Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 21-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
138.76 |
138.98 |
0.22 |
0.2% |
141.11 |
High |
138.91 |
139.76 |
0.85 |
0.6% |
142.25 |
Low |
138.56 |
138.98 |
0.42 |
0.3% |
139.84 |
Close |
138.81 |
139.83 |
1.02 |
0.7% |
140.54 |
Range |
0.35 |
0.78 |
0.43 |
122.9% |
2.41 |
ATR |
0.78 |
0.79 |
0.01 |
1.6% |
0.00 |
Volume |
558 |
7 |
-551 |
-98.7% |
41 |
|
Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.86 |
141.63 |
140.26 |
|
R3 |
141.08 |
140.85 |
140.04 |
|
R2 |
140.30 |
140.30 |
139.97 |
|
R1 |
140.07 |
140.07 |
139.90 |
140.19 |
PP |
139.52 |
139.52 |
139.52 |
139.58 |
S1 |
139.29 |
139.29 |
139.76 |
139.41 |
S2 |
138.74 |
138.74 |
139.69 |
|
S3 |
137.96 |
138.51 |
139.62 |
|
S4 |
137.18 |
137.73 |
139.40 |
|
|
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 |
143.08 |
2.618 |
141.80 |
1.618 |
141.02 |
1.000 |
140.54 |
0.618 |
140.24 |
HIGH |
139.76 |
0.618 |
139.46 |
0.500 |
139.37 |
0.382 |
139.28 |
LOW |
138.98 |
0.618 |
138.50 |
1.000 |
138.20 |
1.618 |
137.72 |
2.618 |
136.94 |
4.250 |
135.67 |
|
|
Fisher Pivots for day following 21-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
139.68 |
139.61 |
PP |
139.52 |
139.38 |
S1 |
139.37 |
139.16 |
|