Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
144.01 |
143.41 |
-0.60 |
-0.4% |
143.04 |
High |
144.06 |
143.69 |
-0.37 |
-0.3% |
144.06 |
Low |
143.54 |
143.17 |
-0.37 |
-0.3% |
142.83 |
Close |
143.70 |
143.47 |
-0.23 |
-0.2% |
143.70 |
Range |
0.52 |
0.52 |
0.00 |
0.0% |
1.23 |
ATR |
0.73 |
0.72 |
-0.01 |
-2.0% |
0.00 |
Volume |
576,322 |
613,763 |
37,441 |
6.5% |
3,818,271 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.00 |
144.76 |
143.76 |
|
R3 |
144.48 |
144.24 |
143.61 |
|
R2 |
143.96 |
143.96 |
143.57 |
|
R1 |
143.72 |
143.72 |
143.52 |
143.84 |
PP |
143.44 |
143.44 |
143.44 |
143.51 |
S1 |
143.20 |
143.20 |
143.42 |
143.32 |
S2 |
142.92 |
142.92 |
143.37 |
|
S3 |
142.40 |
142.68 |
143.33 |
|
S4 |
141.88 |
142.16 |
143.18 |
|
|
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% |
0.69 |
0.5% |
52% |
False |
False |
755,292 |
10 |
144.06 |
141.92 |
2.14 |
1.5% |
0.69 |
0.5% |
72% |
False |
False |
723,081 |
20 |
144.06 |
140.04 |
4.02 |
2.8% |
0.71 |
0.5% |
85% |
False |
False |
690,305 |
40 |
144.06 |
136.32 |
7.74 |
5.4% |
0.75 |
0.5% |
92% |
False |
False |
707,284 |
60 |
144.06 |
135.27 |
8.79 |
6.1% |
0.75 |
0.5% |
93% |
False |
False |
637,606 |
80 |
144.06 |
135.22 |
8.84 |
6.2% |
0.76 |
0.5% |
93% |
False |
False |
478,980 |
100 |
144.06 |
135.22 |
8.84 |
6.2% |
0.75 |
0.5% |
93% |
False |
False |
383,262 |
120 |
144.06 |
133.03 |
11.03 |
7.7% |
0.72 |
0.5% |
95% |
False |
False |
319,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.90 |
2.618 |
145.05 |
1.618 |
144.53 |
1.000 |
144.21 |
0.618 |
144.01 |
HIGH |
143.69 |
0.618 |
143.49 |
0.500 |
143.43 |
0.382 |
143.37 |
LOW |
143.17 |
0.618 |
142.85 |
1.000 |
142.65 |
1.618 |
142.33 |
2.618 |
141.81 |
4.250 |
140.96 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
143.46 |
143.58 |
PP |
143.44 |
143.54 |
S1 |
143.43 |
143.51 |
|