Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
141.00 |
140.81 |
-0.19 |
-0.1% |
139.36 |
High |
141.10 |
141.33 |
0.23 |
0.2% |
140.79 |
Low |
140.53 |
140.76 |
0.23 |
0.2% |
139.30 |
Close |
140.52 |
141.25 |
0.73 |
0.5% |
140.74 |
Range |
0.57 |
0.57 |
0.00 |
0.0% |
1.49 |
ATR |
0.66 |
0.67 |
0.01 |
1.6% |
0.00 |
Volume |
459 |
2,068 |
1,609 |
350.5% |
22,635 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.82 |
142.61 |
141.56 |
|
R3 |
142.25 |
142.04 |
141.41 |
|
R2 |
141.68 |
141.68 |
141.35 |
|
R1 |
141.47 |
141.47 |
141.30 |
141.58 |
PP |
141.11 |
141.11 |
141.11 |
141.17 |
S1 |
140.90 |
140.90 |
141.20 |
141.01 |
S2 |
140.54 |
140.54 |
141.15 |
|
S3 |
139.97 |
140.33 |
141.09 |
|
S4 |
139.40 |
139.76 |
140.94 |
|
|
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 |
141.33 |
139.40 |
1.93 |
1.4% |
0.67 |
0.5% |
96% |
True |
False |
4,023 |
10 |
141.33 |
138.84 |
2.49 |
1.8% |
0.62 |
0.4% |
97% |
True |
False |
3,785 |
20 |
141.33 |
138.00 |
3.33 |
2.4% |
0.59 |
0.4% |
98% |
True |
False |
2,157 |
40 |
141.33 |
133.95 |
7.38 |
5.2% |
0.58 |
0.4% |
99% |
True |
False |
1,220 |
60 |
141.33 |
133.95 |
7.38 |
5.2% |
0.41 |
0.3% |
99% |
True |
False |
832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.75 |
2.618 |
142.82 |
1.618 |
142.25 |
1.000 |
141.90 |
0.618 |
141.68 |
HIGH |
141.33 |
0.618 |
141.11 |
0.500 |
141.05 |
0.382 |
140.98 |
LOW |
140.76 |
0.618 |
140.41 |
1.000 |
140.19 |
1.618 |
139.84 |
2.618 |
139.27 |
4.250 |
138.34 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
141.18 |
141.08 |
PP |
141.11 |
140.91 |
S1 |
141.05 |
140.75 |
|