Euro Bund Future June 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
143.18 |
144.01 |
0.83 |
0.6% |
143.04 |
| High |
144.03 |
144.06 |
0.03 |
0.0% |
144.06 |
| Low |
143.10 |
143.54 |
0.44 |
0.3% |
142.83 |
| Close |
143.67 |
143.70 |
0.03 |
0.0% |
143.70 |
| Range |
0.93 |
0.52 |
-0.41 |
-44.1% |
1.23 |
| ATR |
0.75 |
0.73 |
-0.02 |
-2.2% |
0.00 |
| Volume |
680,763 |
576,322 |
-104,441 |
-15.3% |
3,818,271 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.33 |
145.03 |
143.99 |
|
| R3 |
144.81 |
144.51 |
143.84 |
|
| R2 |
144.29 |
144.29 |
143.80 |
|
| R1 |
143.99 |
143.99 |
143.75 |
143.88 |
| PP |
143.77 |
143.77 |
143.77 |
143.71 |
| S1 |
143.47 |
143.47 |
143.65 |
143.36 |
| S2 |
143.25 |
143.25 |
143.60 |
|
| S3 |
142.73 |
142.95 |
143.56 |
|
| S4 |
142.21 |
142.43 |
143.41 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.22 |
146.69 |
144.38 |
|
| R3 |
145.99 |
145.46 |
144.04 |
|
| R2 |
144.76 |
144.76 |
143.93 |
|
| R1 |
144.23 |
144.23 |
143.81 |
144.50 |
| PP |
143.53 |
143.53 |
143.53 |
143.66 |
| S1 |
143.00 |
143.00 |
143.59 |
143.27 |
| S2 |
142.30 |
142.30 |
143.47 |
|
| S3 |
141.07 |
141.77 |
143.36 |
|
| S4 |
139.84 |
140.54 |
143.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.06 |
142.83 |
1.23 |
0.9% |
0.74 |
0.5% |
71% |
True |
False |
763,654 |
| 10 |
144.06 |
141.77 |
2.29 |
1.6% |
0.70 |
0.5% |
84% |
True |
False |
691,037 |
| 20 |
144.06 |
140.04 |
4.02 |
2.8% |
0.72 |
0.5% |
91% |
True |
False |
693,360 |
| 40 |
144.06 |
135.30 |
8.76 |
6.1% |
0.76 |
0.5% |
96% |
True |
False |
713,893 |
| 60 |
144.06 |
135.27 |
8.79 |
6.1% |
0.76 |
0.5% |
96% |
True |
False |
627,423 |
| 80 |
144.06 |
135.22 |
8.84 |
6.2% |
0.77 |
0.5% |
96% |
True |
False |
471,311 |
| 100 |
144.06 |
135.22 |
8.84 |
6.2% |
0.74 |
0.5% |
96% |
True |
False |
377,124 |
| 120 |
144.06 |
133.03 |
11.03 |
7.7% |
0.72 |
0.5% |
97% |
True |
False |
314,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.27 |
|
2.618 |
145.42 |
|
1.618 |
144.90 |
|
1.000 |
144.58 |
|
0.618 |
144.38 |
|
HIGH |
144.06 |
|
0.618 |
143.86 |
|
0.500 |
143.80 |
|
0.382 |
143.74 |
|
LOW |
143.54 |
|
0.618 |
143.22 |
|
1.000 |
143.02 |
|
1.618 |
142.70 |
|
2.618 |
142.18 |
|
4.250 |
141.33 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.80 |
143.62 |
| PP |
143.77 |
143.53 |
| S1 |
143.73 |
143.45 |
|