Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
137.98 |
138.25 |
0.27 |
0.2% |
136.52 |
High |
138.48 |
138.52 |
0.04 |
0.0% |
137.46 |
Low |
137.79 |
137.75 |
-0.04 |
0.0% |
136.04 |
Close |
138.33 |
138.13 |
-0.20 |
-0.1% |
137.32 |
Range |
0.69 |
0.77 |
0.08 |
11.6% |
1.42 |
ATR |
0.81 |
0.81 |
0.00 |
-0.4% |
0.00 |
Volume |
33,633 |
38,235 |
4,602 |
13.7% |
64,788 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.44 |
140.06 |
138.55 |
|
R3 |
139.67 |
139.29 |
138.34 |
|
R2 |
138.90 |
138.90 |
138.27 |
|
R1 |
138.52 |
138.52 |
138.20 |
138.33 |
PP |
138.13 |
138.13 |
138.13 |
138.04 |
S1 |
137.75 |
137.75 |
138.06 |
137.56 |
S2 |
137.36 |
137.36 |
137.99 |
|
S3 |
136.59 |
136.98 |
137.92 |
|
S4 |
135.82 |
136.21 |
137.71 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.20 |
140.68 |
138.10 |
|
R3 |
139.78 |
139.26 |
137.71 |
|
R2 |
138.36 |
138.36 |
137.58 |
|
R1 |
137.84 |
137.84 |
137.45 |
138.10 |
PP |
136.94 |
136.94 |
136.94 |
137.07 |
S1 |
136.42 |
136.42 |
137.19 |
136.68 |
S2 |
135.52 |
135.52 |
137.06 |
|
S3 |
134.10 |
135.00 |
136.93 |
|
S4 |
132.68 |
133.58 |
136.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.52 |
136.84 |
1.68 |
1.2% |
0.70 |
0.5% |
77% |
True |
False |
33,096 |
10 |
138.52 |
136.04 |
2.48 |
1.8% |
0.71 |
0.5% |
84% |
True |
False |
18,365 |
20 |
138.52 |
135.22 |
3.30 |
2.4% |
0.82 |
0.6% |
88% |
True |
False |
11,016 |
40 |
138.52 |
135.22 |
3.30 |
2.4% |
0.75 |
0.5% |
88% |
True |
False |
5,879 |
60 |
138.52 |
133.50 |
5.02 |
3.6% |
0.74 |
0.5% |
92% |
True |
False |
3,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.79 |
2.618 |
140.54 |
1.618 |
139.77 |
1.000 |
139.29 |
0.618 |
139.00 |
HIGH |
138.52 |
0.618 |
138.23 |
0.500 |
138.14 |
0.382 |
138.04 |
LOW |
137.75 |
0.618 |
137.27 |
1.000 |
136.98 |
1.618 |
136.50 |
2.618 |
135.73 |
4.250 |
134.48 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
138.14 |
138.03 |
PP |
138.13 |
137.92 |
S1 |
138.13 |
137.82 |
|