Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
141.64 |
141.11 |
-0.53 |
-0.4% |
143.80 |
High |
142.40 |
142.25 |
-0.15 |
-0.1% |
144.18 |
Low |
141.64 |
141.11 |
-0.53 |
-0.4% |
140.92 |
Close |
141.82 |
142.08 |
0.26 |
0.2% |
141.82 |
Range |
0.76 |
1.14 |
0.38 |
50.0% |
3.26 |
ATR |
0.60 |
0.64 |
0.04 |
6.5% |
0.00 |
Volume |
50 |
2 |
-48 |
-96.0% |
280 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.23 |
144.80 |
142.71 |
|
R3 |
144.09 |
143.66 |
142.39 |
|
R2 |
142.95 |
142.95 |
142.29 |
|
R1 |
142.52 |
142.52 |
142.18 |
142.74 |
PP |
141.81 |
141.81 |
141.81 |
141.92 |
S1 |
141.38 |
141.38 |
141.98 |
141.60 |
S2 |
140.67 |
140.67 |
141.87 |
|
S3 |
139.53 |
140.24 |
141.77 |
|
S4 |
138.39 |
139.10 |
141.45 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.09 |
150.21 |
143.61 |
|
R3 |
148.83 |
146.95 |
142.72 |
|
R2 |
145.57 |
145.57 |
142.42 |
|
R1 |
143.69 |
143.69 |
142.12 |
143.00 |
PP |
142.31 |
142.31 |
142.31 |
141.96 |
S1 |
140.43 |
140.43 |
141.52 |
139.74 |
S2 |
139.05 |
139.05 |
141.22 |
|
S3 |
135.79 |
137.17 |
140.92 |
|
S4 |
132.53 |
133.91 |
140.03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.10 |
2.618 |
145.23 |
1.618 |
144.09 |
1.000 |
143.39 |
0.618 |
142.95 |
HIGH |
142.25 |
0.618 |
141.81 |
0.500 |
141.68 |
0.382 |
141.55 |
LOW |
141.11 |
0.618 |
140.41 |
1.000 |
139.97 |
1.618 |
139.27 |
2.618 |
138.13 |
4.250 |
136.27 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
141.95 |
141.94 |
PP |
141.81 |
141.80 |
S1 |
141.68 |
141.66 |
|