Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
139.91 |
140.39 |
0.48 |
0.3% |
139.90 |
High |
140.42 |
140.56 |
0.14 |
0.1% |
140.44 |
Low |
139.79 |
140.09 |
0.30 |
0.2% |
139.45 |
Close |
140.36 |
140.18 |
-0.18 |
-0.1% |
140.36 |
Range |
0.63 |
0.47 |
-0.16 |
-25.4% |
0.99 |
ATR |
0.83 |
0.81 |
-0.03 |
-3.1% |
0.00 |
Volume |
649,950 |
620,108 |
-29,842 |
-4.6% |
3,034,657 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.69 |
141.40 |
140.44 |
|
R3 |
141.22 |
140.93 |
140.31 |
|
R2 |
140.75 |
140.75 |
140.27 |
|
R1 |
140.46 |
140.46 |
140.22 |
140.37 |
PP |
140.28 |
140.28 |
140.28 |
140.23 |
S1 |
139.99 |
139.99 |
140.14 |
139.90 |
S2 |
139.81 |
139.81 |
140.09 |
|
S3 |
139.34 |
139.52 |
140.05 |
|
S4 |
138.87 |
139.05 |
139.92 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.05 |
142.70 |
140.90 |
|
R3 |
142.06 |
141.71 |
140.63 |
|
R2 |
141.07 |
141.07 |
140.54 |
|
R1 |
140.72 |
140.72 |
140.45 |
140.90 |
PP |
140.08 |
140.08 |
140.08 |
140.17 |
S1 |
139.73 |
139.73 |
140.27 |
139.91 |
S2 |
139.09 |
139.09 |
140.18 |
|
S3 |
138.10 |
138.74 |
140.09 |
|
S4 |
137.11 |
137.75 |
139.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.56 |
139.45 |
1.11 |
0.8% |
0.68 |
0.5% |
66% |
True |
False |
730,953 |
10 |
140.56 |
137.60 |
2.96 |
2.1% |
0.77 |
0.5% |
87% |
True |
False |
711,586 |
20 |
140.56 |
135.27 |
5.29 |
3.8% |
0.83 |
0.6% |
93% |
True |
False |
734,296 |
40 |
140.56 |
135.27 |
5.29 |
3.8% |
0.77 |
0.5% |
93% |
True |
False |
538,754 |
60 |
140.56 |
135.22 |
5.34 |
3.8% |
0.79 |
0.6% |
93% |
True |
False |
360,099 |
80 |
140.56 |
135.22 |
5.34 |
3.8% |
0.74 |
0.5% |
93% |
True |
False |
270,130 |
100 |
140.56 |
133.03 |
7.53 |
5.4% |
0.70 |
0.5% |
95% |
True |
False |
216,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.56 |
2.618 |
141.79 |
1.618 |
141.32 |
1.000 |
141.03 |
0.618 |
140.85 |
HIGH |
140.56 |
0.618 |
140.38 |
0.500 |
140.33 |
0.382 |
140.27 |
LOW |
140.09 |
0.618 |
139.80 |
1.000 |
139.62 |
1.618 |
139.33 |
2.618 |
138.86 |
4.250 |
138.09 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
140.33 |
140.13 |
PP |
140.28 |
140.08 |
S1 |
140.23 |
140.03 |
|