Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
142.74 |
142.25 |
-0.49 |
-0.3% |
141.75 |
High |
142.86 |
142.49 |
-0.37 |
-0.3% |
142.86 |
Low |
142.36 |
141.99 |
-0.37 |
-0.3% |
141.66 |
Close |
142.46 |
142.39 |
-0.07 |
0.0% |
142.46 |
Range |
0.50 |
0.50 |
0.00 |
0.0% |
1.20 |
ATR |
0.69 |
0.67 |
-0.01 |
-1.9% |
0.00 |
Volume |
4,025 |
4,176 |
151 |
3.8% |
35,361 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.79 |
143.59 |
142.67 |
|
R3 |
143.29 |
143.09 |
142.53 |
|
R2 |
142.79 |
142.79 |
142.48 |
|
R1 |
142.59 |
142.59 |
142.44 |
142.69 |
PP |
142.29 |
142.29 |
142.29 |
142.34 |
S1 |
142.09 |
142.09 |
142.34 |
142.19 |
S2 |
141.79 |
141.79 |
142.30 |
|
S3 |
141.29 |
141.59 |
142.25 |
|
S4 |
140.79 |
141.09 |
142.12 |
|
|
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% |
0.66 |
0.5% |
61% |
False |
False |
7,188 |
10 |
142.86 |
140.76 |
2.10 |
1.5% |
0.65 |
0.5% |
78% |
False |
False |
6,086 |
20 |
142.86 |
138.84 |
4.02 |
2.8% |
0.64 |
0.5% |
88% |
False |
False |
4,842 |
40 |
142.86 |
135.28 |
7.58 |
5.3% |
0.62 |
0.4% |
94% |
False |
False |
2,646 |
60 |
142.86 |
133.95 |
8.91 |
6.3% |
0.50 |
0.4% |
95% |
False |
False |
1,801 |
80 |
142.86 |
133.95 |
8.91 |
6.3% |
0.38 |
0.3% |
95% |
False |
False |
1,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.62 |
2.618 |
143.80 |
1.618 |
143.30 |
1.000 |
142.99 |
0.618 |
142.80 |
HIGH |
142.49 |
0.618 |
142.30 |
0.500 |
142.24 |
0.382 |
142.18 |
LOW |
141.99 |
0.618 |
141.68 |
1.000 |
141.49 |
1.618 |
141.18 |
2.618 |
140.68 |
4.250 |
139.87 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
142.34 |
142.40 |
PP |
142.29 |
142.40 |
S1 |
142.24 |
142.39 |
|