Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
140.81 |
141.22 |
0.41 |
0.3% |
139.36 |
High |
141.33 |
141.72 |
0.39 |
0.3% |
140.79 |
Low |
140.76 |
141.14 |
0.38 |
0.3% |
139.30 |
Close |
141.25 |
141.52 |
0.27 |
0.2% |
140.74 |
Range |
0.57 |
0.58 |
0.01 |
1.8% |
1.49 |
ATR |
0.67 |
0.66 |
-0.01 |
-1.0% |
0.00 |
Volume |
2,068 |
4,152 |
2,084 |
100.8% |
22,635 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.20 |
142.94 |
141.84 |
|
R3 |
142.62 |
142.36 |
141.68 |
|
R2 |
142.04 |
142.04 |
141.63 |
|
R1 |
141.78 |
141.78 |
141.57 |
141.91 |
PP |
141.46 |
141.46 |
141.46 |
141.53 |
S1 |
141.20 |
141.20 |
141.47 |
141.33 |
S2 |
140.88 |
140.88 |
141.41 |
|
S3 |
140.30 |
140.62 |
141.36 |
|
S4 |
139.72 |
140.04 |
141.20 |
|
|
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 |
141.72 |
140.00 |
1.72 |
1.2% |
0.56 |
0.4% |
88% |
True |
False |
3,675 |
10 |
141.72 |
138.84 |
2.88 |
2.0% |
0.61 |
0.4% |
93% |
True |
False |
4,190 |
20 |
141.72 |
138.28 |
3.44 |
2.4% |
0.57 |
0.4% |
94% |
True |
False |
2,355 |
40 |
141.72 |
133.95 |
7.77 |
5.5% |
0.60 |
0.4% |
97% |
True |
False |
1,322 |
60 |
141.72 |
133.95 |
7.77 |
5.5% |
0.42 |
0.3% |
97% |
True |
False |
900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.19 |
2.618 |
143.24 |
1.618 |
142.66 |
1.000 |
142.30 |
0.618 |
142.08 |
HIGH |
141.72 |
0.618 |
141.50 |
0.500 |
141.43 |
0.382 |
141.36 |
LOW |
141.14 |
0.618 |
140.78 |
1.000 |
140.56 |
1.618 |
140.20 |
2.618 |
139.62 |
4.250 |
138.68 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
141.49 |
141.39 |
PP |
141.46 |
141.26 |
S1 |
141.43 |
141.13 |
|