Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
142.25 |
142.15 |
-0.10 |
-0.1% |
141.75 |
High |
142.49 |
142.32 |
-0.17 |
-0.1% |
142.86 |
Low |
141.99 |
141.87 |
-0.12 |
-0.1% |
141.66 |
Close |
142.39 |
141.91 |
-0.48 |
-0.3% |
142.46 |
Range |
0.50 |
0.45 |
-0.05 |
-10.0% |
1.20 |
ATR |
0.67 |
0.66 |
-0.01 |
-1.6% |
0.00 |
Volume |
4,176 |
5,245 |
1,069 |
25.6% |
35,361 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.38 |
143.10 |
142.16 |
|
R3 |
142.93 |
142.65 |
142.03 |
|
R2 |
142.48 |
142.48 |
141.99 |
|
R1 |
142.20 |
142.20 |
141.95 |
142.12 |
PP |
142.03 |
142.03 |
142.03 |
141.99 |
S1 |
141.75 |
141.75 |
141.87 |
141.67 |
S2 |
141.58 |
141.58 |
141.83 |
|
S3 |
141.13 |
141.30 |
141.79 |
|
S4 |
140.68 |
140.85 |
141.66 |
|
|
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 |
141.67 |
1.19 |
0.8% |
0.63 |
0.4% |
20% |
False |
False |
6,149 |
10 |
142.86 |
140.98 |
1.88 |
1.3% |
0.64 |
0.4% |
49% |
False |
False |
6,404 |
20 |
142.86 |
138.84 |
4.02 |
2.8% |
0.63 |
0.4% |
76% |
False |
False |
5,094 |
40 |
142.86 |
135.28 |
7.58 |
5.3% |
0.62 |
0.4% |
87% |
False |
False |
2,777 |
60 |
142.86 |
133.95 |
8.91 |
6.3% |
0.51 |
0.4% |
89% |
False |
False |
1,888 |
80 |
142.86 |
133.95 |
8.91 |
6.3% |
0.38 |
0.3% |
89% |
False |
False |
1,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.23 |
2.618 |
143.50 |
1.618 |
143.05 |
1.000 |
142.77 |
0.618 |
142.60 |
HIGH |
142.32 |
0.618 |
142.15 |
0.500 |
142.10 |
0.382 |
142.04 |
LOW |
141.87 |
0.618 |
141.59 |
1.000 |
141.42 |
1.618 |
141.14 |
2.618 |
140.69 |
4.250 |
139.96 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
142.10 |
142.37 |
PP |
142.03 |
142.21 |
S1 |
141.97 |
142.06 |
|