Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
142.32 |
141.95 |
-0.37 |
-0.3% |
140.70 |
High |
142.44 |
142.64 |
0.20 |
0.1% |
142.13 |
Low |
141.77 |
141.92 |
0.15 |
0.1% |
140.59 |
Close |
141.92 |
142.55 |
0.63 |
0.4% |
142.08 |
Range |
0.67 |
0.72 |
0.05 |
7.5% |
1.54 |
ATR |
0.75 |
0.74 |
0.00 |
-0.3% |
0.00 |
Volume |
293,326 |
637,689 |
344,363 |
117.4% |
2,450,245 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.53 |
144.26 |
142.95 |
|
R3 |
143.81 |
143.54 |
142.75 |
|
R2 |
143.09 |
143.09 |
142.68 |
|
R1 |
142.82 |
142.82 |
142.62 |
142.96 |
PP |
142.37 |
142.37 |
142.37 |
142.44 |
S1 |
142.10 |
142.10 |
142.48 |
142.24 |
S2 |
141.65 |
141.65 |
142.42 |
|
S3 |
140.93 |
141.38 |
142.35 |
|
S4 |
140.21 |
140.66 |
142.15 |
|
|
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 |
142.64 |
140.71 |
1.93 |
1.4% |
0.75 |
0.5% |
95% |
True |
False |
571,466 |
10 |
142.64 |
140.04 |
2.60 |
1.8% |
0.72 |
0.5% |
97% |
True |
False |
656,591 |
20 |
142.64 |
139.45 |
3.19 |
2.2% |
0.70 |
0.5% |
97% |
True |
False |
688,888 |
40 |
142.64 |
135.27 |
7.37 |
5.2% |
0.78 |
0.5% |
99% |
True |
False |
704,697 |
60 |
142.64 |
135.27 |
7.37 |
5.2% |
0.77 |
0.5% |
99% |
True |
False |
528,440 |
80 |
142.64 |
135.22 |
7.42 |
5.2% |
0.77 |
0.5% |
99% |
True |
False |
396,629 |
100 |
142.64 |
135.09 |
7.55 |
5.3% |
0.73 |
0.5% |
99% |
True |
False |
317,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.70 |
2.618 |
144.52 |
1.618 |
143.80 |
1.000 |
143.36 |
0.618 |
143.08 |
HIGH |
142.64 |
0.618 |
142.36 |
0.500 |
142.28 |
0.382 |
142.20 |
LOW |
141.92 |
0.618 |
141.48 |
1.000 |
141.20 |
1.618 |
140.76 |
2.618 |
140.04 |
4.250 |
138.86 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
142.46 |
142.39 |
PP |
142.37 |
142.22 |
S1 |
142.28 |
142.06 |
|