Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
145.34 |
145.89 |
0.55 |
0.4% |
144.22 |
High |
146.08 |
146.89 |
0.81 |
0.6% |
146.89 |
Low |
144.97 |
145.84 |
0.87 |
0.6% |
144.02 |
Close |
145.92 |
146.44 |
0.52 |
0.4% |
146.44 |
Range |
1.11 |
1.05 |
-0.06 |
-5.4% |
2.87 |
ATR |
0.79 |
0.81 |
0.02 |
2.4% |
0.00 |
Volume |
1,146,181 |
1,384,264 |
238,083 |
20.8% |
4,466,798 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.54 |
149.04 |
147.02 |
|
R3 |
148.49 |
147.99 |
146.73 |
|
R2 |
147.44 |
147.44 |
146.63 |
|
R1 |
146.94 |
146.94 |
146.54 |
147.19 |
PP |
146.39 |
146.39 |
146.39 |
146.52 |
S1 |
145.89 |
145.89 |
146.34 |
146.14 |
S2 |
145.34 |
145.34 |
146.25 |
|
S3 |
144.29 |
144.84 |
146.15 |
|
S4 |
143.24 |
143.79 |
145.86 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.39 |
153.29 |
148.02 |
|
R3 |
151.52 |
150.42 |
147.23 |
|
R2 |
148.65 |
148.65 |
146.97 |
|
R1 |
147.55 |
147.55 |
146.70 |
148.10 |
PP |
145.78 |
145.78 |
145.78 |
146.06 |
S1 |
144.68 |
144.68 |
146.18 |
145.23 |
S2 |
142.91 |
142.91 |
145.91 |
|
S3 |
140.04 |
141.81 |
145.65 |
|
S4 |
137.17 |
138.94 |
144.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.89 |
143.63 |
3.26 |
2.2% |
0.94 |
0.6% |
86% |
True |
False |
1,029,816 |
10 |
146.89 |
143.03 |
3.86 |
2.6% |
0.79 |
0.5% |
88% |
True |
False |
882,678 |
20 |
146.89 |
141.47 |
5.42 |
3.7% |
0.76 |
0.5% |
92% |
True |
False |
785,249 |
40 |
146.89 |
137.60 |
9.29 |
6.3% |
0.75 |
0.5% |
95% |
True |
False |
754,038 |
60 |
146.89 |
135.27 |
11.62 |
7.9% |
0.77 |
0.5% |
96% |
True |
False |
750,050 |
80 |
146.89 |
135.22 |
11.67 |
8.0% |
0.77 |
0.5% |
96% |
True |
False |
574,278 |
100 |
146.89 |
135.22 |
11.67 |
8.0% |
0.76 |
0.5% |
96% |
True |
False |
459,625 |
120 |
146.89 |
134.18 |
12.71 |
8.7% |
0.74 |
0.5% |
96% |
True |
False |
383,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.35 |
2.618 |
149.64 |
1.618 |
148.59 |
1.000 |
147.94 |
0.618 |
147.54 |
HIGH |
146.89 |
0.618 |
146.49 |
0.500 |
146.37 |
0.382 |
146.24 |
LOW |
145.84 |
0.618 |
145.19 |
1.000 |
144.79 |
1.618 |
144.14 |
2.618 |
143.09 |
4.250 |
141.38 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
146.42 |
146.15 |
PP |
146.39 |
145.86 |
S1 |
146.37 |
145.57 |
|