Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
143.35 |
143.57 |
0.22 |
0.2% |
143.04 |
High |
143.55 |
144.28 |
0.73 |
0.5% |
144.06 |
Low |
143.03 |
143.35 |
0.32 |
0.2% |
142.83 |
Close |
143.48 |
143.90 |
0.42 |
0.3% |
143.70 |
Range |
0.52 |
0.93 |
0.41 |
78.8% |
1.23 |
ATR |
0.70 |
0.72 |
0.02 |
2.3% |
0.00 |
Volume |
698,868 |
857,107 |
158,239 |
22.6% |
3,818,271 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.63 |
146.20 |
144.41 |
|
R3 |
145.70 |
145.27 |
144.16 |
|
R2 |
144.77 |
144.77 |
144.07 |
|
R1 |
144.34 |
144.34 |
143.99 |
144.56 |
PP |
143.84 |
143.84 |
143.84 |
143.95 |
S1 |
143.41 |
143.41 |
143.81 |
143.63 |
S2 |
142.91 |
142.91 |
143.73 |
|
S3 |
141.98 |
142.48 |
143.64 |
|
S4 |
141.05 |
141.55 |
143.39 |
|
|
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 |
144.28 |
143.03 |
1.25 |
0.9% |
0.68 |
0.5% |
70% |
True |
False |
685,364 |
10 |
144.28 |
142.26 |
2.02 |
1.4% |
0.70 |
0.5% |
81% |
True |
False |
743,094 |
20 |
144.28 |
140.04 |
4.24 |
2.9% |
0.71 |
0.5% |
91% |
True |
False |
694,177 |
40 |
144.28 |
136.59 |
7.69 |
5.3% |
0.74 |
0.5% |
95% |
True |
False |
703,922 |
60 |
144.28 |
135.27 |
9.01 |
6.3% |
0.76 |
0.5% |
96% |
True |
False |
662,601 |
80 |
144.28 |
135.22 |
9.06 |
6.3% |
0.76 |
0.5% |
96% |
True |
False |
498,425 |
100 |
144.28 |
135.22 |
9.06 |
6.3% |
0.75 |
0.5% |
96% |
True |
False |
398,821 |
120 |
144.28 |
133.50 |
10.78 |
7.5% |
0.73 |
0.5% |
96% |
True |
False |
332,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.23 |
2.618 |
146.71 |
1.618 |
145.78 |
1.000 |
145.21 |
0.618 |
144.85 |
HIGH |
144.28 |
0.618 |
143.92 |
0.500 |
143.82 |
0.382 |
143.71 |
LOW |
143.35 |
0.618 |
142.78 |
1.000 |
142.42 |
1.618 |
141.85 |
2.618 |
140.92 |
4.250 |
139.40 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
143.87 |
143.82 |
PP |
143.84 |
143.74 |
S1 |
143.82 |
143.66 |
|