Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
140.34 |
141.22 |
0.88 |
0.6% |
140.61 |
High |
141.07 |
141.38 |
0.31 |
0.2% |
141.38 |
Low |
140.20 |
140.63 |
0.43 |
0.3% |
140.04 |
Close |
140.81 |
140.82 |
0.01 |
0.0% |
140.82 |
Range |
0.87 |
0.75 |
-0.12 |
-13.8% |
1.34 |
ATR |
0.76 |
0.76 |
0.00 |
-0.1% |
0.00 |
Volume |
799,945 |
690,365 |
-109,580 |
-13.7% |
3,831,723 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.19 |
142.76 |
141.23 |
|
R3 |
142.44 |
142.01 |
141.03 |
|
R2 |
141.69 |
141.69 |
140.96 |
|
R1 |
141.26 |
141.26 |
140.89 |
141.10 |
PP |
140.94 |
140.94 |
140.94 |
140.87 |
S1 |
140.51 |
140.51 |
140.75 |
140.35 |
S2 |
140.19 |
140.19 |
140.68 |
|
S3 |
139.44 |
139.76 |
140.61 |
|
S4 |
138.69 |
139.01 |
140.41 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.77 |
144.13 |
141.56 |
|
R3 |
143.43 |
142.79 |
141.19 |
|
R2 |
142.09 |
142.09 |
141.07 |
|
R1 |
141.45 |
141.45 |
140.94 |
141.77 |
PP |
140.75 |
140.75 |
140.75 |
140.91 |
S1 |
140.11 |
140.11 |
140.70 |
140.43 |
S2 |
139.41 |
139.41 |
140.57 |
|
S3 |
138.07 |
138.77 |
140.45 |
|
S4 |
136.73 |
137.43 |
140.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.38 |
140.04 |
1.34 |
1.0% |
0.74 |
0.5% |
58% |
True |
False |
766,344 |
10 |
141.38 |
139.82 |
1.56 |
1.1% |
0.68 |
0.5% |
64% |
True |
False |
736,185 |
20 |
141.38 |
137.60 |
3.78 |
2.7% |
0.73 |
0.5% |
85% |
True |
False |
726,227 |
40 |
141.38 |
135.27 |
6.11 |
4.3% |
0.77 |
0.5% |
91% |
True |
False |
702,912 |
60 |
141.38 |
135.22 |
6.16 |
4.4% |
0.79 |
0.6% |
91% |
True |
False |
472,280 |
80 |
141.38 |
135.22 |
6.16 |
4.4% |
0.76 |
0.5% |
91% |
True |
False |
354,396 |
100 |
141.38 |
133.50 |
7.88 |
5.6% |
0.75 |
0.5% |
93% |
True |
False |
283,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.57 |
2.618 |
143.34 |
1.618 |
142.59 |
1.000 |
142.13 |
0.618 |
141.84 |
HIGH |
141.38 |
0.618 |
141.09 |
0.500 |
141.01 |
0.382 |
140.92 |
LOW |
140.63 |
0.618 |
140.17 |
1.000 |
139.88 |
1.618 |
139.42 |
2.618 |
138.67 |
4.250 |
137.44 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
141.01 |
140.78 |
PP |
140.94 |
140.75 |
S1 |
140.88 |
140.71 |
|