Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
144.85 |
142.95 |
-1.90 |
-1.3% |
143.08 |
| High |
144.96 |
143.64 |
-1.32 |
-0.9% |
145.17 |
| Low |
142.68 |
142.81 |
0.13 |
0.1% |
142.68 |
| Close |
142.95 |
143.20 |
0.25 |
0.2% |
142.95 |
| Range |
2.28 |
0.83 |
-1.45 |
-63.6% |
2.49 |
| ATR |
1.18 |
1.15 |
-0.02 |
-2.1% |
0.00 |
| Volume |
803,246 |
452,062 |
-351,184 |
-43.7% |
3,714,773 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.71 |
145.28 |
143.66 |
|
| R3 |
144.88 |
144.45 |
143.43 |
|
| R2 |
144.05 |
144.05 |
143.35 |
|
| R1 |
143.62 |
143.62 |
143.28 |
143.84 |
| PP |
143.22 |
143.22 |
143.22 |
143.32 |
| S1 |
142.79 |
142.79 |
143.12 |
143.01 |
| S2 |
142.39 |
142.39 |
143.05 |
|
| S3 |
141.56 |
141.96 |
142.97 |
|
| S4 |
140.73 |
141.13 |
142.74 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.07 |
149.50 |
144.32 |
|
| R3 |
148.58 |
147.01 |
143.63 |
|
| R2 |
146.09 |
146.09 |
143.41 |
|
| R1 |
144.52 |
144.52 |
143.18 |
144.06 |
| PP |
143.60 |
143.60 |
143.60 |
143.37 |
| S1 |
142.03 |
142.03 |
142.72 |
141.57 |
| S2 |
141.11 |
141.11 |
142.49 |
|
| S3 |
138.62 |
139.54 |
142.27 |
|
| S4 |
136.13 |
137.05 |
141.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.17 |
142.68 |
2.49 |
1.7% |
1.57 |
1.1% |
21% |
False |
False |
717,278 |
| 10 |
145.49 |
142.64 |
2.85 |
2.0% |
1.37 |
1.0% |
20% |
False |
False |
738,124 |
| 20 |
146.26 |
142.64 |
3.62 |
2.5% |
1.00 |
0.7% |
15% |
False |
False |
622,818 |
| 40 |
146.26 |
139.72 |
6.54 |
4.6% |
1.08 |
0.8% |
53% |
False |
False |
704,758 |
| 60 |
146.26 |
139.72 |
6.54 |
4.6% |
1.00 |
0.7% |
53% |
False |
False |
559,678 |
| 80 |
146.26 |
138.48 |
7.78 |
5.4% |
0.90 |
0.6% |
61% |
False |
False |
420,534 |
| 100 |
146.26 |
133.95 |
12.31 |
8.6% |
0.84 |
0.6% |
75% |
False |
False |
336,485 |
| 120 |
146.26 |
133.95 |
12.31 |
8.6% |
0.72 |
0.5% |
75% |
False |
False |
280,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.17 |
|
2.618 |
145.81 |
|
1.618 |
144.98 |
|
1.000 |
144.47 |
|
0.618 |
144.15 |
|
HIGH |
143.64 |
|
0.618 |
143.32 |
|
0.500 |
143.23 |
|
0.382 |
143.13 |
|
LOW |
142.81 |
|
0.618 |
142.30 |
|
1.000 |
141.98 |
|
1.618 |
141.47 |
|
2.618 |
140.64 |
|
4.250 |
139.28 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.23 |
143.93 |
| PP |
143.22 |
143.68 |
| S1 |
143.21 |
143.44 |
|