Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
142.49 |
142.64 |
0.15 |
0.1% |
140.70 |
High |
143.03 |
143.00 |
-0.03 |
0.0% |
142.13 |
Low |
142.41 |
142.26 |
-0.15 |
-0.1% |
140.59 |
Close |
142.65 |
142.69 |
0.04 |
0.0% |
142.08 |
Range |
0.62 |
0.74 |
0.12 |
19.4% |
1.54 |
ATR |
0.74 |
0.74 |
0.00 |
0.0% |
0.00 |
Volume |
718,150 |
824,677 |
106,527 |
14.8% |
2,450,245 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.87 |
144.52 |
143.10 |
|
R3 |
144.13 |
143.78 |
142.89 |
|
R2 |
143.39 |
143.39 |
142.83 |
|
R1 |
143.04 |
143.04 |
142.76 |
143.22 |
PP |
142.65 |
142.65 |
142.65 |
142.74 |
S1 |
142.30 |
142.30 |
142.62 |
142.48 |
S2 |
141.91 |
141.91 |
142.55 |
|
S3 |
141.17 |
141.56 |
142.49 |
|
S4 |
140.43 |
140.82 |
142.28 |
|
|
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 |
141.47 |
1.56 |
1.1% |
0.68 |
0.5% |
78% |
False |
False |
603,597 |
10 |
143.03 |
140.20 |
2.83 |
2.0% |
0.73 |
0.5% |
88% |
False |
False |
641,439 |
20 |
143.03 |
139.49 |
3.54 |
2.5% |
0.68 |
0.5% |
90% |
False |
False |
684,052 |
40 |
143.03 |
135.27 |
7.76 |
5.4% |
0.79 |
0.6% |
96% |
False |
False |
720,218 |
60 |
143.03 |
135.27 |
7.76 |
5.4% |
0.76 |
0.5% |
96% |
False |
False |
554,015 |
80 |
143.03 |
135.22 |
7.81 |
5.5% |
0.77 |
0.5% |
96% |
False |
False |
415,910 |
100 |
143.03 |
135.09 |
7.94 |
5.6% |
0.74 |
0.5% |
96% |
False |
False |
332,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.15 |
2.618 |
144.94 |
1.618 |
144.20 |
1.000 |
143.74 |
0.618 |
143.46 |
HIGH |
143.00 |
0.618 |
142.72 |
0.500 |
142.63 |
0.382 |
142.54 |
LOW |
142.26 |
0.618 |
141.80 |
1.000 |
141.52 |
1.618 |
141.06 |
2.618 |
140.32 |
4.250 |
139.12 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
142.67 |
142.62 |
PP |
142.65 |
142.55 |
S1 |
142.63 |
142.48 |
|