Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
142.63 |
143.04 |
0.41 |
0.3% |
142.95 |
High |
143.16 |
143.66 |
0.50 |
0.3% |
143.66 |
Low |
142.36 |
142.94 |
0.58 |
0.4% |
142.17 |
Close |
142.56 |
143.40 |
0.84 |
0.6% |
143.40 |
Range |
0.80 |
0.72 |
-0.08 |
-10.0% |
1.49 |
ATR |
1.11 |
1.11 |
0.00 |
-0.1% |
0.00 |
Volume |
537,238 |
444,898 |
-92,340 |
-17.2% |
2,686,169 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.49 |
145.17 |
143.80 |
|
R3 |
144.77 |
144.45 |
143.60 |
|
R2 |
144.05 |
144.05 |
143.53 |
|
R1 |
143.73 |
143.73 |
143.47 |
143.89 |
PP |
143.33 |
143.33 |
143.33 |
143.42 |
S1 |
143.01 |
143.01 |
143.33 |
143.17 |
S2 |
142.61 |
142.61 |
143.27 |
|
S3 |
141.89 |
142.29 |
143.20 |
|
S4 |
141.17 |
141.57 |
143.00 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.55 |
146.96 |
144.22 |
|
R3 |
146.06 |
145.47 |
143.81 |
|
R2 |
144.57 |
144.57 |
143.67 |
|
R1 |
143.98 |
143.98 |
143.54 |
144.28 |
PP |
143.08 |
143.08 |
143.08 |
143.22 |
S1 |
142.49 |
142.49 |
143.26 |
142.79 |
S2 |
141.59 |
141.59 |
143.13 |
|
S3 |
140.10 |
141.00 |
142.99 |
|
S4 |
138.61 |
139.51 |
142.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.66 |
142.17 |
1.49 |
1.0% |
0.87 |
0.6% |
83% |
True |
False |
537,233 |
10 |
145.17 |
142.17 |
3.00 |
2.1% |
1.21 |
0.8% |
41% |
False |
False |
640,094 |
20 |
146.26 |
142.17 |
4.09 |
2.9% |
1.06 |
0.7% |
30% |
False |
False |
626,270 |
40 |
146.26 |
139.72 |
6.54 |
4.6% |
1.03 |
0.7% |
56% |
False |
False |
657,824 |
60 |
146.26 |
139.72 |
6.54 |
4.6% |
1.00 |
0.7% |
56% |
False |
False |
596,390 |
80 |
146.26 |
138.79 |
7.47 |
5.2% |
0.92 |
0.6% |
62% |
False |
False |
448,425 |
100 |
146.26 |
133.97 |
12.29 |
8.6% |
0.85 |
0.6% |
77% |
False |
False |
358,822 |
120 |
146.26 |
133.95 |
12.31 |
8.6% |
0.75 |
0.5% |
77% |
False |
False |
299,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.72 |
2.618 |
145.54 |
1.618 |
144.82 |
1.000 |
144.38 |
0.618 |
144.10 |
HIGH |
143.66 |
0.618 |
143.38 |
0.500 |
143.30 |
0.382 |
143.22 |
LOW |
142.94 |
0.618 |
142.50 |
1.000 |
142.22 |
1.618 |
141.78 |
2.618 |
141.06 |
4.250 |
139.88 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
143.37 |
143.27 |
PP |
143.33 |
143.14 |
S1 |
143.30 |
143.01 |
|