Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
142.77 |
142.88 |
0.11 |
0.1% |
142.25 |
| High |
143.40 |
143.25 |
-0.15 |
-0.1% |
143.40 |
| Low |
142.74 |
142.52 |
-0.22 |
-0.2% |
141.87 |
| Close |
142.85 |
143.10 |
0.25 |
0.2% |
143.10 |
| Range |
0.66 |
0.73 |
0.07 |
10.6% |
1.53 |
| ATR |
0.70 |
0.70 |
0.00 |
0.3% |
0.00 |
| Volume |
22,889 |
17,159 |
-5,730 |
-25.0% |
60,572 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.15 |
144.85 |
143.50 |
|
| R3 |
144.42 |
144.12 |
143.30 |
|
| R2 |
143.69 |
143.69 |
143.23 |
|
| R1 |
143.39 |
143.39 |
143.17 |
143.54 |
| PP |
142.96 |
142.96 |
142.96 |
143.03 |
| S1 |
142.66 |
142.66 |
143.03 |
142.81 |
| S2 |
142.23 |
142.23 |
142.97 |
|
| S3 |
141.50 |
141.93 |
142.90 |
|
| S4 |
140.77 |
141.20 |
142.70 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.38 |
146.77 |
143.94 |
|
| R3 |
145.85 |
145.24 |
143.52 |
|
| R2 |
144.32 |
144.32 |
143.38 |
|
| R1 |
143.71 |
143.71 |
143.24 |
144.02 |
| PP |
142.79 |
142.79 |
142.79 |
142.94 |
| S1 |
142.18 |
142.18 |
142.96 |
142.49 |
| S2 |
141.26 |
141.26 |
142.82 |
|
| S3 |
139.73 |
140.65 |
142.68 |
|
| S4 |
138.20 |
139.12 |
142.26 |
|
|
| 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% |
0.66 |
0.5% |
80% |
False |
False |
12,114 |
| 10 |
143.40 |
141.66 |
1.74 |
1.2% |
0.69 |
0.5% |
83% |
False |
False |
9,593 |
| 20 |
143.40 |
139.30 |
4.10 |
2.9% |
0.66 |
0.5% |
93% |
False |
False |
7,395 |
| 40 |
143.40 |
135.94 |
7.46 |
5.2% |
0.64 |
0.4% |
96% |
False |
False |
4,049 |
| 60 |
143.40 |
133.95 |
9.45 |
6.6% |
0.55 |
0.4% |
97% |
False |
False |
2,738 |
| 80 |
143.40 |
133.95 |
9.45 |
6.6% |
0.41 |
0.3% |
97% |
False |
False |
2,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.35 |
|
2.618 |
145.16 |
|
1.618 |
144.43 |
|
1.000 |
143.98 |
|
0.618 |
143.70 |
|
HIGH |
143.25 |
|
0.618 |
142.97 |
|
0.500 |
142.89 |
|
0.382 |
142.80 |
|
LOW |
142.52 |
|
0.618 |
142.07 |
|
1.000 |
141.79 |
|
1.618 |
141.34 |
|
2.618 |
140.61 |
|
4.250 |
139.42 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.03 |
143.00 |
| PP |
142.96 |
142.90 |
| S1 |
142.89 |
142.80 |
|