Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 06-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
144.72 |
144.57 |
-0.15 |
-0.1% |
142.96 |
High |
145.43 |
144.78 |
-0.65 |
-0.4% |
145.97 |
Low |
144.67 |
143.24 |
-1.43 |
-1.0% |
142.80 |
Close |
144.86 |
143.30 |
-1.56 |
-1.1% |
145.40 |
Range |
0.76 |
1.54 |
0.78 |
102.6% |
3.17 |
ATR |
0.77 |
0.83 |
0.06 |
7.8% |
0.00 |
Volume |
610,709 |
1,380,145 |
769,436 |
126.0% |
914,727 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.39 |
147.39 |
144.15 |
|
R3 |
146.85 |
145.85 |
143.72 |
|
R2 |
145.31 |
145.31 |
143.58 |
|
R1 |
144.31 |
144.31 |
143.44 |
144.04 |
PP |
143.77 |
143.77 |
143.77 |
143.64 |
S1 |
142.77 |
142.77 |
143.16 |
142.50 |
S2 |
142.23 |
142.23 |
143.02 |
|
S3 |
140.69 |
141.23 |
142.88 |
|
S4 |
139.15 |
139.69 |
142.45 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.23 |
152.99 |
147.14 |
|
R3 |
151.06 |
149.82 |
146.27 |
|
R2 |
147.89 |
147.89 |
145.98 |
|
R1 |
146.65 |
146.65 |
145.69 |
147.27 |
PP |
144.72 |
144.72 |
144.72 |
145.04 |
S1 |
143.48 |
143.48 |
145.11 |
144.10 |
S2 |
141.55 |
141.55 |
144.82 |
|
S3 |
138.38 |
140.31 |
144.53 |
|
S4 |
135.21 |
137.14 |
143.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.97 |
143.24 |
2.73 |
1.9% |
1.05 |
0.7% |
2% |
False |
True |
605,282 |
10 |
145.97 |
142.52 |
3.45 |
2.4% |
0.91 |
0.6% |
23% |
False |
False |
335,056 |
20 |
145.97 |
140.98 |
4.99 |
3.5% |
0.79 |
0.6% |
46% |
False |
False |
171,077 |
40 |
145.97 |
138.28 |
7.69 |
5.4% |
0.68 |
0.5% |
65% |
False |
False |
86,716 |
60 |
145.97 |
133.95 |
12.02 |
8.4% |
0.66 |
0.5% |
78% |
False |
False |
57,907 |
80 |
145.97 |
133.95 |
12.02 |
8.4% |
0.51 |
0.4% |
78% |
False |
False |
43,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.33 |
2.618 |
148.81 |
1.618 |
147.27 |
1.000 |
146.32 |
0.618 |
145.73 |
HIGH |
144.78 |
0.618 |
144.19 |
0.500 |
144.01 |
0.382 |
143.83 |
LOW |
143.24 |
0.618 |
142.29 |
1.000 |
141.70 |
1.618 |
140.75 |
2.618 |
139.21 |
4.250 |
136.70 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
144.01 |
144.34 |
PP |
143.77 |
143.99 |
S1 |
143.54 |
143.65 |
|