Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
143.08 |
143.33 |
0.25 |
0.2% |
146.10 |
High |
143.66 |
144.62 |
0.96 |
0.7% |
146.26 |
Low |
142.99 |
143.29 |
0.30 |
0.2% |
142.64 |
Close |
143.39 |
144.57 |
1.18 |
0.8% |
143.21 |
Range |
0.67 |
1.33 |
0.66 |
98.5% |
3.62 |
ATR |
0.96 |
0.98 |
0.03 |
2.8% |
0.00 |
Volume |
580,445 |
726,662 |
146,217 |
25.2% |
3,780,601 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.15 |
147.69 |
145.30 |
|
R3 |
146.82 |
146.36 |
144.94 |
|
R2 |
145.49 |
145.49 |
144.81 |
|
R1 |
145.03 |
145.03 |
144.69 |
145.26 |
PP |
144.16 |
144.16 |
144.16 |
144.28 |
S1 |
143.70 |
143.70 |
144.45 |
143.93 |
S2 |
142.83 |
142.83 |
144.33 |
|
S3 |
141.50 |
142.37 |
144.20 |
|
S4 |
140.17 |
141.04 |
143.84 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.90 |
152.67 |
145.20 |
|
R3 |
151.28 |
149.05 |
144.21 |
|
R2 |
147.66 |
147.66 |
143.87 |
|
R1 |
145.43 |
145.43 |
143.54 |
144.74 |
PP |
144.04 |
144.04 |
144.04 |
143.69 |
S1 |
141.81 |
141.81 |
142.88 |
141.12 |
S2 |
140.42 |
140.42 |
142.55 |
|
S3 |
136.80 |
138.19 |
142.21 |
|
S4 |
133.18 |
134.57 |
141.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.20 |
142.64 |
2.56 |
1.8% |
1.23 |
0.9% |
75% |
False |
False |
730,046 |
10 |
146.26 |
142.64 |
3.62 |
2.5% |
0.99 |
0.7% |
53% |
False |
False |
647,087 |
20 |
146.26 |
141.25 |
5.01 |
3.5% |
0.82 |
0.6% |
66% |
False |
False |
595,487 |
40 |
146.26 |
139.72 |
6.54 |
4.5% |
1.03 |
0.7% |
74% |
False |
False |
732,634 |
60 |
146.26 |
139.72 |
6.54 |
4.5% |
0.93 |
0.6% |
74% |
False |
False |
512,371 |
80 |
146.26 |
137.00 |
9.26 |
6.4% |
0.85 |
0.6% |
82% |
False |
False |
384,797 |
100 |
146.26 |
133.95 |
12.31 |
8.5% |
0.79 |
0.5% |
86% |
False |
False |
307,890 |
120 |
146.26 |
133.95 |
12.31 |
8.5% |
0.66 |
0.5% |
86% |
False |
False |
256,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.27 |
2.618 |
148.10 |
1.618 |
146.77 |
1.000 |
145.95 |
0.618 |
145.44 |
HIGH |
144.62 |
0.618 |
144.11 |
0.500 |
143.96 |
0.382 |
143.80 |
LOW |
143.29 |
0.618 |
142.47 |
1.000 |
141.96 |
1.618 |
141.14 |
2.618 |
139.81 |
4.250 |
137.64 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
144.37 |
144.26 |
PP |
144.16 |
143.94 |
S1 |
143.96 |
143.63 |
|