Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
143.83 |
144.02 |
0.19 |
0.1% |
143.41 |
High |
144.55 |
144.39 |
-0.16 |
-0.1% |
144.55 |
Low |
143.83 |
143.63 |
-0.20 |
-0.1% |
143.03 |
Close |
143.97 |
144.23 |
0.26 |
0.2% |
144.23 |
Range |
0.72 |
0.76 |
0.04 |
5.6% |
1.52 |
ATR |
0.72 |
0.72 |
0.00 |
0.4% |
0.00 |
Volume |
931,644 |
682,285 |
-249,359 |
-26.8% |
3,783,667 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.36 |
146.06 |
144.65 |
|
R3 |
145.60 |
145.30 |
144.44 |
|
R2 |
144.84 |
144.84 |
144.37 |
|
R1 |
144.54 |
144.54 |
144.30 |
144.69 |
PP |
144.08 |
144.08 |
144.08 |
144.16 |
S1 |
143.78 |
143.78 |
144.16 |
143.93 |
S2 |
143.32 |
143.32 |
144.09 |
|
S3 |
142.56 |
143.02 |
144.02 |
|
S4 |
141.80 |
142.26 |
143.81 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.50 |
147.88 |
145.07 |
|
R3 |
146.98 |
146.36 |
144.65 |
|
R2 |
145.46 |
145.46 |
144.51 |
|
R1 |
144.84 |
144.84 |
144.37 |
145.15 |
PP |
143.94 |
143.94 |
143.94 |
144.09 |
S1 |
143.32 |
143.32 |
144.09 |
143.63 |
S2 |
142.42 |
142.42 |
143.95 |
|
S3 |
140.90 |
141.80 |
143.81 |
|
S4 |
139.38 |
140.28 |
143.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.55 |
143.03 |
1.52 |
1.1% |
0.69 |
0.5% |
79% |
False |
False |
756,733 |
10 |
144.55 |
142.83 |
1.72 |
1.2% |
0.71 |
0.5% |
81% |
False |
False |
760,193 |
20 |
144.55 |
140.59 |
3.96 |
2.7% |
0.71 |
0.5% |
92% |
False |
False |
691,732 |
40 |
144.55 |
137.12 |
7.43 |
5.2% |
0.73 |
0.5% |
96% |
False |
False |
709,041 |
60 |
144.55 |
135.27 |
9.28 |
6.4% |
0.75 |
0.5% |
97% |
False |
False |
688,317 |
80 |
144.55 |
135.22 |
9.33 |
6.5% |
0.77 |
0.5% |
97% |
False |
False |
518,544 |
100 |
144.55 |
135.22 |
9.33 |
6.5% |
0.75 |
0.5% |
97% |
False |
False |
414,960 |
120 |
144.55 |
133.50 |
11.05 |
7.7% |
0.74 |
0.5% |
97% |
False |
False |
345,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.62 |
2.618 |
146.38 |
1.618 |
145.62 |
1.000 |
145.15 |
0.618 |
144.86 |
HIGH |
144.39 |
0.618 |
144.10 |
0.500 |
144.01 |
0.382 |
143.92 |
LOW |
143.63 |
0.618 |
143.16 |
1.000 |
142.87 |
1.618 |
142.40 |
2.618 |
141.64 |
4.250 |
140.40 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
144.16 |
144.14 |
PP |
144.08 |
144.04 |
S1 |
144.01 |
143.95 |
|