Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
139.15 |
139.75 |
0.60 |
0.4% |
139.76 |
| High |
140.02 |
140.00 |
-0.02 |
0.0% |
140.45 |
| Low |
139.10 |
139.73 |
0.63 |
0.5% |
138.26 |
| Close |
140.02 |
139.80 |
-0.22 |
-0.2% |
139.24 |
| Range |
0.92 |
0.27 |
-0.65 |
-70.7% |
2.19 |
| ATR |
0.87 |
0.83 |
-0.04 |
-4.8% |
0.00 |
| Volume |
107 |
3 |
-104 |
-97.2% |
476 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.65 |
140.50 |
139.95 |
|
| R3 |
140.38 |
140.23 |
139.87 |
|
| R2 |
140.11 |
140.11 |
139.85 |
|
| R1 |
139.96 |
139.96 |
139.82 |
140.04 |
| PP |
139.84 |
139.84 |
139.84 |
139.88 |
| S1 |
139.69 |
139.69 |
139.78 |
139.77 |
| S2 |
139.57 |
139.57 |
139.75 |
|
| S3 |
139.30 |
139.42 |
139.73 |
|
| S4 |
139.03 |
139.15 |
139.65 |
|
|
| 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 |
141.15 |
|
2.618 |
140.71 |
|
1.618 |
140.44 |
|
1.000 |
140.27 |
|
0.618 |
140.17 |
|
HIGH |
140.00 |
|
0.618 |
139.90 |
|
0.500 |
139.87 |
|
0.382 |
139.83 |
|
LOW |
139.73 |
|
0.618 |
139.56 |
|
1.000 |
139.46 |
|
1.618 |
139.29 |
|
2.618 |
139.02 |
|
4.250 |
138.58 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.87 |
139.58 |
| PP |
139.84 |
139.36 |
| S1 |
139.82 |
139.14 |
|