Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 07-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
145.50 |
144.58 |
-0.92 |
-0.6% |
144.22 |
High |
145.72 |
144.68 |
-1.04 |
-0.7% |
146.89 |
Low |
144.31 |
143.90 |
-0.41 |
-0.3% |
144.02 |
Close |
144.67 |
144.22 |
-0.45 |
-0.3% |
146.44 |
Range |
1.41 |
0.78 |
-0.63 |
-44.7% |
2.87 |
ATR |
0.85 |
0.84 |
0.00 |
-0.6% |
0.00 |
Volume |
579,565 |
32,140 |
-547,425 |
-94.5% |
4,466,798 |
|
Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.61 |
146.19 |
144.65 |
|
R3 |
145.83 |
145.41 |
144.43 |
|
R2 |
145.05 |
145.05 |
144.36 |
|
R1 |
144.63 |
144.63 |
144.29 |
144.45 |
PP |
144.27 |
144.27 |
144.27 |
144.18 |
S1 |
143.85 |
143.85 |
144.15 |
143.67 |
S2 |
143.49 |
143.49 |
144.08 |
|
S3 |
142.71 |
143.07 |
144.01 |
|
S4 |
141.93 |
142.29 |
143.79 |
|
|
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 |
143.90 |
2.99 |
2.1% |
0.94 |
0.7% |
11% |
False |
True |
739,116 |
10 |
146.89 |
143.63 |
3.26 |
2.3% |
0.91 |
0.6% |
18% |
False |
False |
839,204 |
20 |
146.89 |
142.26 |
4.63 |
3.2% |
0.80 |
0.6% |
42% |
False |
False |
791,149 |
40 |
146.89 |
139.49 |
7.40 |
5.1% |
0.74 |
0.5% |
64% |
False |
False |
738,160 |
60 |
146.89 |
135.27 |
11.62 |
8.1% |
0.79 |
0.5% |
77% |
False |
False |
737,288 |
80 |
146.89 |
135.27 |
11.62 |
8.1% |
0.77 |
0.5% |
77% |
False |
False |
603,077 |
100 |
146.89 |
135.22 |
11.67 |
8.1% |
0.77 |
0.5% |
77% |
False |
False |
482,712 |
120 |
146.89 |
135.09 |
11.80 |
8.2% |
0.74 |
0.5% |
77% |
False |
False |
402,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.00 |
2.618 |
146.72 |
1.618 |
145.94 |
1.000 |
145.46 |
0.618 |
145.16 |
HIGH |
144.68 |
0.618 |
144.38 |
0.500 |
144.29 |
0.382 |
144.20 |
LOW |
143.90 |
0.618 |
143.42 |
1.000 |
143.12 |
1.618 |
142.64 |
2.618 |
141.86 |
4.250 |
140.59 |
|
|
Fisher Pivots for day following 07-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
144.29 |
145.12 |
PP |
144.27 |
144.82 |
S1 |
144.24 |
144.52 |
|