Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 04-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
145.89 |
146.31 |
0.42 |
0.3% |
144.22 |
High |
146.89 |
146.33 |
-0.56 |
-0.4% |
146.89 |
Low |
145.84 |
145.63 |
-0.21 |
-0.1% |
144.02 |
Close |
146.44 |
145.78 |
-0.66 |
-0.5% |
146.44 |
Range |
1.05 |
0.70 |
-0.35 |
-33.3% |
2.87 |
ATR |
0.81 |
0.81 |
0.00 |
0.0% |
0.00 |
Volume |
1,384,264 |
754,520 |
-629,744 |
-45.5% |
4,466,798 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.01 |
147.60 |
146.17 |
|
R3 |
147.31 |
146.90 |
145.97 |
|
R2 |
146.61 |
146.61 |
145.91 |
|
R1 |
146.20 |
146.20 |
145.84 |
146.06 |
PP |
145.91 |
145.91 |
145.91 |
145.84 |
S1 |
145.50 |
145.50 |
145.72 |
145.36 |
S2 |
145.21 |
145.21 |
145.65 |
|
S3 |
144.51 |
144.80 |
145.59 |
|
S4 |
143.81 |
144.10 |
145.40 |
|
|
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 |
144.02 |
2.87 |
2.0% |
0.93 |
0.6% |
61% |
False |
False |
1,044,263 |
10 |
146.89 |
143.03 |
3.86 |
2.6% |
0.81 |
0.6% |
71% |
False |
False |
900,498 |
20 |
146.89 |
141.77 |
5.12 |
3.5% |
0.76 |
0.5% |
78% |
False |
False |
795,767 |
40 |
146.89 |
137.80 |
9.09 |
6.2% |
0.74 |
0.5% |
88% |
False |
False |
758,278 |
60 |
146.89 |
135.27 |
11.62 |
8.0% |
0.77 |
0.5% |
90% |
False |
False |
749,851 |
80 |
146.89 |
135.22 |
11.67 |
8.0% |
0.77 |
0.5% |
90% |
False |
False |
583,701 |
100 |
146.89 |
135.22 |
11.67 |
8.0% |
0.76 |
0.5% |
90% |
False |
False |
467,170 |
120 |
146.89 |
134.50 |
12.39 |
8.5% |
0.74 |
0.5% |
91% |
False |
False |
389,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.31 |
2.618 |
148.16 |
1.618 |
147.46 |
1.000 |
147.03 |
0.618 |
146.76 |
HIGH |
146.33 |
0.618 |
146.06 |
0.500 |
145.98 |
0.382 |
145.90 |
LOW |
145.63 |
0.618 |
145.20 |
1.000 |
144.93 |
1.618 |
144.50 |
2.618 |
143.80 |
4.250 |
142.66 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
145.98 |
145.93 |
PP |
145.91 |
145.88 |
S1 |
145.85 |
145.83 |
|