Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
139.36 |
139.54 |
0.18 |
0.1% |
139.31 |
| High |
139.83 |
140.50 |
0.67 |
0.5% |
140.02 |
| Low |
139.30 |
139.40 |
0.10 |
0.1% |
138.84 |
| Close |
139.75 |
140.42 |
0.67 |
0.5% |
139.35 |
| Range |
0.53 |
1.10 |
0.57 |
107.5% |
1.18 |
| ATR |
0.65 |
0.68 |
0.03 |
4.9% |
0.00 |
| Volume |
5,044 |
5,891 |
847 |
16.8% |
12,892 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.41 |
143.01 |
141.03 |
|
| R3 |
142.31 |
141.91 |
140.72 |
|
| R2 |
141.21 |
141.21 |
140.62 |
|
| R1 |
140.81 |
140.81 |
140.52 |
141.01 |
| PP |
140.11 |
140.11 |
140.11 |
140.21 |
| S1 |
139.71 |
139.71 |
140.32 |
139.91 |
| S2 |
139.01 |
139.01 |
140.22 |
|
| S3 |
137.91 |
138.61 |
140.12 |
|
| S4 |
136.81 |
137.51 |
139.82 |
|
|
| 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 |
140.50 |
138.84 |
1.66 |
1.2% |
0.66 |
0.5% |
95% |
True |
False |
4,704 |
| 10 |
140.50 |
138.53 |
1.97 |
1.4% |
0.65 |
0.5% |
96% |
True |
False |
2,697 |
| 20 |
140.50 |
136.34 |
4.16 |
3.0% |
0.66 |
0.5% |
98% |
True |
False |
1,615 |
| 40 |
140.50 |
133.95 |
6.55 |
4.7% |
0.55 |
0.4% |
99% |
True |
False |
866 |
| 60 |
140.50 |
133.95 |
6.55 |
4.7% |
0.37 |
0.3% |
99% |
True |
False |
600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.18 |
|
2.618 |
143.38 |
|
1.618 |
142.28 |
|
1.000 |
141.60 |
|
0.618 |
141.18 |
|
HIGH |
140.50 |
|
0.618 |
140.08 |
|
0.500 |
139.95 |
|
0.382 |
139.82 |
|
LOW |
139.40 |
|
0.618 |
138.72 |
|
1.000 |
138.30 |
|
1.618 |
137.62 |
|
2.618 |
136.52 |
|
4.250 |
134.73 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.26 |
140.25 |
| PP |
140.11 |
140.07 |
| S1 |
139.95 |
139.90 |
|