Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
139.60 |
139.76 |
0.16 |
0.1% |
141.11 |
| High |
141.28 |
139.76 |
-1.52 |
-1.1% |
142.25 |
| Low |
139.60 |
139.60 |
0.00 |
0.0% |
139.84 |
| Close |
140.89 |
139.56 |
-1.33 |
-0.9% |
140.54 |
| Range |
1.68 |
0.16 |
-1.52 |
-90.5% |
2.41 |
| ATR |
0.72 |
0.76 |
0.04 |
5.6% |
0.00 |
| Volume |
4 |
2 |
-2 |
-50.0% |
41 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.12 |
140.00 |
139.65 |
|
| R3 |
139.96 |
139.84 |
139.60 |
|
| R2 |
139.80 |
139.80 |
139.59 |
|
| R1 |
139.68 |
139.68 |
139.57 |
139.66 |
| PP |
139.64 |
139.64 |
139.64 |
139.63 |
| S1 |
139.52 |
139.52 |
139.55 |
139.50 |
| S2 |
139.48 |
139.48 |
139.53 |
|
| S3 |
139.32 |
139.36 |
139.52 |
|
| S4 |
139.16 |
139.20 |
139.47 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.11 |
146.73 |
141.87 |
|
| R3 |
145.70 |
144.32 |
141.20 |
|
| R2 |
143.29 |
143.29 |
140.98 |
|
| R1 |
141.91 |
141.91 |
140.76 |
141.40 |
| PP |
140.88 |
140.88 |
140.88 |
140.62 |
| S1 |
139.50 |
139.50 |
140.32 |
138.99 |
| S2 |
138.47 |
138.47 |
140.10 |
|
| S3 |
136.06 |
137.09 |
139.88 |
|
| S4 |
133.65 |
134.68 |
139.21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.44 |
|
2.618 |
140.18 |
|
1.618 |
140.02 |
|
1.000 |
139.92 |
|
0.618 |
139.86 |
|
HIGH |
139.76 |
|
0.618 |
139.70 |
|
0.500 |
139.68 |
|
0.382 |
139.66 |
|
LOW |
139.60 |
|
0.618 |
139.50 |
|
1.000 |
139.44 |
|
1.618 |
139.34 |
|
2.618 |
139.18 |
|
4.250 |
138.92 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.68 |
140.44 |
| PP |
139.64 |
140.15 |
| S1 |
139.60 |
139.85 |
|