Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
137.70 |
137.03 |
-0.67 |
-0.5% |
136.43 |
High |
137.85 |
137.10 |
-0.75 |
-0.5% |
137.85 |
Low |
136.98 |
136.56 |
-0.42 |
-0.3% |
135.94 |
Close |
137.34 |
136.72 |
-0.62 |
-0.5% |
136.72 |
Range |
0.87 |
0.54 |
-0.33 |
-37.9% |
1.91 |
ATR |
0.88 |
0.87 |
-0.01 |
-0.8% |
0.00 |
Volume |
8,263 |
1,408 |
-6,855 |
-83.0% |
33,338 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.41 |
138.11 |
137.02 |
|
R3 |
137.87 |
137.57 |
136.87 |
|
R2 |
137.33 |
137.33 |
136.82 |
|
R1 |
137.03 |
137.03 |
136.77 |
136.91 |
PP |
136.79 |
136.79 |
136.79 |
136.74 |
S1 |
136.49 |
136.49 |
136.67 |
136.37 |
S2 |
136.25 |
136.25 |
136.62 |
|
S3 |
135.71 |
135.95 |
136.57 |
|
S4 |
135.17 |
135.41 |
136.42 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.57 |
141.55 |
137.77 |
|
R3 |
140.66 |
139.64 |
137.25 |
|
R2 |
138.75 |
138.75 |
137.07 |
|
R1 |
137.73 |
137.73 |
136.90 |
138.24 |
PP |
136.84 |
136.84 |
136.84 |
137.09 |
S1 |
135.82 |
135.82 |
136.54 |
136.33 |
S2 |
134.93 |
134.93 |
136.37 |
|
S3 |
133.02 |
133.91 |
136.19 |
|
S4 |
131.11 |
132.00 |
135.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.85 |
135.94 |
1.91 |
1.4% |
0.79 |
0.6% |
41% |
False |
False |
6,667 |
10 |
137.85 |
135.22 |
2.63 |
1.9% |
0.86 |
0.6% |
57% |
False |
False |
4,311 |
20 |
138.10 |
135.22 |
2.88 |
2.1% |
0.82 |
0.6% |
52% |
False |
False |
2,767 |
40 |
138.51 |
135.22 |
3.29 |
2.4% |
0.71 |
0.5% |
46% |
False |
False |
1,533 |
60 |
138.51 |
133.03 |
5.48 |
4.0% |
0.66 |
0.5% |
67% |
False |
False |
1,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.40 |
2.618 |
138.51 |
1.618 |
137.97 |
1.000 |
137.64 |
0.618 |
137.43 |
HIGH |
137.10 |
0.618 |
136.89 |
0.500 |
136.83 |
0.382 |
136.77 |
LOW |
136.56 |
0.618 |
136.23 |
1.000 |
136.02 |
1.618 |
135.69 |
2.618 |
135.15 |
4.250 |
134.27 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
136.83 |
137.19 |
PP |
136.79 |
137.03 |
S1 |
136.76 |
136.88 |
|