Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 20-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
20-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
137.03 |
136.52 |
-0.51 |
-0.4% |
136.43 |
High |
137.10 |
136.61 |
-0.49 |
-0.4% |
137.85 |
Low |
136.56 |
136.18 |
-0.38 |
-0.3% |
135.94 |
Close |
136.72 |
136.28 |
-0.44 |
-0.3% |
136.72 |
Range |
0.54 |
0.43 |
-0.11 |
-20.4% |
1.91 |
ATR |
0.87 |
0.85 |
-0.02 |
-2.7% |
0.00 |
Volume |
1,408 |
386 |
-1,022 |
-72.6% |
33,338 |
|
Daily Pivots for day following 20-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.65 |
137.39 |
136.52 |
|
R3 |
137.22 |
136.96 |
136.40 |
|
R2 |
136.79 |
136.79 |
136.36 |
|
R1 |
136.53 |
136.53 |
136.32 |
136.45 |
PP |
136.36 |
136.36 |
136.36 |
136.31 |
S1 |
136.10 |
136.10 |
136.24 |
136.02 |
S2 |
135.93 |
135.93 |
136.20 |
|
S3 |
135.50 |
135.67 |
136.16 |
|
S4 |
135.07 |
135.24 |
136.04 |
|
|
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 |
136.18 |
1.67 |
1.2% |
0.75 |
0.6% |
6% |
False |
True |
5,348 |
10 |
137.85 |
135.22 |
2.63 |
1.9% |
0.83 |
0.6% |
40% |
False |
False |
4,111 |
20 |
138.10 |
135.22 |
2.88 |
2.1% |
0.79 |
0.6% |
37% |
False |
False |
2,727 |
40 |
138.51 |
135.22 |
3.29 |
2.4% |
0.72 |
0.5% |
32% |
False |
False |
1,543 |
60 |
138.51 |
133.03 |
5.48 |
4.0% |
0.66 |
0.5% |
59% |
False |
False |
1,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.44 |
2.618 |
137.74 |
1.618 |
137.31 |
1.000 |
137.04 |
0.618 |
136.88 |
HIGH |
136.61 |
0.618 |
136.45 |
0.500 |
136.40 |
0.382 |
136.34 |
LOW |
136.18 |
0.618 |
135.91 |
1.000 |
135.75 |
1.618 |
135.48 |
2.618 |
135.05 |
4.250 |
134.35 |
|
|
Fisher Pivots for day following 20-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
136.40 |
137.02 |
PP |
136.36 |
136.77 |
S1 |
136.32 |
136.53 |
|