Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
139.92 |
139.36 |
-0.56 |
-0.4% |
139.31 |
| High |
140.02 |
139.83 |
-0.19 |
-0.1% |
140.02 |
| Low |
139.33 |
139.30 |
-0.03 |
0.0% |
138.84 |
| Close |
139.35 |
139.75 |
0.40 |
0.3% |
139.35 |
| Range |
0.69 |
0.53 |
-0.16 |
-23.2% |
1.18 |
| ATR |
0.66 |
0.65 |
-0.01 |
-1.4% |
0.00 |
| Volume |
7,545 |
5,044 |
-2,501 |
-33.1% |
12,892 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.22 |
141.01 |
140.04 |
|
| R3 |
140.69 |
140.48 |
139.90 |
|
| R2 |
140.16 |
140.16 |
139.85 |
|
| R1 |
139.95 |
139.95 |
139.80 |
140.06 |
| PP |
139.63 |
139.63 |
139.63 |
139.68 |
| S1 |
139.42 |
139.42 |
139.70 |
139.53 |
| S2 |
139.10 |
139.10 |
139.65 |
|
| S3 |
138.57 |
138.89 |
139.60 |
|
| S4 |
138.04 |
138.36 |
139.46 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.94 |
142.33 |
140.00 |
|
| R3 |
141.76 |
141.15 |
139.67 |
|
| R2 |
140.58 |
140.58 |
139.57 |
|
| R1 |
139.97 |
139.97 |
139.46 |
140.28 |
| PP |
139.40 |
139.40 |
139.40 |
139.56 |
| S1 |
138.79 |
138.79 |
139.24 |
139.10 |
| S2 |
138.22 |
138.22 |
139.13 |
|
| S3 |
137.04 |
137.61 |
139.03 |
|
| S4 |
135.86 |
136.43 |
138.70 |
|
|
| 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% |
0.57 |
0.4% |
77% |
False |
False |
3,546 |
| 10 |
140.02 |
138.48 |
1.54 |
1.1% |
0.58 |
0.4% |
82% |
False |
False |
2,239 |
| 20 |
140.02 |
136.34 |
3.68 |
2.6% |
0.62 |
0.4% |
93% |
False |
False |
1,326 |
| 40 |
140.02 |
133.95 |
6.07 |
4.3% |
0.52 |
0.4% |
96% |
False |
False |
719 |
| 60 |
140.02 |
133.95 |
6.07 |
4.3% |
0.35 |
0.3% |
96% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.08 |
|
2.618 |
141.22 |
|
1.618 |
140.69 |
|
1.000 |
140.36 |
|
0.618 |
140.16 |
|
HIGH |
139.83 |
|
0.618 |
139.63 |
|
0.500 |
139.57 |
|
0.382 |
139.50 |
|
LOW |
139.30 |
|
0.618 |
138.97 |
|
1.000 |
138.77 |
|
1.618 |
138.44 |
|
2.618 |
137.91 |
|
4.250 |
137.05 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.69 |
139.67 |
| PP |
139.63 |
139.59 |
| S1 |
139.57 |
139.52 |
|