Euro Bund Future June 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
136.39 |
135.56 |
-0.83 |
-0.6% |
138.60 |
| High |
136.56 |
136.04 |
-0.52 |
-0.4% |
139.06 |
| Low |
135.27 |
135.27 |
0.00 |
0.0% |
135.27 |
| Close |
135.68 |
135.37 |
-0.31 |
-0.2% |
135.68 |
| Range |
1.29 |
0.77 |
-0.52 |
-40.3% |
3.79 |
| ATR |
0.81 |
0.81 |
0.00 |
-0.4% |
0.00 |
| Volume |
918,877 |
651,201 |
-267,676 |
-29.1% |
3,806,144 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.87 |
137.39 |
135.79 |
|
| R3 |
137.10 |
136.62 |
135.58 |
|
| R2 |
136.33 |
136.33 |
135.51 |
|
| R1 |
135.85 |
135.85 |
135.44 |
135.71 |
| PP |
135.56 |
135.56 |
135.56 |
135.49 |
| S1 |
135.08 |
135.08 |
135.30 |
134.94 |
| S2 |
134.79 |
134.79 |
135.23 |
|
| S3 |
134.02 |
134.31 |
135.16 |
|
| S4 |
133.25 |
133.54 |
134.95 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.04 |
145.65 |
137.76 |
|
| R3 |
144.25 |
141.86 |
136.72 |
|
| R2 |
140.46 |
140.46 |
136.37 |
|
| R1 |
138.07 |
138.07 |
136.03 |
137.37 |
| PP |
136.67 |
136.67 |
136.67 |
136.32 |
| S1 |
134.28 |
134.28 |
135.33 |
133.58 |
| S2 |
132.88 |
132.88 |
134.99 |
|
| S3 |
129.09 |
130.49 |
134.64 |
|
| S4 |
125.30 |
126.70 |
133.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.77 |
135.27 |
3.50 |
2.6% |
1.00 |
0.7% |
3% |
False |
True |
805,412 |
| 10 |
139.06 |
135.27 |
3.79 |
2.8% |
0.76 |
0.6% |
3% |
False |
True |
753,433 |
| 20 |
139.06 |
135.27 |
3.79 |
2.8% |
0.76 |
0.6% |
3% |
False |
True |
421,626 |
| 40 |
139.06 |
135.22 |
3.84 |
2.8% |
0.77 |
0.6% |
4% |
False |
False |
212,176 |
| 60 |
139.06 |
135.22 |
3.84 |
2.8% |
0.73 |
0.5% |
4% |
False |
False |
141,570 |
| 80 |
139.06 |
133.03 |
6.03 |
4.5% |
0.69 |
0.5% |
39% |
False |
False |
106,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.31 |
|
2.618 |
138.06 |
|
1.618 |
137.29 |
|
1.000 |
136.81 |
|
0.618 |
136.52 |
|
HIGH |
136.04 |
|
0.618 |
135.75 |
|
0.500 |
135.66 |
|
0.382 |
135.56 |
|
LOW |
135.27 |
|
0.618 |
134.79 |
|
1.000 |
134.50 |
|
1.618 |
134.02 |
|
2.618 |
133.25 |
|
4.250 |
132.00 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
135.66 |
136.07 |
| PP |
135.56 |
135.83 |
| S1 |
135.47 |
135.60 |
|