Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 02-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
Open |
140.70 |
140.87 |
0.17 |
0.1% |
140.61 |
High |
141.21 |
141.83 |
0.62 |
0.4% |
141.38 |
Low |
140.59 |
140.71 |
0.12 |
0.1% |
140.04 |
Close |
141.08 |
141.64 |
0.56 |
0.4% |
140.82 |
Range |
0.62 |
1.12 |
0.50 |
80.6% |
1.34 |
ATR |
0.75 |
0.78 |
0.03 |
3.5% |
0.00 |
Volume |
523,928 |
731,384 |
207,456 |
39.6% |
3,831,723 |
|
Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.75 |
144.32 |
142.26 |
|
R3 |
143.63 |
143.20 |
141.95 |
|
R2 |
142.51 |
142.51 |
141.85 |
|
R1 |
142.08 |
142.08 |
141.74 |
142.30 |
PP |
141.39 |
141.39 |
141.39 |
141.50 |
S1 |
140.96 |
140.96 |
141.54 |
141.18 |
S2 |
140.27 |
140.27 |
141.43 |
|
S3 |
139.15 |
139.84 |
141.33 |
|
S4 |
138.03 |
138.72 |
141.02 |
|
|
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 |
141.83 |
140.04 |
1.79 |
1.3% |
0.79 |
0.6% |
89% |
True |
False |
721,700 |
10 |
141.83 |
139.82 |
2.01 |
1.4% |
0.75 |
0.5% |
91% |
True |
False |
732,450 |
20 |
141.83 |
137.60 |
4.23 |
3.0% |
0.76 |
0.5% |
96% |
True |
False |
724,499 |
40 |
141.83 |
135.27 |
6.56 |
4.6% |
0.77 |
0.5% |
97% |
True |
False |
727,491 |
60 |
141.83 |
135.22 |
6.61 |
4.7% |
0.78 |
0.6% |
97% |
True |
False |
493,148 |
80 |
141.83 |
135.22 |
6.61 |
4.7% |
0.76 |
0.5% |
97% |
True |
False |
370,085 |
100 |
141.83 |
133.50 |
8.33 |
5.9% |
0.75 |
0.5% |
98% |
True |
False |
296,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.59 |
2.618 |
144.76 |
1.618 |
143.64 |
1.000 |
142.95 |
0.618 |
142.52 |
HIGH |
141.83 |
0.618 |
141.40 |
0.500 |
141.27 |
0.382 |
141.14 |
LOW |
140.71 |
0.618 |
140.02 |
1.000 |
139.59 |
1.618 |
138.90 |
2.618 |
137.78 |
4.250 |
135.95 |
|
|
Fisher Pivots for day following 02-May-2012 |
Pivot |
1 day |
3 day |
R1 |
141.52 |
141.50 |
PP |
141.39 |
141.35 |
S1 |
141.27 |
141.21 |
|