Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
139.31 |
139.81 |
0.50 |
0.4% |
138.98 |
| High |
140.02 |
139.84 |
-0.18 |
-0.1% |
139.50 |
| Low |
139.31 |
139.18 |
-0.13 |
-0.1% |
138.48 |
| Close |
139.96 |
139.30 |
-0.66 |
-0.5% |
139.05 |
| Range |
0.71 |
0.66 |
-0.05 |
-7.0% |
1.02 |
| ATR |
0.66 |
0.66 |
0.01 |
1.4% |
0.00 |
| Volume |
202 |
103 |
-99 |
-49.0% |
4,642 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.42 |
141.02 |
139.66 |
|
| R3 |
140.76 |
140.36 |
139.48 |
|
| R2 |
140.10 |
140.10 |
139.42 |
|
| R1 |
139.70 |
139.70 |
139.36 |
139.57 |
| PP |
139.44 |
139.44 |
139.44 |
139.38 |
| S1 |
139.04 |
139.04 |
139.24 |
138.91 |
| S2 |
138.78 |
138.78 |
139.18 |
|
| S3 |
138.12 |
138.38 |
139.12 |
|
| S4 |
137.46 |
137.72 |
138.94 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.07 |
141.58 |
139.61 |
|
| R3 |
141.05 |
140.56 |
139.33 |
|
| R2 |
140.03 |
140.03 |
139.24 |
|
| R1 |
139.54 |
139.54 |
139.14 |
139.79 |
| PP |
139.01 |
139.01 |
139.01 |
139.13 |
| S1 |
138.52 |
138.52 |
138.96 |
138.77 |
| S2 |
137.99 |
137.99 |
138.86 |
|
| S3 |
136.97 |
137.50 |
138.77 |
|
| S4 |
135.95 |
136.48 |
138.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.02 |
138.53 |
1.49 |
1.1% |
0.63 |
0.5% |
52% |
False |
False |
691 |
| 10 |
140.02 |
138.28 |
1.74 |
1.2% |
0.52 |
0.4% |
59% |
False |
False |
521 |
| 20 |
140.02 |
135.28 |
4.74 |
3.4% |
0.64 |
0.5% |
85% |
False |
False |
454 |
| 40 |
140.02 |
133.95 |
6.07 |
4.4% |
0.47 |
0.3% |
88% |
False |
False |
286 |
| 60 |
140.02 |
133.95 |
6.07 |
4.4% |
0.31 |
0.2% |
88% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.65 |
|
2.618 |
141.57 |
|
1.618 |
140.91 |
|
1.000 |
140.50 |
|
0.618 |
140.25 |
|
HIGH |
139.84 |
|
0.618 |
139.59 |
|
0.500 |
139.51 |
|
0.382 |
139.43 |
|
LOW |
139.18 |
|
0.618 |
138.77 |
|
1.000 |
138.52 |
|
1.618 |
138.11 |
|
2.618 |
137.45 |
|
4.250 |
136.38 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.51 |
139.46 |
| PP |
139.44 |
139.41 |
| S1 |
139.37 |
139.35 |
|