Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
142.96 |
143.10 |
0.14 |
0.1% |
142.25 |
| High |
143.33 |
143.46 |
0.13 |
0.1% |
143.40 |
| Low |
142.80 |
142.88 |
0.08 |
0.1% |
141.87 |
| Close |
143.25 |
143.18 |
-0.07 |
0.0% |
143.10 |
| Range |
0.53 |
0.58 |
0.05 |
9.4% |
1.53 |
| ATR |
0.69 |
0.68 |
-0.01 |
-1.1% |
0.00 |
| Volume |
20,240 |
84,766 |
64,526 |
318.8% |
60,572 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.91 |
144.63 |
143.50 |
|
| R3 |
144.33 |
144.05 |
143.34 |
|
| R2 |
143.75 |
143.75 |
143.29 |
|
| R1 |
143.47 |
143.47 |
143.23 |
143.61 |
| PP |
143.17 |
143.17 |
143.17 |
143.25 |
| S1 |
142.89 |
142.89 |
143.13 |
143.03 |
| S2 |
142.59 |
142.59 |
143.07 |
|
| S3 |
142.01 |
142.31 |
143.02 |
|
| S4 |
141.43 |
141.73 |
142.86 |
|
|
| 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 |
143.46 |
142.19 |
1.27 |
0.9% |
0.69 |
0.5% |
78% |
True |
False |
31,231 |
| 10 |
143.46 |
141.67 |
1.79 |
1.3% |
0.66 |
0.5% |
84% |
True |
False |
18,690 |
| 20 |
143.46 |
139.40 |
4.06 |
2.8% |
0.66 |
0.5% |
93% |
True |
False |
12,015 |
| 40 |
143.46 |
136.34 |
7.12 |
5.0% |
0.64 |
0.4% |
96% |
True |
False |
6,671 |
| 60 |
143.46 |
133.95 |
9.51 |
6.6% |
0.57 |
0.4% |
97% |
True |
False |
4,484 |
| 80 |
143.46 |
133.95 |
9.51 |
6.6% |
0.43 |
0.3% |
97% |
True |
False |
3,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.93 |
|
2.618 |
144.98 |
|
1.618 |
144.40 |
|
1.000 |
144.04 |
|
0.618 |
143.82 |
|
HIGH |
143.46 |
|
0.618 |
143.24 |
|
0.500 |
143.17 |
|
0.382 |
143.10 |
|
LOW |
142.88 |
|
0.618 |
142.52 |
|
1.000 |
142.30 |
|
1.618 |
141.94 |
|
2.618 |
141.36 |
|
4.250 |
140.42 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.18 |
143.12 |
| PP |
143.17 |
143.05 |
| S1 |
143.17 |
142.99 |
|