Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 03-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
Open |
140.87 |
141.70 |
0.83 |
0.6% |
140.61 |
High |
141.83 |
141.82 |
-0.01 |
0.0% |
141.38 |
Low |
140.71 |
141.26 |
0.55 |
0.4% |
140.04 |
Close |
141.64 |
141.74 |
0.10 |
0.1% |
140.82 |
Range |
1.12 |
0.56 |
-0.56 |
-50.0% |
1.34 |
ATR |
0.78 |
0.76 |
-0.02 |
-2.0% |
0.00 |
Volume |
731,384 |
650,790 |
-80,594 |
-11.0% |
3,831,723 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.29 |
143.07 |
142.05 |
|
R3 |
142.73 |
142.51 |
141.89 |
|
R2 |
142.17 |
142.17 |
141.84 |
|
R1 |
141.95 |
141.95 |
141.79 |
142.06 |
PP |
141.61 |
141.61 |
141.61 |
141.66 |
S1 |
141.39 |
141.39 |
141.69 |
141.50 |
S2 |
141.05 |
141.05 |
141.64 |
|
S3 |
140.49 |
140.83 |
141.59 |
|
S4 |
139.93 |
140.27 |
141.43 |
|
|
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 |
140.20 |
1.63 |
1.1% |
0.78 |
0.6% |
94% |
False |
False |
679,282 |
10 |
141.83 |
140.04 |
1.79 |
1.3% |
0.74 |
0.5% |
95% |
False |
False |
722,977 |
20 |
141.83 |
137.60 |
4.23 |
3.0% |
0.74 |
0.5% |
98% |
False |
False |
722,827 |
40 |
141.83 |
135.27 |
6.56 |
4.6% |
0.77 |
0.5% |
99% |
False |
False |
732,450 |
60 |
141.83 |
135.22 |
6.61 |
4.7% |
0.78 |
0.5% |
99% |
False |
False |
503,955 |
80 |
141.83 |
135.22 |
6.61 |
4.7% |
0.76 |
0.5% |
99% |
False |
False |
378,219 |
100 |
141.83 |
134.18 |
7.65 |
5.4% |
0.74 |
0.5% |
99% |
False |
False |
302,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.20 |
2.618 |
143.29 |
1.618 |
142.73 |
1.000 |
142.38 |
0.618 |
142.17 |
HIGH |
141.82 |
0.618 |
141.61 |
0.500 |
141.54 |
0.382 |
141.47 |
LOW |
141.26 |
0.618 |
140.91 |
1.000 |
140.70 |
1.618 |
140.35 |
2.618 |
139.79 |
4.250 |
138.88 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
141.67 |
141.56 |
PP |
141.61 |
141.39 |
S1 |
141.54 |
141.21 |
|