Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 25-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
141.14 |
140.52 |
-0.62 |
-0.4% |
140.39 |
High |
141.19 |
140.61 |
-0.58 |
-0.4% |
140.86 |
Low |
140.49 |
140.04 |
-0.45 |
-0.3% |
139.82 |
Close |
140.51 |
140.30 |
-0.21 |
-0.1% |
140.60 |
Range |
0.70 |
0.57 |
-0.13 |
-18.6% |
1.04 |
ATR |
0.76 |
0.75 |
-0.01 |
-1.8% |
0.00 |
Volume |
831,468 |
862,880 |
31,412 |
3.8% |
3,530,130 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.03 |
141.73 |
140.61 |
|
R3 |
141.46 |
141.16 |
140.46 |
|
R2 |
140.89 |
140.89 |
140.40 |
|
R1 |
140.59 |
140.59 |
140.35 |
140.46 |
PP |
140.32 |
140.32 |
140.32 |
140.25 |
S1 |
140.02 |
140.02 |
140.25 |
139.89 |
S2 |
139.75 |
139.75 |
140.20 |
|
S3 |
139.18 |
139.45 |
140.14 |
|
S4 |
138.61 |
138.88 |
139.99 |
|
|
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 |
141.37 |
140.04 |
1.33 |
0.9% |
0.69 |
0.5% |
20% |
False |
True |
766,672 |
10 |
141.37 |
139.49 |
1.88 |
1.3% |
0.64 |
0.5% |
43% |
False |
False |
726,666 |
20 |
141.37 |
136.63 |
4.74 |
3.4% |
0.75 |
0.5% |
77% |
False |
False |
722,802 |
40 |
141.37 |
135.27 |
6.10 |
4.3% |
0.77 |
0.5% |
82% |
False |
False |
667,451 |
60 |
141.37 |
135.22 |
6.15 |
4.4% |
0.78 |
0.6% |
83% |
False |
False |
447,551 |
80 |
141.37 |
135.22 |
6.15 |
4.4% |
0.75 |
0.5% |
83% |
False |
False |
335,768 |
100 |
141.37 |
133.50 |
7.87 |
5.6% |
0.74 |
0.5% |
86% |
False |
False |
268,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.03 |
2.618 |
142.10 |
1.618 |
141.53 |
1.000 |
141.18 |
0.618 |
140.96 |
HIGH |
140.61 |
0.618 |
140.39 |
0.500 |
140.33 |
0.382 |
140.26 |
LOW |
140.04 |
0.618 |
139.69 |
1.000 |
139.47 |
1.618 |
139.12 |
2.618 |
138.55 |
4.250 |
137.62 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
140.33 |
140.71 |
PP |
140.32 |
140.57 |
S1 |
140.31 |
140.44 |
|