Euro Bund Future June 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
139.90 |
140.27 |
0.37 |
0.3% |
137.89 |
| High |
140.44 |
140.28 |
-0.16 |
-0.1% |
139.38 |
| Low |
139.45 |
139.52 |
0.07 |
0.1% |
137.60 |
| Close |
140.32 |
139.84 |
-0.48 |
-0.3% |
139.34 |
| Range |
0.99 |
0.76 |
-0.23 |
-23.2% |
1.78 |
| ATR |
0.87 |
0.86 |
0.00 |
-0.6% |
0.00 |
| Volume |
792,503 |
847,037 |
54,534 |
6.9% |
2,838,172 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.16 |
141.76 |
140.26 |
|
| R3 |
141.40 |
141.00 |
140.05 |
|
| R2 |
140.64 |
140.64 |
139.98 |
|
| R1 |
140.24 |
140.24 |
139.91 |
140.06 |
| PP |
139.88 |
139.88 |
139.88 |
139.79 |
| S1 |
139.48 |
139.48 |
139.77 |
139.30 |
| S2 |
139.12 |
139.12 |
139.70 |
|
| S3 |
138.36 |
138.72 |
139.63 |
|
| S4 |
137.60 |
137.96 |
139.42 |
|
|
| 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% |
0.92 |
0.7% |
79% |
False |
False |
758,694 |
| 10 |
140.44 |
136.63 |
3.81 |
2.7% |
0.86 |
0.6% |
84% |
False |
False |
718,939 |
| 20 |
140.44 |
135.27 |
5.17 |
3.7% |
0.90 |
0.6% |
88% |
False |
False |
756,383 |
| 40 |
140.44 |
135.27 |
5.17 |
3.7% |
0.80 |
0.6% |
88% |
False |
False |
488,997 |
| 60 |
140.44 |
135.22 |
5.22 |
3.7% |
0.80 |
0.6% |
89% |
False |
False |
326,529 |
| 80 |
140.44 |
135.09 |
5.35 |
3.8% |
0.75 |
0.5% |
89% |
False |
False |
244,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.51 |
|
2.618 |
142.27 |
|
1.618 |
141.51 |
|
1.000 |
141.04 |
|
0.618 |
140.75 |
|
HIGH |
140.28 |
|
0.618 |
139.99 |
|
0.500 |
139.90 |
|
0.382 |
139.81 |
|
LOW |
139.52 |
|
0.618 |
139.05 |
|
1.000 |
138.76 |
|
1.618 |
138.29 |
|
2.618 |
137.53 |
|
4.250 |
136.29 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.90 |
139.70 |
| PP |
139.88 |
139.55 |
| S1 |
139.86 |
139.41 |
|