Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
138.98 |
139.90 |
0.92 |
0.7% |
139.60 |
| High |
139.76 |
139.90 |
0.14 |
0.1% |
141.28 |
| Low |
138.98 |
138.90 |
-0.08 |
-0.1% |
138.56 |
| Close |
139.83 |
139.21 |
-0.62 |
-0.4% |
139.21 |
| Range |
0.78 |
1.00 |
0.22 |
28.2% |
2.72 |
| ATR |
0.79 |
0.81 |
0.01 |
1.9% |
0.00 |
| Volume |
7 |
30 |
23 |
328.6% |
601 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.34 |
141.77 |
139.76 |
|
| R3 |
141.34 |
140.77 |
139.49 |
|
| R2 |
140.34 |
140.34 |
139.39 |
|
| R1 |
139.77 |
139.77 |
139.30 |
139.56 |
| PP |
139.34 |
139.34 |
139.34 |
139.23 |
| S1 |
138.77 |
138.77 |
139.12 |
138.56 |
| S2 |
138.34 |
138.34 |
139.03 |
|
| S3 |
137.34 |
137.77 |
138.94 |
|
| S4 |
136.34 |
136.77 |
138.66 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.84 |
146.25 |
140.71 |
|
| R3 |
145.12 |
143.53 |
139.96 |
|
| R2 |
142.40 |
142.40 |
139.71 |
|
| R1 |
140.81 |
140.81 |
139.46 |
140.25 |
| PP |
139.68 |
139.68 |
139.68 |
139.40 |
| S1 |
138.09 |
138.09 |
138.96 |
137.53 |
| S2 |
136.96 |
136.96 |
138.71 |
|
| S3 |
134.24 |
135.37 |
138.46 |
|
| S4 |
131.52 |
132.65 |
137.71 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.15 |
|
2.618 |
142.52 |
|
1.618 |
141.52 |
|
1.000 |
140.90 |
|
0.618 |
140.52 |
|
HIGH |
139.90 |
|
0.618 |
139.52 |
|
0.500 |
139.40 |
|
0.382 |
139.28 |
|
LOW |
138.90 |
|
0.618 |
138.28 |
|
1.000 |
137.90 |
|
1.618 |
137.28 |
|
2.618 |
136.28 |
|
4.250 |
134.65 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.40 |
139.23 |
| PP |
139.34 |
139.22 |
| S1 |
139.27 |
139.22 |
|