Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
141.94 |
142.74 |
0.80 |
0.6% |
141.75 |
High |
142.85 |
142.86 |
0.01 |
0.0% |
142.86 |
Low |
141.94 |
142.36 |
0.42 |
0.3% |
141.66 |
Close |
142.47 |
142.46 |
-0.01 |
0.0% |
142.46 |
Range |
0.91 |
0.50 |
-0.41 |
-45.1% |
1.20 |
ATR |
0.70 |
0.69 |
-0.01 |
-2.0% |
0.00 |
Volume |
8,496 |
4,025 |
-4,471 |
-52.6% |
35,361 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.06 |
143.76 |
142.74 |
|
R3 |
143.56 |
143.26 |
142.60 |
|
R2 |
143.06 |
143.06 |
142.55 |
|
R1 |
142.76 |
142.76 |
142.51 |
142.66 |
PP |
142.56 |
142.56 |
142.56 |
142.51 |
S1 |
142.26 |
142.26 |
142.41 |
142.16 |
S2 |
142.06 |
142.06 |
142.37 |
|
S3 |
141.56 |
141.76 |
142.32 |
|
S4 |
141.06 |
141.26 |
142.19 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.93 |
145.39 |
143.12 |
|
R3 |
144.73 |
144.19 |
142.79 |
|
R2 |
143.53 |
143.53 |
142.68 |
|
R1 |
142.99 |
142.99 |
142.57 |
143.26 |
PP |
142.33 |
142.33 |
142.33 |
142.46 |
S1 |
141.79 |
141.79 |
142.35 |
142.06 |
S2 |
141.13 |
141.13 |
142.24 |
|
S3 |
139.93 |
140.59 |
142.13 |
|
S4 |
138.73 |
139.39 |
141.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.86 |
141.66 |
1.20 |
0.8% |
0.72 |
0.5% |
67% |
True |
False |
7,072 |
10 |
142.86 |
140.53 |
2.33 |
1.6% |
0.66 |
0.5% |
83% |
True |
False |
5,714 |
20 |
142.86 |
138.84 |
4.02 |
2.8% |
0.65 |
0.5% |
90% |
True |
False |
4,701 |
40 |
142.86 |
133.97 |
8.89 |
6.2% |
0.63 |
0.4% |
96% |
True |
False |
2,567 |
60 |
142.86 |
133.95 |
8.91 |
6.3% |
0.50 |
0.3% |
96% |
True |
False |
1,737 |
80 |
142.86 |
133.95 |
8.91 |
6.3% |
0.37 |
0.3% |
96% |
True |
False |
1,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.99 |
2.618 |
144.17 |
1.618 |
143.67 |
1.000 |
143.36 |
0.618 |
143.17 |
HIGH |
142.86 |
0.618 |
142.67 |
0.500 |
142.61 |
0.382 |
142.55 |
LOW |
142.36 |
0.618 |
142.05 |
1.000 |
141.86 |
1.618 |
141.55 |
2.618 |
141.05 |
4.250 |
140.24 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
142.61 |
142.40 |
PP |
142.56 |
142.33 |
S1 |
142.51 |
142.27 |
|