Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 08-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
143.08 |
142.36 |
-0.72 |
-0.5% |
143.08 |
High |
143.36 |
143.18 |
-0.18 |
-0.1% |
145.17 |
Low |
142.17 |
142.35 |
0.18 |
0.1% |
142.68 |
Close |
142.33 |
142.75 |
0.42 |
0.3% |
142.95 |
Range |
1.19 |
0.83 |
-0.36 |
-30.3% |
2.49 |
ATR |
1.15 |
1.13 |
-0.02 |
-1.9% |
0.00 |
Volume |
631,363 |
620,608 |
-10,755 |
-1.7% |
3,714,773 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.25 |
144.83 |
143.21 |
|
R3 |
144.42 |
144.00 |
142.98 |
|
R2 |
143.59 |
143.59 |
142.90 |
|
R1 |
143.17 |
143.17 |
142.83 |
143.38 |
PP |
142.76 |
142.76 |
142.76 |
142.87 |
S1 |
142.34 |
142.34 |
142.67 |
142.55 |
S2 |
141.93 |
141.93 |
142.60 |
|
S3 |
141.10 |
141.51 |
142.52 |
|
S4 |
140.27 |
140.68 |
142.29 |
|
|
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 |
142.17 |
3.00 |
2.1% |
1.46 |
1.0% |
19% |
False |
False |
685,408 |
10 |
145.17 |
142.17 |
3.00 |
2.1% |
1.35 |
0.9% |
19% |
False |
False |
699,314 |
20 |
146.26 |
142.17 |
4.09 |
2.9% |
1.04 |
0.7% |
14% |
False |
False |
625,048 |
40 |
146.26 |
139.72 |
6.54 |
4.6% |
1.04 |
0.7% |
46% |
False |
False |
685,397 |
60 |
146.26 |
139.72 |
6.54 |
4.6% |
1.01 |
0.7% |
46% |
False |
False |
580,310 |
80 |
146.26 |
138.48 |
7.78 |
5.5% |
0.91 |
0.6% |
55% |
False |
False |
436,180 |
100 |
146.26 |
133.95 |
12.31 |
8.6% |
0.85 |
0.6% |
71% |
False |
False |
349,003 |
120 |
146.26 |
133.95 |
12.31 |
8.6% |
0.73 |
0.5% |
71% |
False |
False |
290,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.71 |
2.618 |
145.35 |
1.618 |
144.52 |
1.000 |
144.01 |
0.618 |
143.69 |
HIGH |
143.18 |
0.618 |
142.86 |
0.500 |
142.77 |
0.382 |
142.67 |
LOW |
142.35 |
0.618 |
141.84 |
1.000 |
141.52 |
1.618 |
141.01 |
2.618 |
140.18 |
4.250 |
138.82 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
142.77 |
142.91 |
PP |
142.76 |
142.85 |
S1 |
142.76 |
142.80 |
|