Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
139.54 |
140.37 |
0.83 |
0.6% |
139.31 |
| High |
140.50 |
140.47 |
-0.03 |
0.0% |
140.02 |
| Low |
139.40 |
140.00 |
0.60 |
0.4% |
138.84 |
| Close |
140.42 |
140.39 |
-0.03 |
0.0% |
139.35 |
| Range |
1.10 |
0.47 |
-0.63 |
-57.3% |
1.18 |
| ATR |
0.68 |
0.67 |
-0.02 |
-2.2% |
0.00 |
| Volume |
5,891 |
7,556 |
1,665 |
28.3% |
12,892 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.70 |
141.51 |
140.65 |
|
| R3 |
141.23 |
141.04 |
140.52 |
|
| R2 |
140.76 |
140.76 |
140.48 |
|
| R1 |
140.57 |
140.57 |
140.43 |
140.67 |
| PP |
140.29 |
140.29 |
140.29 |
140.33 |
| S1 |
140.10 |
140.10 |
140.35 |
140.20 |
| S2 |
139.82 |
139.82 |
140.30 |
|
| S3 |
139.35 |
139.63 |
140.26 |
|
| S4 |
138.88 |
139.16 |
140.13 |
|
|
| 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 |
139.01 |
1.49 |
1.1% |
0.68 |
0.5% |
93% |
False |
False |
5,681 |
| 10 |
140.50 |
138.79 |
1.71 |
1.2% |
0.64 |
0.5% |
94% |
False |
False |
3,334 |
| 20 |
140.50 |
136.34 |
4.16 |
3.0% |
0.62 |
0.4% |
97% |
False |
False |
1,965 |
| 40 |
140.50 |
133.95 |
6.55 |
4.7% |
0.56 |
0.4% |
98% |
False |
False |
1,055 |
| 60 |
140.50 |
133.95 |
6.55 |
4.7% |
0.38 |
0.3% |
98% |
False |
False |
724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.47 |
|
2.618 |
141.70 |
|
1.618 |
141.23 |
|
1.000 |
140.94 |
|
0.618 |
140.76 |
|
HIGH |
140.47 |
|
0.618 |
140.29 |
|
0.500 |
140.24 |
|
0.382 |
140.18 |
|
LOW |
140.00 |
|
0.618 |
139.71 |
|
1.000 |
139.53 |
|
1.618 |
139.24 |
|
2.618 |
138.77 |
|
4.250 |
138.00 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.34 |
140.23 |
| PP |
140.29 |
140.06 |
| S1 |
140.24 |
139.90 |
|