Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 19-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
139.98 |
140.31 |
0.33 |
0.2% |
139.90 |
High |
140.49 |
140.78 |
0.29 |
0.2% |
140.44 |
Low |
139.82 |
140.06 |
0.24 |
0.2% |
139.45 |
Close |
140.36 |
140.68 |
0.32 |
0.2% |
140.36 |
Range |
0.67 |
0.72 |
0.05 |
7.5% |
0.99 |
ATR |
0.78 |
0.78 |
0.00 |
-0.6% |
0.00 |
Volume |
745,521 |
817,074 |
71,553 |
9.6% |
3,034,657 |
|
Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.67 |
142.39 |
141.08 |
|
R3 |
141.95 |
141.67 |
140.88 |
|
R2 |
141.23 |
141.23 |
140.81 |
|
R1 |
140.95 |
140.95 |
140.75 |
141.09 |
PP |
140.51 |
140.51 |
140.51 |
140.58 |
S1 |
140.23 |
140.23 |
140.61 |
140.37 |
S2 |
139.79 |
139.79 |
140.55 |
|
S3 |
139.07 |
139.51 |
140.48 |
|
S4 |
138.35 |
138.79 |
140.28 |
|
|
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 |
140.78 |
139.79 |
0.99 |
0.7% |
0.62 |
0.4% |
90% |
True |
False |
701,041 |
10 |
140.78 |
137.80 |
2.98 |
2.1% |
0.73 |
0.5% |
97% |
True |
False |
745,894 |
20 |
140.78 |
135.30 |
5.48 |
3.9% |
0.81 |
0.6% |
98% |
True |
False |
734,426 |
40 |
140.78 |
135.27 |
5.51 |
3.9% |
0.78 |
0.6% |
98% |
True |
False |
594,454 |
60 |
140.78 |
135.22 |
5.56 |
4.0% |
0.78 |
0.6% |
98% |
True |
False |
397,295 |
80 |
140.78 |
135.22 |
5.56 |
4.0% |
0.75 |
0.5% |
98% |
True |
False |
298,065 |
100 |
140.78 |
133.03 |
7.75 |
5.5% |
0.72 |
0.5% |
99% |
True |
False |
238,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.84 |
2.618 |
142.66 |
1.618 |
141.94 |
1.000 |
141.50 |
0.618 |
141.22 |
HIGH |
140.78 |
0.618 |
140.50 |
0.500 |
140.42 |
0.382 |
140.34 |
LOW |
140.06 |
0.618 |
139.62 |
1.000 |
139.34 |
1.618 |
138.90 |
2.618 |
138.18 |
4.250 |
137.00 |
|
|
Fisher Pivots for day following 19-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
140.59 |
140.55 |
PP |
140.51 |
140.43 |
S1 |
140.42 |
140.30 |
|