Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 06-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
142.40 |
143.20 |
0.80 |
0.6% |
140.90 |
High |
143.29 |
144.02 |
0.73 |
0.5% |
144.02 |
Low |
142.14 |
143.15 |
1.01 |
0.7% |
140.68 |
Close |
143.12 |
143.94 |
0.82 |
0.6% |
143.94 |
Range |
1.15 |
0.87 |
-0.28 |
-24.3% |
3.34 |
ATR |
1.16 |
1.14 |
-0.02 |
-1.6% |
0.00 |
Volume |
733,166 |
593,155 |
-140,011 |
-19.1% |
2,515,745 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.31 |
146.00 |
144.42 |
|
R3 |
145.44 |
145.13 |
144.18 |
|
R2 |
144.57 |
144.57 |
144.10 |
|
R1 |
144.26 |
144.26 |
144.02 |
144.42 |
PP |
143.70 |
143.70 |
143.70 |
143.78 |
S1 |
143.39 |
143.39 |
143.86 |
143.55 |
S2 |
142.83 |
142.83 |
143.78 |
|
S3 |
141.96 |
142.52 |
143.70 |
|
S4 |
141.09 |
141.65 |
143.46 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.90 |
151.76 |
145.78 |
|
R3 |
149.56 |
148.42 |
144.86 |
|
R2 |
146.22 |
146.22 |
144.55 |
|
R1 |
145.08 |
145.08 |
144.25 |
145.65 |
PP |
142.88 |
142.88 |
142.88 |
143.17 |
S1 |
141.74 |
141.74 |
143.63 |
142.31 |
S2 |
139.54 |
139.54 |
143.33 |
|
S3 |
136.20 |
138.40 |
143.02 |
|
S4 |
132.86 |
135.06 |
142.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.02 |
139.72 |
4.30 |
3.0% |
0.98 |
0.7% |
98% |
True |
False |
674,479 |
10 |
144.02 |
139.72 |
4.30 |
3.0% |
0.99 |
0.7% |
98% |
True |
False |
682,274 |
20 |
144.18 |
139.72 |
4.46 |
3.1% |
1.18 |
0.8% |
95% |
False |
False |
806,655 |
40 |
145.97 |
139.72 |
6.25 |
4.3% |
1.00 |
0.7% |
68% |
False |
False |
516,710 |
60 |
145.97 |
138.28 |
7.69 |
5.3% |
0.86 |
0.6% |
74% |
False |
False |
345,441 |
80 |
145.97 |
133.95 |
12.02 |
8.4% |
0.81 |
0.6% |
83% |
False |
False |
259,153 |
100 |
145.97 |
133.95 |
12.02 |
8.4% |
0.65 |
0.5% |
83% |
False |
False |
207,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.72 |
2.618 |
146.30 |
1.618 |
145.43 |
1.000 |
144.89 |
0.618 |
144.56 |
HIGH |
144.02 |
0.618 |
143.69 |
0.500 |
143.59 |
0.382 |
143.48 |
LOW |
143.15 |
0.618 |
142.61 |
1.000 |
142.28 |
1.618 |
141.74 |
2.618 |
140.87 |
4.250 |
139.45 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
143.82 |
143.51 |
PP |
143.70 |
143.07 |
S1 |
143.59 |
142.64 |
|