Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
142.04 |
142.22 |
0.18 |
0.1% |
141.00 |
| High |
142.29 |
142.45 |
0.16 |
0.1% |
141.81 |
| Low |
141.66 |
141.67 |
0.01 |
0.0% |
140.53 |
| Close |
142.22 |
141.96 |
-0.26 |
-0.2% |
141.50 |
| Range |
0.63 |
0.78 |
0.15 |
23.8% |
1.28 |
| ATR |
0.68 |
0.68 |
0.01 |
1.1% |
0.00 |
| Volume |
10,440 |
8,807 |
-1,633 |
-15.6% |
21,788 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.37 |
143.94 |
142.39 |
|
| R3 |
143.59 |
143.16 |
142.17 |
|
| R2 |
142.81 |
142.81 |
142.10 |
|
| R1 |
142.38 |
142.38 |
142.03 |
142.21 |
| PP |
142.03 |
142.03 |
142.03 |
141.94 |
| S1 |
141.60 |
141.60 |
141.89 |
141.43 |
| S2 |
141.25 |
141.25 |
141.82 |
|
| S3 |
140.47 |
140.82 |
141.75 |
|
| S4 |
139.69 |
140.04 |
141.53 |
|
|
| 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 |
142.45 |
140.98 |
1.47 |
1.0% |
0.69 |
0.5% |
67% |
True |
False |
7,589 |
| 10 |
142.45 |
140.00 |
2.45 |
1.7% |
0.63 |
0.4% |
80% |
True |
False |
5,632 |
| 20 |
142.45 |
138.53 |
3.92 |
2.8% |
0.64 |
0.4% |
88% |
True |
False |
4,165 |
| 40 |
142.45 |
133.97 |
8.48 |
6.0% |
0.61 |
0.4% |
94% |
True |
False |
2,258 |
| 60 |
142.45 |
133.95 |
8.50 |
6.0% |
0.47 |
0.3% |
94% |
True |
False |
1,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.77 |
|
2.618 |
144.49 |
|
1.618 |
143.71 |
|
1.000 |
143.23 |
|
0.618 |
142.93 |
|
HIGH |
142.45 |
|
0.618 |
142.15 |
|
0.500 |
142.06 |
|
0.382 |
141.97 |
|
LOW |
141.67 |
|
0.618 |
141.19 |
|
1.000 |
140.89 |
|
1.618 |
140.41 |
|
2.618 |
139.63 |
|
4.250 |
138.36 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142.06 |
142.06 |
| PP |
142.03 |
142.02 |
| S1 |
141.99 |
141.99 |
|