Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
140.31 |
140.58 |
0.27 |
0.2% |
140.39 |
High |
140.78 |
140.86 |
0.08 |
0.1% |
140.86 |
Low |
140.06 |
140.21 |
0.15 |
0.1% |
139.82 |
Close |
140.68 |
140.60 |
-0.08 |
-0.1% |
140.60 |
Range |
0.72 |
0.65 |
-0.07 |
-9.7% |
1.04 |
ATR |
0.78 |
0.77 |
-0.01 |
-1.2% |
0.00 |
Volume |
817,074 |
674,875 |
-142,199 |
-17.4% |
3,530,130 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.51 |
142.20 |
140.96 |
|
R3 |
141.86 |
141.55 |
140.78 |
|
R2 |
141.21 |
141.21 |
140.72 |
|
R1 |
140.90 |
140.90 |
140.66 |
141.06 |
PP |
140.56 |
140.56 |
140.56 |
140.63 |
S1 |
140.25 |
140.25 |
140.54 |
140.41 |
S2 |
139.91 |
139.91 |
140.48 |
|
S3 |
139.26 |
139.60 |
140.42 |
|
S4 |
138.61 |
138.95 |
140.24 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.55 |
143.11 |
141.17 |
|
R3 |
142.51 |
142.07 |
140.89 |
|
R2 |
141.47 |
141.47 |
140.79 |
|
R1 |
141.03 |
141.03 |
140.70 |
141.25 |
PP |
140.43 |
140.43 |
140.43 |
140.54 |
S1 |
139.99 |
139.99 |
140.50 |
140.21 |
S2 |
139.39 |
139.39 |
140.41 |
|
S3 |
138.35 |
138.95 |
140.31 |
|
S4 |
137.31 |
137.91 |
140.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.86 |
139.82 |
1.04 |
0.7% |
0.62 |
0.4% |
75% |
True |
False |
706,026 |
10 |
140.86 |
138.37 |
2.49 |
1.8% |
0.71 |
0.5% |
90% |
True |
False |
731,289 |
20 |
140.86 |
136.32 |
4.54 |
3.2% |
0.78 |
0.6% |
94% |
True |
False |
724,263 |
40 |
140.86 |
135.27 |
5.59 |
4.0% |
0.77 |
0.5% |
95% |
True |
False |
611,256 |
60 |
140.86 |
135.22 |
5.64 |
4.0% |
0.78 |
0.6% |
95% |
True |
False |
408,539 |
80 |
140.86 |
135.22 |
5.64 |
4.0% |
0.76 |
0.5% |
95% |
True |
False |
306,501 |
100 |
140.86 |
133.03 |
7.83 |
5.6% |
0.72 |
0.5% |
97% |
True |
False |
245,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.62 |
2.618 |
142.56 |
1.618 |
141.91 |
1.000 |
141.51 |
0.618 |
141.26 |
HIGH |
140.86 |
0.618 |
140.61 |
0.500 |
140.54 |
0.382 |
140.46 |
LOW |
140.21 |
0.618 |
139.81 |
1.000 |
139.56 |
1.618 |
139.16 |
2.618 |
138.51 |
4.250 |
137.45 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
140.58 |
140.51 |
PP |
140.56 |
140.43 |
S1 |
140.54 |
140.34 |
|