Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
140.05 |
138.63 |
-1.42 |
-1.0% |
139.76 |
| High |
140.05 |
139.25 |
-0.80 |
-0.6% |
140.45 |
| Low |
140.05 |
138.26 |
-1.79 |
-1.3% |
138.26 |
| Close |
140.05 |
139.24 |
-0.81 |
-0.6% |
139.24 |
| Range |
0.00 |
0.99 |
0.99 |
|
2.19 |
| ATR |
0.79 |
0.86 |
0.07 |
9.0% |
0.00 |
| Volume |
101 |
56 |
-45 |
-44.6% |
476 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.89 |
141.55 |
139.78 |
|
| R3 |
140.90 |
140.56 |
139.51 |
|
| R2 |
139.91 |
139.91 |
139.42 |
|
| R1 |
139.57 |
139.57 |
139.33 |
139.74 |
| PP |
138.92 |
138.92 |
138.92 |
139.00 |
| S1 |
138.58 |
138.58 |
139.15 |
138.75 |
| S2 |
137.93 |
137.93 |
139.06 |
|
| S3 |
136.94 |
137.59 |
138.97 |
|
| S4 |
135.95 |
136.60 |
138.70 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.89 |
144.75 |
140.44 |
|
| R3 |
143.70 |
142.56 |
139.84 |
|
| R2 |
141.51 |
141.51 |
139.64 |
|
| R1 |
140.37 |
140.37 |
139.44 |
139.85 |
| PP |
139.32 |
139.32 |
139.32 |
139.05 |
| S1 |
138.18 |
138.18 |
139.04 |
137.66 |
| S2 |
137.13 |
137.13 |
138.84 |
|
| S3 |
134.94 |
135.99 |
138.64 |
|
| S4 |
132.75 |
133.80 |
138.04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.46 |
|
2.618 |
141.84 |
|
1.618 |
140.85 |
|
1.000 |
140.24 |
|
0.618 |
139.86 |
|
HIGH |
139.25 |
|
0.618 |
138.87 |
|
0.500 |
138.76 |
|
0.382 |
138.64 |
|
LOW |
138.26 |
|
0.618 |
137.65 |
|
1.000 |
137.27 |
|
1.618 |
136.66 |
|
2.618 |
135.67 |
|
4.250 |
134.05 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.08 |
139.21 |
| PP |
138.92 |
139.18 |
| S1 |
138.76 |
139.16 |
|