Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
142.64 |
142.87 |
0.23 |
0.2% |
142.32 |
High |
143.00 |
143.09 |
0.09 |
0.1% |
143.09 |
Low |
142.26 |
142.49 |
0.23 |
0.2% |
141.77 |
Close |
142.69 |
142.90 |
0.21 |
0.1% |
142.90 |
Range |
0.74 |
0.60 |
-0.14 |
-18.9% |
1.32 |
ATR |
0.74 |
0.73 |
-0.01 |
-1.3% |
0.00 |
Volume |
824,677 |
618,261 |
-206,416 |
-25.0% |
3,092,103 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.63 |
144.36 |
143.23 |
|
R3 |
144.03 |
143.76 |
143.07 |
|
R2 |
143.43 |
143.43 |
143.01 |
|
R1 |
143.16 |
143.16 |
142.96 |
143.30 |
PP |
142.83 |
142.83 |
142.83 |
142.89 |
S1 |
142.56 |
142.56 |
142.85 |
142.70 |
S2 |
142.23 |
142.23 |
142.79 |
|
S3 |
141.63 |
141.96 |
142.74 |
|
S4 |
141.03 |
141.36 |
142.57 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.55 |
146.04 |
143.63 |
|
R3 |
145.23 |
144.72 |
143.26 |
|
R2 |
143.91 |
143.91 |
143.14 |
|
R1 |
143.40 |
143.40 |
143.02 |
143.66 |
PP |
142.59 |
142.59 |
142.59 |
142.71 |
S1 |
142.08 |
142.08 |
142.78 |
142.34 |
S2 |
141.27 |
141.27 |
142.66 |
|
S3 |
139.95 |
140.76 |
142.54 |
|
S4 |
138.63 |
139.44 |
142.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.09 |
141.77 |
1.32 |
0.9% |
0.67 |
0.5% |
86% |
True |
False |
618,420 |
10 |
143.09 |
140.59 |
2.50 |
1.7% |
0.71 |
0.5% |
92% |
True |
False |
623,271 |
20 |
143.09 |
139.79 |
3.30 |
2.3% |
0.69 |
0.5% |
94% |
True |
False |
677,707 |
40 |
143.09 |
135.27 |
7.82 |
5.5% |
0.78 |
0.5% |
98% |
True |
False |
719,292 |
60 |
143.09 |
135.27 |
7.82 |
5.5% |
0.76 |
0.5% |
98% |
True |
False |
564,272 |
80 |
143.09 |
135.22 |
7.87 |
5.5% |
0.77 |
0.5% |
98% |
True |
False |
423,630 |
100 |
143.09 |
135.09 |
8.00 |
5.6% |
0.74 |
0.5% |
98% |
True |
False |
338,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.64 |
2.618 |
144.66 |
1.618 |
144.06 |
1.000 |
143.69 |
0.618 |
143.46 |
HIGH |
143.09 |
0.618 |
142.86 |
0.500 |
142.79 |
0.382 |
142.72 |
LOW |
142.49 |
0.618 |
142.12 |
1.000 |
141.89 |
1.618 |
141.52 |
2.618 |
140.92 |
4.250 |
139.94 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
142.86 |
142.83 |
PP |
142.83 |
142.75 |
S1 |
142.79 |
142.68 |
|