Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
141.22 |
140.70 |
-0.52 |
-0.4% |
140.61 |
High |
141.38 |
141.21 |
-0.17 |
-0.1% |
141.38 |
Low |
140.63 |
140.59 |
-0.04 |
0.0% |
140.04 |
Close |
140.82 |
141.08 |
0.26 |
0.2% |
140.82 |
Range |
0.75 |
0.62 |
-0.13 |
-17.3% |
1.34 |
ATR |
0.76 |
0.75 |
-0.01 |
-1.3% |
0.00 |
Volume |
690,365 |
523,928 |
-166,437 |
-24.1% |
3,831,723 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.82 |
142.57 |
141.42 |
|
R3 |
142.20 |
141.95 |
141.25 |
|
R2 |
141.58 |
141.58 |
141.19 |
|
R1 |
141.33 |
141.33 |
141.14 |
141.46 |
PP |
140.96 |
140.96 |
140.96 |
141.02 |
S1 |
140.71 |
140.71 |
141.02 |
140.84 |
S2 |
140.34 |
140.34 |
140.97 |
|
S3 |
139.72 |
140.09 |
140.91 |
|
S4 |
139.10 |
139.47 |
140.74 |
|
|
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 |
0.9% |
0.70 |
0.5% |
78% |
False |
False |
741,717 |
10 |
141.38 |
139.82 |
1.56 |
1.1% |
0.69 |
0.5% |
81% |
False |
False |
726,567 |
20 |
141.38 |
137.60 |
3.78 |
2.7% |
0.73 |
0.5% |
92% |
False |
False |
719,077 |
40 |
141.38 |
135.27 |
6.11 |
4.3% |
0.76 |
0.5% |
95% |
False |
False |
713,626 |
60 |
141.38 |
135.22 |
6.16 |
4.4% |
0.78 |
0.6% |
95% |
False |
False |
480,987 |
80 |
141.38 |
135.22 |
6.16 |
4.4% |
0.76 |
0.5% |
95% |
False |
False |
360,944 |
100 |
141.38 |
133.50 |
7.88 |
5.6% |
0.75 |
0.5% |
96% |
False |
False |
288,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.85 |
2.618 |
142.83 |
1.618 |
142.21 |
1.000 |
141.83 |
0.618 |
141.59 |
HIGH |
141.21 |
0.618 |
140.97 |
0.500 |
140.90 |
0.382 |
140.83 |
LOW |
140.59 |
0.618 |
140.21 |
1.000 |
139.97 |
1.618 |
139.59 |
2.618 |
138.97 |
4.250 |
137.96 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
141.02 |
140.98 |
PP |
140.96 |
140.89 |
S1 |
140.90 |
140.79 |
|