Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
144.83 |
145.06 |
0.23 |
0.2% |
143.94 |
High |
145.27 |
145.50 |
0.23 |
0.2% |
145.16 |
Low |
144.62 |
144.83 |
0.21 |
0.1% |
143.66 |
Close |
145.12 |
145.34 |
0.22 |
0.2% |
144.72 |
Range |
0.65 |
0.67 |
0.02 |
3.1% |
1.50 |
ATR |
0.92 |
0.90 |
-0.02 |
-2.0% |
0.00 |
Volume |
543,633 |
490,561 |
-53,072 |
-9.8% |
2,625,005 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.23 |
146.96 |
145.71 |
|
R3 |
146.56 |
146.29 |
145.52 |
|
R2 |
145.89 |
145.89 |
145.46 |
|
R1 |
145.62 |
145.62 |
145.40 |
145.76 |
PP |
145.22 |
145.22 |
145.22 |
145.29 |
S1 |
144.95 |
144.95 |
145.28 |
145.09 |
S2 |
144.55 |
144.55 |
145.22 |
|
S3 |
143.88 |
144.28 |
145.16 |
|
S4 |
143.21 |
143.61 |
144.97 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.01 |
148.37 |
145.55 |
|
R3 |
147.51 |
146.87 |
145.13 |
|
R2 |
146.01 |
146.01 |
145.00 |
|
R1 |
145.37 |
145.37 |
144.86 |
145.69 |
PP |
144.51 |
144.51 |
144.51 |
144.68 |
S1 |
143.87 |
143.87 |
144.58 |
144.19 |
S2 |
143.01 |
143.01 |
144.45 |
|
S3 |
141.51 |
142.37 |
144.31 |
|
S4 |
140.01 |
140.87 |
143.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.50 |
144.52 |
0.98 |
0.7% |
0.61 |
0.4% |
84% |
True |
False |
481,791 |
10 |
145.50 |
142.14 |
3.36 |
2.3% |
0.68 |
0.5% |
95% |
True |
False |
540,259 |
20 |
145.50 |
139.72 |
5.78 |
4.0% |
0.86 |
0.6% |
97% |
True |
False |
639,635 |
40 |
145.97 |
139.72 |
6.25 |
4.3% |
0.99 |
0.7% |
90% |
False |
False |
617,396 |
60 |
145.97 |
138.84 |
7.13 |
4.9% |
0.87 |
0.6% |
91% |
False |
False |
413,295 |
80 |
145.97 |
135.28 |
10.69 |
7.4% |
0.81 |
0.6% |
94% |
False |
False |
310,087 |
100 |
145.97 |
133.95 |
12.02 |
8.3% |
0.70 |
0.5% |
95% |
False |
False |
248,091 |
120 |
145.97 |
133.95 |
12.02 |
8.3% |
0.59 |
0.4% |
95% |
False |
False |
206,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.35 |
2.618 |
147.25 |
1.618 |
146.58 |
1.000 |
146.17 |
0.618 |
145.91 |
HIGH |
145.50 |
0.618 |
145.24 |
0.500 |
145.17 |
0.382 |
145.09 |
LOW |
144.83 |
0.618 |
144.42 |
1.000 |
144.16 |
1.618 |
143.75 |
2.618 |
143.08 |
4.250 |
141.98 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
145.28 |
145.25 |
PP |
145.22 |
145.15 |
S1 |
145.17 |
145.06 |
|