Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
141.31 |
141.48 |
0.17 |
0.1% |
141.00 |
High |
141.69 |
141.81 |
0.12 |
0.1% |
141.81 |
Low |
140.98 |
141.25 |
0.27 |
0.2% |
140.53 |
Close |
141.32 |
141.50 |
0.18 |
0.1% |
141.50 |
Range |
0.71 |
0.56 |
-0.15 |
-21.1% |
1.28 |
ATR |
0.67 |
0.66 |
-0.01 |
-1.1% |
0.00 |
Volume |
11,053 |
4,056 |
-6,997 |
-63.3% |
21,788 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.20 |
142.91 |
141.81 |
|
R3 |
142.64 |
142.35 |
141.65 |
|
R2 |
142.08 |
142.08 |
141.60 |
|
R1 |
141.79 |
141.79 |
141.55 |
141.94 |
PP |
141.52 |
141.52 |
141.52 |
141.59 |
S1 |
141.23 |
141.23 |
141.45 |
141.38 |
S2 |
140.96 |
140.96 |
141.40 |
|
S3 |
140.40 |
140.67 |
141.35 |
|
S4 |
139.84 |
140.11 |
141.19 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.12 |
144.59 |
142.20 |
|
R3 |
143.84 |
143.31 |
141.85 |
|
R2 |
142.56 |
142.56 |
141.73 |
|
R1 |
142.03 |
142.03 |
141.62 |
142.30 |
PP |
141.28 |
141.28 |
141.28 |
141.41 |
S1 |
140.75 |
140.75 |
141.38 |
141.02 |
S2 |
140.00 |
140.00 |
141.27 |
|
S3 |
138.72 |
139.47 |
141.15 |
|
S4 |
137.44 |
138.19 |
140.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.81 |
140.53 |
1.28 |
0.9% |
0.60 |
0.4% |
76% |
True |
False |
4,357 |
10 |
141.81 |
139.30 |
2.51 |
1.8% |
0.64 |
0.5% |
88% |
True |
False |
5,196 |
20 |
141.81 |
138.48 |
3.33 |
2.4% |
0.59 |
0.4% |
91% |
True |
False |
3,104 |
40 |
141.81 |
133.95 |
7.86 |
5.6% |
0.61 |
0.4% |
96% |
True |
False |
1,696 |
60 |
141.81 |
133.95 |
7.86 |
5.6% |
0.44 |
0.3% |
96% |
True |
False |
1,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.19 |
2.618 |
143.28 |
1.618 |
142.72 |
1.000 |
142.37 |
0.618 |
142.16 |
HIGH |
141.81 |
0.618 |
141.60 |
0.500 |
141.53 |
0.382 |
141.46 |
LOW |
141.25 |
0.618 |
140.90 |
1.000 |
140.69 |
1.618 |
140.34 |
2.618 |
139.78 |
4.250 |
138.87 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
141.53 |
141.47 |
PP |
141.52 |
141.43 |
S1 |
141.51 |
141.40 |
|