Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 14-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
139.98 |
139.84 |
-0.14 |
-0.1% |
143.80 |
High |
140.10 |
140.06 |
-0.04 |
0.0% |
144.18 |
Low |
139.98 |
139.84 |
-0.14 |
-0.1% |
140.92 |
Close |
140.02 |
140.06 |
0.04 |
0.0% |
141.82 |
Range |
0.12 |
0.22 |
0.10 |
83.3% |
3.26 |
ATR |
0.69 |
0.66 |
-0.03 |
-4.9% |
0.00 |
Volume |
25 |
10 |
-15 |
-60.0% |
280 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.65 |
140.57 |
140.18 |
|
R3 |
140.43 |
140.35 |
140.12 |
|
R2 |
140.21 |
140.21 |
140.10 |
|
R1 |
140.13 |
140.13 |
140.08 |
140.17 |
PP |
139.99 |
139.99 |
139.99 |
140.01 |
S1 |
139.91 |
139.91 |
140.04 |
139.95 |
S2 |
139.77 |
139.77 |
140.02 |
|
S3 |
139.55 |
139.69 |
140.00 |
|
S4 |
139.33 |
139.47 |
139.94 |
|
|
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 |
141.00 |
2.618 |
140.64 |
1.618 |
140.42 |
1.000 |
140.28 |
0.618 |
140.20 |
HIGH |
140.06 |
0.618 |
139.98 |
0.500 |
139.95 |
0.382 |
139.92 |
LOW |
139.84 |
0.618 |
139.70 |
1.000 |
139.62 |
1.618 |
139.48 |
2.618 |
139.26 |
4.250 |
138.91 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
140.02 |
140.67 |
PP |
139.99 |
140.47 |
S1 |
139.95 |
140.26 |
|