Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 04-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
Open |
141.70 |
141.73 |
0.03 |
0.0% |
140.70 |
High |
141.82 |
142.13 |
0.31 |
0.2% |
142.13 |
Low |
141.26 |
141.47 |
0.21 |
0.1% |
140.59 |
Close |
141.74 |
142.08 |
0.34 |
0.2% |
142.08 |
Range |
0.56 |
0.66 |
0.10 |
17.9% |
1.54 |
ATR |
0.76 |
0.75 |
-0.01 |
-0.9% |
0.00 |
Volume |
650,790 |
544,143 |
-106,647 |
-16.4% |
2,450,245 |
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.87 |
143.64 |
142.44 |
|
R3 |
143.21 |
142.98 |
142.26 |
|
R2 |
142.55 |
142.55 |
142.20 |
|
R1 |
142.32 |
142.32 |
142.14 |
142.44 |
PP |
141.89 |
141.89 |
141.89 |
141.95 |
S1 |
141.66 |
141.66 |
142.02 |
141.78 |
S2 |
141.23 |
141.23 |
141.96 |
|
S3 |
140.57 |
141.00 |
141.90 |
|
S4 |
139.91 |
140.34 |
141.72 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.22 |
145.69 |
142.93 |
|
R3 |
144.68 |
144.15 |
142.50 |
|
R2 |
143.14 |
143.14 |
142.36 |
|
R1 |
142.61 |
142.61 |
142.22 |
142.88 |
PP |
141.60 |
141.60 |
141.60 |
141.73 |
S1 |
141.07 |
141.07 |
141.94 |
141.34 |
S2 |
140.06 |
140.06 |
141.80 |
|
S3 |
138.52 |
139.53 |
141.66 |
|
S4 |
136.98 |
137.99 |
141.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.13 |
140.59 |
1.54 |
1.1% |
0.74 |
0.5% |
97% |
True |
False |
628,122 |
10 |
142.13 |
140.04 |
2.09 |
1.5% |
0.73 |
0.5% |
98% |
True |
False |
695,684 |
20 |
142.13 |
137.80 |
4.33 |
3.0% |
0.73 |
0.5% |
99% |
True |
False |
720,789 |
40 |
142.13 |
135.27 |
6.86 |
4.8% |
0.77 |
0.5% |
99% |
True |
False |
726,892 |
60 |
142.13 |
135.22 |
6.91 |
4.9% |
0.77 |
0.5% |
99% |
True |
False |
513,012 |
80 |
142.13 |
135.22 |
6.91 |
4.9% |
0.77 |
0.5% |
99% |
True |
False |
385,020 |
100 |
142.13 |
134.50 |
7.63 |
5.4% |
0.73 |
0.5% |
99% |
True |
False |
308,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.94 |
2.618 |
143.86 |
1.618 |
143.20 |
1.000 |
142.79 |
0.618 |
142.54 |
HIGH |
142.13 |
0.618 |
141.88 |
0.500 |
141.80 |
0.382 |
141.72 |
LOW |
141.47 |
0.618 |
141.06 |
1.000 |
140.81 |
1.618 |
140.40 |
2.618 |
139.74 |
4.250 |
138.67 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
141.99 |
141.86 |
PP |
141.89 |
141.64 |
S1 |
141.80 |
141.42 |
|