Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
140.41 |
141.00 |
0.59 |
0.4% |
139.36 |
| High |
140.79 |
141.10 |
0.31 |
0.2% |
140.79 |
| Low |
140.16 |
140.53 |
0.37 |
0.3% |
139.30 |
| Close |
140.74 |
140.52 |
-0.22 |
-0.2% |
140.74 |
| Range |
0.63 |
0.57 |
-0.06 |
-9.5% |
1.49 |
| ATR |
0.67 |
0.66 |
-0.01 |
-1.0% |
0.00 |
| Volume |
4,144 |
459 |
-3,685 |
-88.9% |
22,635 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.43 |
142.04 |
140.83 |
|
| R3 |
141.86 |
141.47 |
140.68 |
|
| R2 |
141.29 |
141.29 |
140.62 |
|
| R1 |
140.90 |
140.90 |
140.57 |
140.81 |
| PP |
140.72 |
140.72 |
140.72 |
140.67 |
| S1 |
140.33 |
140.33 |
140.47 |
140.24 |
| S2 |
140.15 |
140.15 |
140.42 |
|
| S3 |
139.58 |
139.76 |
140.36 |
|
| S4 |
139.01 |
139.19 |
140.21 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.75 |
144.23 |
141.56 |
|
| R3 |
143.26 |
142.74 |
141.15 |
|
| R2 |
141.77 |
141.77 |
141.01 |
|
| R1 |
141.25 |
141.25 |
140.88 |
141.51 |
| PP |
140.28 |
140.28 |
140.28 |
140.41 |
| S1 |
139.76 |
139.76 |
140.60 |
140.02 |
| S2 |
138.79 |
138.79 |
140.47 |
|
| S3 |
137.30 |
138.27 |
140.33 |
|
| S4 |
135.81 |
136.78 |
139.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141.10 |
139.30 |
1.80 |
1.3% |
0.66 |
0.5% |
68% |
True |
False |
4,618 |
| 10 |
141.10 |
138.84 |
2.26 |
1.6% |
0.63 |
0.5% |
74% |
True |
False |
3,598 |
| 20 |
141.10 |
137.00 |
4.10 |
2.9% |
0.60 |
0.4% |
86% |
True |
False |
2,077 |
| 40 |
141.10 |
133.95 |
7.15 |
5.1% |
0.59 |
0.4% |
92% |
True |
False |
1,170 |
| 60 |
141.10 |
133.95 |
7.15 |
5.1% |
0.40 |
0.3% |
92% |
True |
False |
799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.52 |
|
2.618 |
142.59 |
|
1.618 |
142.02 |
|
1.000 |
141.67 |
|
0.618 |
141.45 |
|
HIGH |
141.10 |
|
0.618 |
140.88 |
|
0.500 |
140.82 |
|
0.382 |
140.75 |
|
LOW |
140.53 |
|
0.618 |
140.18 |
|
1.000 |
139.96 |
|
1.618 |
139.61 |
|
2.618 |
139.04 |
|
4.250 |
138.11 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.82 |
140.55 |
| PP |
140.72 |
140.54 |
| S1 |
140.62 |
140.53 |
|