Euro Bund Future June 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
140.30 |
139.98 |
-0.32 |
-0.2% |
139.90 |
| High |
140.41 |
140.49 |
0.08 |
0.1% |
140.44 |
| Low |
139.82 |
139.82 |
0.00 |
0.0% |
139.45 |
| Close |
140.03 |
140.36 |
0.33 |
0.2% |
140.36 |
| Range |
0.59 |
0.67 |
0.08 |
13.6% |
0.99 |
| ATR |
0.79 |
0.78 |
-0.01 |
-1.1% |
0.00 |
| Volume |
672,552 |
745,521 |
72,969 |
10.8% |
3,034,657 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.23 |
141.97 |
140.73 |
|
| R3 |
141.56 |
141.30 |
140.54 |
|
| R2 |
140.89 |
140.89 |
140.48 |
|
| R1 |
140.63 |
140.63 |
140.42 |
140.76 |
| PP |
140.22 |
140.22 |
140.22 |
140.29 |
| S1 |
139.96 |
139.96 |
140.30 |
140.09 |
| S2 |
139.55 |
139.55 |
140.24 |
|
| S3 |
138.88 |
139.29 |
140.18 |
|
| S4 |
138.21 |
138.62 |
139.99 |
|
|
| 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 |
139.49 |
1.07 |
0.8% |
0.58 |
0.4% |
81% |
False |
False |
686,659 |
| 10 |
140.56 |
137.60 |
2.96 |
2.1% |
0.75 |
0.5% |
93% |
False |
False |
722,677 |
| 20 |
140.56 |
135.30 |
5.26 |
3.7% |
0.79 |
0.6% |
96% |
False |
False |
726,695 |
| 40 |
140.56 |
135.27 |
5.29 |
3.8% |
0.78 |
0.6% |
96% |
False |
False |
574,160 |
| 60 |
140.56 |
135.22 |
5.34 |
3.8% |
0.78 |
0.6% |
96% |
False |
False |
383,683 |
| 80 |
140.56 |
135.22 |
5.34 |
3.8% |
0.75 |
0.5% |
96% |
False |
False |
287,852 |
| 100 |
140.56 |
133.03 |
7.53 |
5.4% |
0.71 |
0.5% |
97% |
False |
False |
230,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.34 |
|
2.618 |
142.24 |
|
1.618 |
141.57 |
|
1.000 |
141.16 |
|
0.618 |
140.90 |
|
HIGH |
140.49 |
|
0.618 |
140.23 |
|
0.500 |
140.16 |
|
0.382 |
140.08 |
|
LOW |
139.82 |
|
0.618 |
139.41 |
|
1.000 |
139.15 |
|
1.618 |
138.74 |
|
2.618 |
138.07 |
|
4.250 |
136.97 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.29 |
140.30 |
| PP |
140.22 |
140.25 |
| S1 |
140.16 |
140.19 |
|