Euro Bund Future June 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
140.27 |
139.83 |
-0.44 |
-0.3% |
137.89 |
| High |
140.28 |
140.05 |
-0.23 |
-0.2% |
139.38 |
| Low |
139.52 |
139.49 |
-0.03 |
0.0% |
137.60 |
| Close |
139.84 |
139.71 |
-0.13 |
-0.1% |
139.34 |
| Range |
0.76 |
0.56 |
-0.20 |
-26.3% |
1.78 |
| ATR |
0.86 |
0.84 |
-0.02 |
-2.5% |
0.00 |
| Volume |
847,037 |
745,167 |
-101,870 |
-12.0% |
2,838,172 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.43 |
141.13 |
140.02 |
|
| R3 |
140.87 |
140.57 |
139.86 |
|
| R2 |
140.31 |
140.31 |
139.81 |
|
| R1 |
140.01 |
140.01 |
139.76 |
139.88 |
| PP |
139.75 |
139.75 |
139.75 |
139.69 |
| S1 |
139.45 |
139.45 |
139.66 |
139.32 |
| S2 |
139.19 |
139.19 |
139.61 |
|
| S3 |
138.63 |
138.89 |
139.56 |
|
| S4 |
138.07 |
138.33 |
139.40 |
|
|
| 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 |
137.80 |
2.64 |
1.9% |
0.85 |
0.6% |
72% |
False |
False |
790,748 |
| 10 |
140.44 |
137.12 |
3.32 |
2.4% |
0.82 |
0.6% |
78% |
False |
False |
720,558 |
| 20 |
140.44 |
135.27 |
5.17 |
3.7% |
0.88 |
0.6% |
86% |
False |
False |
760,878 |
| 40 |
140.44 |
135.27 |
5.17 |
3.7% |
0.79 |
0.6% |
86% |
False |
False |
507,555 |
| 60 |
140.44 |
135.22 |
5.22 |
3.7% |
0.80 |
0.6% |
86% |
False |
False |
338,938 |
| 80 |
140.44 |
135.09 |
5.35 |
3.8% |
0.75 |
0.5% |
86% |
False |
False |
254,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.43 |
|
2.618 |
141.52 |
|
1.618 |
140.96 |
|
1.000 |
140.61 |
|
0.618 |
140.40 |
|
HIGH |
140.05 |
|
0.618 |
139.84 |
|
0.500 |
139.77 |
|
0.382 |
139.70 |
|
LOW |
139.49 |
|
0.618 |
139.14 |
|
1.000 |
138.93 |
|
1.618 |
138.58 |
|
2.618 |
138.02 |
|
4.250 |
137.11 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.77 |
139.95 |
| PP |
139.75 |
139.87 |
| S1 |
139.73 |
139.79 |
|