Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
143.41 |
143.35 |
-0.06 |
0.0% |
143.04 |
High |
143.69 |
143.55 |
-0.14 |
-0.1% |
144.06 |
Low |
143.17 |
143.03 |
-0.14 |
-0.1% |
142.83 |
Close |
143.47 |
143.48 |
0.01 |
0.0% |
143.70 |
Range |
0.52 |
0.52 |
0.00 |
0.0% |
1.23 |
ATR |
0.72 |
0.70 |
-0.01 |
-2.0% |
0.00 |
Volume |
613,763 |
698,868 |
85,105 |
13.9% |
3,818,271 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.91 |
144.72 |
143.77 |
|
R3 |
144.39 |
144.20 |
143.62 |
|
R2 |
143.87 |
143.87 |
143.58 |
|
R1 |
143.68 |
143.68 |
143.53 |
143.78 |
PP |
143.35 |
143.35 |
143.35 |
143.40 |
S1 |
143.16 |
143.16 |
143.43 |
143.26 |
S2 |
142.83 |
142.83 |
143.38 |
|
S3 |
142.31 |
142.64 |
143.34 |
|
S4 |
141.79 |
142.12 |
143.19 |
|
|
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% |
0.67 |
0.5% |
53% |
False |
False |
719,522 |
10 |
144.06 |
142.26 |
1.80 |
1.3% |
0.67 |
0.5% |
68% |
False |
False |
729,199 |
20 |
144.06 |
140.04 |
4.02 |
2.8% |
0.70 |
0.5% |
86% |
False |
False |
692,895 |
40 |
144.06 |
136.59 |
7.47 |
5.2% |
0.73 |
0.5% |
92% |
False |
False |
702,325 |
60 |
144.06 |
135.27 |
8.79 |
6.1% |
0.75 |
0.5% |
93% |
False |
False |
648,806 |
80 |
144.06 |
135.22 |
8.84 |
6.2% |
0.76 |
0.5% |
93% |
False |
False |
487,714 |
100 |
144.06 |
135.22 |
8.84 |
6.2% |
0.75 |
0.5% |
93% |
False |
False |
390,250 |
120 |
144.06 |
133.50 |
10.56 |
7.4% |
0.72 |
0.5% |
95% |
False |
False |
325,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.76 |
2.618 |
144.91 |
1.618 |
144.39 |
1.000 |
144.07 |
0.618 |
143.87 |
HIGH |
143.55 |
0.618 |
143.35 |
0.500 |
143.29 |
0.382 |
143.23 |
LOW |
143.03 |
0.618 |
142.71 |
1.000 |
142.51 |
1.618 |
142.19 |
2.618 |
141.67 |
4.250 |
140.82 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
143.42 |
143.55 |
PP |
143.35 |
143.52 |
S1 |
143.29 |
143.50 |
|