.76 |
|
R1 |
137.20 |
137.20 |
136.63 |
137.55 |
PP |
136.50 |
136.50 |
136.50 |
136.68 |
S1 |
135.80 |
135.80 |
136.37 |
136.15 |
S2 |
135.10 |
135.10 |
136.24 |
|
S3 |
133.70 |
134.40 |
136.12 |
|
S4 |
132.30 |
133.00 |
135.73 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.88 |
141.86 |
137.69 |
|
R3 |
140.71 |
139.69 |
137.10 |
|
R2 |
138.54 |
138.54 |
136.90 |
|
R1 |
137.52 |
137.52 |
136.70 |
136.95 |
PP |
136.37 |
136.37 |
136.37 |
136.08 |
S1 |
135.35 |
135.35 |
136.30 |
134.78 |
S2 |
134.20 |
134.20 |
136.10 |
|
S3 |
132.03 |
133.18 |
135.90 |
|
S4 |
129.86 |
131.01 |
135.31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.15 |
2.618 |
140.87 |
1.618 |
139.47 |
1.000 |
138.60 |
0.618 |
138.07 |
HIGH |
137.20 |
0.618 |
136.67 |
0.500 |
136.50 |
0.382 |
136.33 |
LOW |
135.80 |
0.618 |
134.93 |
1.000 |
134.40 |
1.618 |
133.53 |
2.618 |
132.13 |
4.250 |
129.85 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
136.50 |
136.40 |
PP |
136.50 |
136.31 |
S1 |
136.50 |
136.21 |
|