Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
141.22 |
141.31 |
0.09 |
0.1% |
139.36 |
High |
141.72 |
141.69 |
-0.03 |
0.0% |
140.79 |
Low |
141.14 |
140.98 |
-0.16 |
-0.1% |
139.30 |
Close |
141.52 |
141.32 |
-0.20 |
-0.1% |
140.74 |
Range |
0.58 |
0.71 |
0.13 |
22.4% |
1.49 |
ATR |
0.66 |
0.67 |
0.00 |
0.5% |
0.00 |
Volume |
4,152 |
11,053 |
6,901 |
166.2% |
22,635 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.46 |
143.10 |
141.71 |
|
R3 |
142.75 |
142.39 |
141.52 |
|
R2 |
142.04 |
142.04 |
141.45 |
|
R1 |
141.68 |
141.68 |
141.39 |
141.86 |
PP |
141.33 |
141.33 |
141.33 |
141.42 |
S1 |
140.97 |
140.97 |
141.25 |
141.15 |
S2 |
140.62 |
140.62 |
141.19 |
|
S3 |
139.91 |
140.26 |
141.12 |
|
S4 |
139.20 |
139.55 |
140.93 |
|
|
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 |
140.16 |
1.56 |
1.1% |
0.61 |
0.4% |
74% |
False |
False |
4,375 |
10 |
141.72 |
139.01 |
2.71 |
1.9% |
0.65 |
0.5% |
85% |
False |
False |
5,028 |
20 |
141.72 |
138.28 |
3.44 |
2.4% |
0.58 |
0.4% |
88% |
False |
False |
2,904 |
40 |
141.72 |
133.95 |
7.77 |
5.5% |
0.62 |
0.4% |
95% |
False |
False |
1,597 |
60 |
141.72 |
133.95 |
7.77 |
5.5% |
0.43 |
0.3% |
95% |
False |
False |
1,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.71 |
2.618 |
143.55 |
1.618 |
142.84 |
1.000 |
142.40 |
0.618 |
142.13 |
HIGH |
141.69 |
0.618 |
141.42 |
0.500 |
141.34 |
0.382 |
141.25 |
LOW |
140.98 |
0.618 |
140.54 |
1.000 |
140.27 |
1.618 |
139.83 |
2.618 |
139.12 |
4.250 |
137.96 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
141.34 |
141.29 |
PP |
141.33 |
141.27 |
S1 |
141.33 |
141.24 |
|