Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
143.18 |
144.34 |
1.16 |
0.8% |
142.25 |
| High |
144.50 |
145.12 |
0.62 |
0.4% |
143.40 |
| Low |
143.16 |
144.00 |
0.84 |
0.6% |
141.87 |
| Close |
144.31 |
145.07 |
0.76 |
0.5% |
143.10 |
| Range |
1.34 |
1.12 |
-0.22 |
-16.4% |
1.53 |
| ATR |
0.73 |
0.76 |
0.03 |
3.8% |
0.00 |
| Volume |
179,092 |
241,068 |
61,976 |
34.6% |
60,572 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.09 |
147.70 |
145.69 |
|
| R3 |
146.97 |
146.58 |
145.38 |
|
| R2 |
145.85 |
145.85 |
145.28 |
|
| R1 |
145.46 |
145.46 |
145.17 |
145.66 |
| PP |
144.73 |
144.73 |
144.73 |
144.83 |
| S1 |
144.34 |
144.34 |
144.97 |
144.54 |
| S2 |
143.61 |
143.61 |
144.86 |
|
| S3 |
142.49 |
143.22 |
144.76 |
|
| S4 |
141.37 |
142.10 |
144.45 |
|
|
| 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 |
145.12 |
142.52 |
2.60 |
1.8% |
0.86 |
0.6% |
98% |
True |
False |
108,465 |
| 10 |
145.12 |
141.87 |
3.25 |
2.2% |
0.74 |
0.5% |
98% |
True |
False |
58,976 |
| 20 |
145.12 |
140.16 |
4.96 |
3.4% |
0.70 |
0.5% |
99% |
True |
False |
32,351 |
| 40 |
145.12 |
136.34 |
8.78 |
6.1% |
0.66 |
0.5% |
99% |
True |
False |
17,158 |
| 60 |
145.12 |
133.95 |
11.17 |
7.7% |
0.61 |
0.4% |
100% |
True |
False |
11,487 |
| 80 |
145.12 |
133.95 |
11.17 |
7.7% |
0.46 |
0.3% |
100% |
True |
False |
8,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149.88 |
|
2.618 |
148.05 |
|
1.618 |
146.93 |
|
1.000 |
146.24 |
|
0.618 |
145.81 |
|
HIGH |
145.12 |
|
0.618 |
144.69 |
|
0.500 |
144.56 |
|
0.382 |
144.43 |
|
LOW |
144.00 |
|
0.618 |
143.31 |
|
1.000 |
142.88 |
|
1.618 |
142.19 |
|
2.618 |
141.07 |
|
4.250 |
139.24 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144.90 |
144.71 |
| PP |
144.73 |
144.36 |
| S1 |
144.56 |
144.00 |
|