Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
140.20 |
139.54 |
-0.66 |
-0.5% |
139.60 |
| High |
140.23 |
139.54 |
-0.69 |
-0.5% |
141.28 |
| Low |
139.86 |
139.45 |
-0.41 |
-0.3% |
138.56 |
| Close |
140.03 |
139.45 |
-0.58 |
-0.4% |
139.21 |
| Range |
0.37 |
0.09 |
-0.28 |
-75.7% |
2.72 |
| ATR |
0.82 |
0.81 |
-0.02 |
-2.1% |
0.00 |
| Volume |
29 |
101 |
72 |
248.3% |
601 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.75 |
139.69 |
139.50 |
|
| R3 |
139.66 |
139.60 |
139.47 |
|
| R2 |
139.57 |
139.57 |
139.47 |
|
| R1 |
139.51 |
139.51 |
139.46 |
139.50 |
| PP |
139.48 |
139.48 |
139.48 |
139.47 |
| S1 |
139.42 |
139.42 |
139.44 |
139.41 |
| S2 |
139.39 |
139.39 |
139.43 |
|
| S3 |
139.30 |
139.33 |
139.43 |
|
| S4 |
139.21 |
139.24 |
139.40 |
|
|
| 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 |
139.92 |
|
2.618 |
139.78 |
|
1.618 |
139.69 |
|
1.000 |
139.63 |
|
0.618 |
139.60 |
|
HIGH |
139.54 |
|
0.618 |
139.51 |
|
0.500 |
139.50 |
|
0.382 |
139.48 |
|
LOW |
139.45 |
|
0.618 |
139.39 |
|
1.000 |
139.36 |
|
1.618 |
139.30 |
|
2.618 |
139.21 |
|
4.250 |
139.07 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.50 |
139.95 |
| PP |
139.48 |
139.78 |
| S1 |
139.47 |
139.62 |
|