Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
142.40 |
142.77 |
0.37 |
0.3% |
141.75 |
| High |
143.13 |
143.40 |
0.27 |
0.2% |
142.86 |
| Low |
142.19 |
142.74 |
0.55 |
0.4% |
141.66 |
| Close |
142.92 |
142.85 |
-0.07 |
0.0% |
142.46 |
| Range |
0.94 |
0.66 |
-0.28 |
-29.8% |
1.20 |
| ATR |
0.70 |
0.70 |
0.00 |
-0.4% |
0.00 |
| Volume |
11,103 |
22,889 |
11,786 |
106.2% |
35,361 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.98 |
144.57 |
143.21 |
|
| R3 |
144.32 |
143.91 |
143.03 |
|
| R2 |
143.66 |
143.66 |
142.97 |
|
| R1 |
143.25 |
143.25 |
142.91 |
143.46 |
| PP |
143.00 |
143.00 |
143.00 |
143.10 |
| S1 |
142.59 |
142.59 |
142.79 |
142.80 |
| S2 |
142.34 |
142.34 |
142.73 |
|
| S3 |
141.68 |
141.93 |
142.67 |
|
| S4 |
141.02 |
141.27 |
142.49 |
|
|
| 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 |
143.40 |
141.87 |
1.53 |
1.1% |
0.61 |
0.4% |
64% |
True |
False |
9,487 |
| 10 |
143.40 |
141.25 |
2.15 |
1.5% |
0.67 |
0.5% |
74% |
True |
False |
8,283 |
| 20 |
143.40 |
139.01 |
4.39 |
3.1% |
0.66 |
0.5% |
87% |
True |
False |
6,655 |
| 40 |
143.40 |
135.28 |
8.12 |
5.7% |
0.64 |
0.4% |
93% |
True |
False |
3,621 |
| 60 |
143.40 |
133.95 |
9.45 |
6.6% |
0.54 |
0.4% |
94% |
True |
False |
2,453 |
| 80 |
143.40 |
133.95 |
9.45 |
6.6% |
0.40 |
0.3% |
94% |
True |
False |
1,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.21 |
|
2.618 |
145.13 |
|
1.618 |
144.47 |
|
1.000 |
144.06 |
|
0.618 |
143.81 |
|
HIGH |
143.40 |
|
0.618 |
143.15 |
|
0.500 |
143.07 |
|
0.382 |
142.99 |
|
LOW |
142.74 |
|
0.618 |
142.33 |
|
1.000 |
142.08 |
|
1.618 |
141.67 |
|
2.618 |
141.01 |
|
4.250 |
139.94 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.07 |
142.78 |
| PP |
143.00 |
142.71 |
| S1 |
142.92 |
142.64 |
|