Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
141.95 |
142.49 |
0.54 |
0.4% |
140.70 |
High |
142.64 |
143.03 |
0.39 |
0.3% |
142.13 |
Low |
141.92 |
142.41 |
0.49 |
0.3% |
140.59 |
Close |
142.55 |
142.65 |
0.10 |
0.1% |
142.08 |
Range |
0.72 |
0.62 |
-0.10 |
-13.9% |
1.54 |
ATR |
0.74 |
0.74 |
-0.01 |
-1.2% |
0.00 |
Volume |
637,689 |
718,150 |
80,461 |
12.6% |
2,450,245 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.56 |
144.22 |
142.99 |
|
R3 |
143.94 |
143.60 |
142.82 |
|
R2 |
143.32 |
143.32 |
142.76 |
|
R1 |
142.98 |
142.98 |
142.71 |
143.15 |
PP |
142.70 |
142.70 |
142.70 |
142.78 |
S1 |
142.36 |
142.36 |
142.59 |
142.53 |
S2 |
142.08 |
142.08 |
142.54 |
|
S3 |
141.46 |
141.74 |
142.48 |
|
S4 |
140.84 |
141.12 |
142.31 |
|
|
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 |
143.03 |
141.26 |
1.77 |
1.2% |
0.65 |
0.5% |
79% |
True |
False |
568,819 |
10 |
143.03 |
140.04 |
2.99 |
2.1% |
0.72 |
0.5% |
87% |
True |
False |
645,260 |
20 |
143.03 |
139.49 |
3.54 |
2.5% |
0.69 |
0.5% |
89% |
True |
False |
685,170 |
40 |
143.03 |
135.27 |
7.76 |
5.4% |
0.79 |
0.6% |
95% |
True |
False |
710,358 |
60 |
143.03 |
135.27 |
7.76 |
5.4% |
0.76 |
0.5% |
95% |
True |
False |
540,387 |
80 |
143.03 |
135.22 |
7.81 |
5.5% |
0.76 |
0.5% |
95% |
True |
False |
405,602 |
100 |
143.03 |
135.09 |
7.94 |
5.6% |
0.73 |
0.5% |
95% |
True |
False |
324,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.67 |
2.618 |
144.65 |
1.618 |
144.03 |
1.000 |
143.65 |
0.618 |
143.41 |
HIGH |
143.03 |
0.618 |
142.79 |
0.500 |
142.72 |
0.382 |
142.65 |
LOW |
142.41 |
0.618 |
142.03 |
1.000 |
141.79 |
1.618 |
141.41 |
2.618 |
140.79 |
4.250 |
139.78 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
142.72 |
142.57 |
PP |
142.70 |
142.48 |
S1 |
142.67 |
142.40 |
|