Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 28-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
28-May-2012 |
Change |
Change % |
Previous Week |
| Open |
142.88 |
142.96 |
0.08 |
0.1% |
142.25 |
| High |
143.25 |
143.33 |
0.08 |
0.1% |
143.40 |
| Low |
142.52 |
142.80 |
0.28 |
0.2% |
141.87 |
| Close |
143.10 |
143.25 |
0.15 |
0.1% |
143.10 |
| Range |
0.73 |
0.53 |
-0.20 |
-27.4% |
1.53 |
| ATR |
0.70 |
0.69 |
-0.01 |
-1.7% |
0.00 |
| Volume |
17,159 |
20,240 |
3,081 |
18.0% |
60,572 |
|
| Daily Pivots for day following 28-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.72 |
144.51 |
143.54 |
|
| R3 |
144.19 |
143.98 |
143.40 |
|
| R2 |
143.66 |
143.66 |
143.35 |
|
| R1 |
143.45 |
143.45 |
143.30 |
143.56 |
| PP |
143.13 |
143.13 |
143.13 |
143.18 |
| S1 |
142.92 |
142.92 |
143.20 |
143.03 |
| S2 |
142.60 |
142.60 |
143.15 |
|
| S3 |
142.07 |
142.39 |
143.10 |
|
| S4 |
141.54 |
141.86 |
142.96 |
|
|
| 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% |
90% |
False |
False |
15,327 |
| 10 |
143.40 |
141.66 |
1.74 |
1.2% |
0.66 |
0.5% |
91% |
False |
False |
11,258 |
| 20 |
143.40 |
139.30 |
4.10 |
2.9% |
0.66 |
0.5% |
96% |
False |
False |
8,029 |
| 40 |
143.40 |
136.34 |
7.06 |
4.9% |
0.64 |
0.4% |
98% |
False |
False |
4,552 |
| 60 |
143.40 |
133.95 |
9.45 |
6.6% |
0.56 |
0.4% |
98% |
False |
False |
3,073 |
| 80 |
143.40 |
133.95 |
9.45 |
6.6% |
0.42 |
0.3% |
98% |
False |
False |
2,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.58 |
|
2.618 |
144.72 |
|
1.618 |
144.19 |
|
1.000 |
143.86 |
|
0.618 |
143.66 |
|
HIGH |
143.33 |
|
0.618 |
143.13 |
|
0.500 |
143.07 |
|
0.382 |
143.00 |
|
LOW |
142.80 |
|
0.618 |
142.47 |
|
1.000 |
142.27 |
|
1.618 |
141.94 |
|
2.618 |
141.41 |
|
4.250 |
140.55 |
|
|
| Fisher Pivots for day following 28-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.19 |
143.15 |
| PP |
143.13 |
143.06 |
| S1 |
143.07 |
142.96 |
|