Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 07-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
Open |
141.73 |
142.32 |
0.59 |
0.4% |
140.70 |
High |
142.13 |
142.44 |
0.31 |
0.2% |
142.13 |
Low |
141.47 |
141.77 |
0.30 |
0.2% |
140.59 |
Close |
142.08 |
141.92 |
-0.16 |
-0.1% |
142.08 |
Range |
0.66 |
0.67 |
0.01 |
1.5% |
1.54 |
ATR |
0.75 |
0.75 |
-0.01 |
-0.8% |
0.00 |
Volume |
544,143 |
293,326 |
-250,817 |
-46.1% |
2,450,245 |
|
Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.05 |
143.66 |
142.29 |
|
R3 |
143.38 |
142.99 |
142.10 |
|
R2 |
142.71 |
142.71 |
142.04 |
|
R1 |
142.32 |
142.32 |
141.98 |
142.18 |
PP |
142.04 |
142.04 |
142.04 |
141.98 |
S1 |
141.65 |
141.65 |
141.86 |
141.51 |
S2 |
141.37 |
141.37 |
141.80 |
|
S3 |
140.70 |
140.98 |
141.74 |
|
S4 |
140.03 |
140.31 |
141.55 |
|
|
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 |
142.44 |
140.59 |
1.85 |
1.3% |
0.73 |
0.5% |
72% |
True |
False |
548,714 |
10 |
142.44 |
140.04 |
2.40 |
1.7% |
0.73 |
0.5% |
78% |
True |
False |
657,529 |
20 |
142.44 |
138.37 |
4.07 |
2.9% |
0.72 |
0.5% |
87% |
True |
False |
694,409 |
40 |
142.44 |
135.27 |
7.17 |
5.1% |
0.78 |
0.5% |
93% |
True |
False |
708,304 |
60 |
142.44 |
135.22 |
7.22 |
5.1% |
0.77 |
0.5% |
93% |
True |
False |
517,838 |
80 |
142.44 |
135.22 |
7.22 |
5.1% |
0.76 |
0.5% |
93% |
True |
False |
388,685 |
100 |
142.44 |
135.09 |
7.35 |
5.2% |
0.73 |
0.5% |
93% |
True |
False |
310,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.29 |
2.618 |
144.19 |
1.618 |
143.52 |
1.000 |
143.11 |
0.618 |
142.85 |
HIGH |
142.44 |
0.618 |
142.18 |
0.500 |
142.11 |
0.382 |
142.03 |
LOW |
141.77 |
0.618 |
141.36 |
1.000 |
141.10 |
1.618 |
140.69 |
2.618 |
140.02 |
4.250 |
138.92 |
|
|
Fisher Pivots for day following 07-May-2012 |
Pivot |
1 day |
3 day |
R1 |
142.11 |
141.90 |
PP |
142.04 |
141.87 |
S1 |
141.98 |
141.85 |
|