Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
141.57 |
142.40 |
0.83 |
0.6% |
140.99 |
| High |
141.73 |
143.29 |
1.56 |
1.1% |
142.26 |
| Low |
141.25 |
142.14 |
0.89 |
0.6% |
139.72 |
| Close |
141.46 |
143.12 |
1.66 |
1.2% |
140.90 |
| Range |
0.48 |
1.15 |
0.67 |
139.6% |
2.54 |
| ATR |
1.11 |
1.16 |
0.05 |
4.6% |
0.00 |
| Volume |
526,839 |
733,166 |
206,327 |
39.2% |
3,572,871 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.30 |
145.86 |
143.75 |
|
| R3 |
145.15 |
144.71 |
143.44 |
|
| R2 |
144.00 |
144.00 |
143.33 |
|
| R1 |
143.56 |
143.56 |
143.23 |
143.78 |
| PP |
142.85 |
142.85 |
142.85 |
142.96 |
| S1 |
142.41 |
142.41 |
143.01 |
142.63 |
| S2 |
141.70 |
141.70 |
142.91 |
|
| S3 |
140.55 |
141.26 |
142.80 |
|
| S4 |
139.40 |
140.11 |
142.49 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.58 |
147.28 |
142.30 |
|
| R3 |
146.04 |
144.74 |
141.60 |
|
| R2 |
143.50 |
143.50 |
141.37 |
|
| R1 |
142.20 |
142.20 |
141.13 |
141.58 |
| PP |
140.96 |
140.96 |
140.96 |
140.65 |
| S1 |
139.66 |
139.66 |
140.67 |
139.04 |
| S2 |
138.42 |
138.42 |
140.43 |
|
| S3 |
135.88 |
137.12 |
140.20 |
|
| S4 |
133.34 |
134.58 |
139.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.29 |
139.72 |
3.57 |
2.5% |
0.99 |
0.7% |
95% |
True |
False |
693,676 |
| 10 |
143.29 |
139.72 |
3.57 |
2.5% |
1.03 |
0.7% |
95% |
True |
False |
712,723 |
| 20 |
144.18 |
139.72 |
4.46 |
3.1% |
1.20 |
0.8% |
76% |
False |
False |
833,238 |
| 40 |
145.97 |
139.72 |
6.25 |
4.4% |
0.99 |
0.7% |
54% |
False |
False |
502,158 |
| 60 |
145.97 |
138.28 |
7.69 |
5.4% |
0.85 |
0.6% |
63% |
False |
False |
335,557 |
| 80 |
145.97 |
133.95 |
12.02 |
8.4% |
0.80 |
0.6% |
76% |
False |
False |
251,740 |
| 100 |
145.97 |
133.95 |
12.02 |
8.4% |
0.65 |
0.5% |
76% |
False |
False |
201,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.18 |
|
2.618 |
146.30 |
|
1.618 |
145.15 |
|
1.000 |
144.44 |
|
0.618 |
144.00 |
|
HIGH |
143.29 |
|
0.618 |
142.85 |
|
0.500 |
142.72 |
|
0.382 |
142.58 |
|
LOW |
142.14 |
|
0.618 |
141.43 |
|
1.000 |
140.99 |
|
1.618 |
140.28 |
|
2.618 |
139.13 |
|
4.250 |
137.25 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142.99 |
142.74 |
| PP |
142.85 |
142.36 |
| S1 |
142.72 |
141.99 |
|