Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
145.06 |
145.21 |
0.15 |
0.1% |
143.94 |
High |
145.50 |
145.34 |
-0.16 |
-0.1% |
145.16 |
Low |
144.83 |
144.83 |
0.00 |
0.0% |
143.66 |
Close |
145.34 |
145.14 |
-0.20 |
-0.1% |
144.72 |
Range |
0.67 |
0.51 |
-0.16 |
-23.9% |
1.50 |
ATR |
0.90 |
0.88 |
-0.03 |
-3.1% |
0.00 |
Volume |
490,561 |
453,311 |
-37,250 |
-7.6% |
2,625,005 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.63 |
146.40 |
145.42 |
|
R3 |
146.12 |
145.89 |
145.28 |
|
R2 |
145.61 |
145.61 |
145.23 |
|
R1 |
145.38 |
145.38 |
145.19 |
145.24 |
PP |
145.10 |
145.10 |
145.10 |
145.04 |
S1 |
144.87 |
144.87 |
145.09 |
144.73 |
S2 |
144.59 |
144.59 |
145.05 |
|
S3 |
144.08 |
144.36 |
145.00 |
|
S4 |
143.57 |
143.85 |
144.86 |
|
|
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% |
0.62 |
0.4% |
63% |
False |
False |
475,728 |
10 |
145.50 |
143.15 |
2.35 |
1.6% |
0.62 |
0.4% |
85% |
False |
False |
512,273 |
20 |
145.50 |
139.72 |
5.78 |
4.0% |
0.82 |
0.6% |
94% |
False |
False |
612,498 |
40 |
145.97 |
139.72 |
6.25 |
4.3% |
0.98 |
0.7% |
87% |
False |
False |
628,451 |
60 |
145.97 |
138.84 |
7.13 |
4.9% |
0.87 |
0.6% |
88% |
False |
False |
420,849 |
80 |
145.97 |
135.28 |
10.69 |
7.4% |
0.81 |
0.6% |
92% |
False |
False |
315,750 |
100 |
145.97 |
133.95 |
12.02 |
8.3% |
0.71 |
0.5% |
93% |
False |
False |
252,624 |
120 |
145.97 |
133.95 |
12.02 |
8.3% |
0.59 |
0.4% |
93% |
False |
False |
210,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.51 |
2.618 |
146.68 |
1.618 |
146.17 |
1.000 |
145.85 |
0.618 |
145.66 |
HIGH |
145.34 |
0.618 |
145.15 |
0.500 |
145.09 |
0.382 |
145.02 |
LOW |
144.83 |
0.618 |
144.51 |
1.000 |
144.32 |
1.618 |
144.00 |
2.618 |
143.49 |
4.250 |
142.66 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
145.12 |
145.11 |
PP |
145.10 |
145.09 |
S1 |
145.09 |
145.06 |
|