Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
139.20 |
139.01 |
-0.19 |
-0.1% |
138.98 |
High |
139.20 |
139.63 |
0.43 |
0.3% |
139.50 |
Low |
138.84 |
139.01 |
0.17 |
0.1% |
138.48 |
Close |
138.86 |
139.59 |
0.73 |
0.5% |
139.05 |
Range |
0.36 |
0.62 |
0.26 |
72.2% |
1.02 |
ATR |
0.65 |
0.66 |
0.01 |
1.3% |
0.00 |
Volume |
2,671 |
2,371 |
-300 |
-11.2% |
4,642 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.27 |
141.05 |
139.93 |
|
R3 |
140.65 |
140.43 |
139.76 |
|
R2 |
140.03 |
140.03 |
139.70 |
|
R1 |
139.81 |
139.81 |
139.65 |
139.92 |
PP |
139.41 |
139.41 |
139.41 |
139.47 |
S1 |
139.19 |
139.19 |
139.53 |
139.30 |
S2 |
138.79 |
138.79 |
139.48 |
|
S3 |
138.17 |
138.57 |
139.42 |
|
S4 |
137.55 |
137.95 |
139.25 |
|
|
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 |
138.84 |
1.18 |
0.8% |
0.59 |
0.4% |
64% |
False |
False |
1,341 |
10 |
140.02 |
138.48 |
1.54 |
1.1% |
0.54 |
0.4% |
72% |
False |
False |
1,013 |
20 |
140.02 |
135.94 |
4.08 |
2.9% |
0.62 |
0.4% |
89% |
False |
False |
704 |
40 |
140.02 |
133.95 |
6.07 |
4.3% |
0.49 |
0.4% |
93% |
False |
False |
410 |
60 |
140.02 |
133.95 |
6.07 |
4.3% |
0.33 |
0.2% |
93% |
False |
False |
295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.27 |
2.618 |
141.25 |
1.618 |
140.63 |
1.000 |
140.25 |
0.618 |
140.01 |
HIGH |
139.63 |
0.618 |
139.39 |
0.500 |
139.32 |
0.382 |
139.25 |
LOW |
139.01 |
0.618 |
138.63 |
1.000 |
138.39 |
1.618 |
138.01 |
2.618 |
137.39 |
4.250 |
136.38 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
139.50 |
139.51 |
PP |
139.41 |
139.42 |
S1 |
139.32 |
139.34 |
|