Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
138.56 |
139.90 |
1.34 |
1.0% |
137.89 |
High |
139.38 |
140.44 |
1.06 |
0.8% |
139.38 |
Low |
138.37 |
139.45 |
1.08 |
0.8% |
137.60 |
Close |
139.34 |
140.32 |
0.98 |
0.7% |
139.34 |
Range |
1.01 |
0.99 |
-0.02 |
-2.0% |
1.78 |
ATR |
0.85 |
0.87 |
0.02 |
2.1% |
0.00 |
Volume |
748,110 |
792,503 |
44,393 |
5.9% |
2,838,172 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.04 |
142.67 |
140.86 |
|
R3 |
142.05 |
141.68 |
140.59 |
|
R2 |
141.06 |
141.06 |
140.50 |
|
R1 |
140.69 |
140.69 |
140.41 |
140.88 |
PP |
140.07 |
140.07 |
140.07 |
140.16 |
S1 |
139.70 |
139.70 |
140.23 |
139.89 |
S2 |
139.08 |
139.08 |
140.14 |
|
S3 |
138.09 |
138.71 |
140.05 |
|
S4 |
137.10 |
137.72 |
139.78 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.11 |
143.51 |
140.32 |
|
R3 |
142.33 |
141.73 |
139.83 |
|
R2 |
140.55 |
140.55 |
139.67 |
|
R1 |
139.95 |
139.95 |
139.50 |
140.25 |
PP |
138.77 |
138.77 |
138.77 |
138.93 |
S1 |
138.17 |
138.17 |
139.18 |
138.47 |
S2 |
136.99 |
136.99 |
139.01 |
|
S3 |
135.21 |
136.39 |
138.85 |
|
S4 |
133.43 |
134.61 |
138.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.44 |
137.60 |
2.84 |
2.0% |
0.93 |
0.7% |
96% |
True |
False |
726,135 |
10 |
140.44 |
136.59 |
3.85 |
2.7% |
0.88 |
0.6% |
97% |
True |
False |
702,253 |
20 |
140.44 |
135.27 |
5.17 |
3.7% |
0.89 |
0.6% |
98% |
True |
False |
735,546 |
40 |
140.44 |
135.27 |
5.17 |
3.7% |
0.79 |
0.6% |
98% |
True |
False |
467,995 |
60 |
140.44 |
135.22 |
5.22 |
3.7% |
0.79 |
0.6% |
98% |
True |
False |
312,413 |
80 |
140.44 |
135.09 |
5.35 |
3.8% |
0.75 |
0.5% |
98% |
True |
False |
234,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.65 |
2.618 |
143.03 |
1.618 |
142.04 |
1.000 |
141.43 |
0.618 |
141.05 |
HIGH |
140.44 |
0.618 |
140.06 |
0.500 |
139.95 |
0.382 |
139.83 |
LOW |
139.45 |
0.618 |
138.84 |
1.000 |
138.46 |
1.618 |
137.85 |
2.618 |
136.86 |
4.250 |
135.24 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
140.20 |
139.92 |
PP |
140.07 |
139.52 |
S1 |
139.95 |
139.12 |
|