Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
143.04 |
143.33 |
0.29 |
0.2% |
142.95 |
| High |
143.66 |
143.58 |
-0.08 |
-0.1% |
143.66 |
| Low |
142.94 |
142.61 |
-0.33 |
-0.2% |
142.17 |
| Close |
143.40 |
143.18 |
-0.22 |
-0.2% |
143.40 |
| Range |
0.72 |
0.97 |
0.25 |
34.7% |
1.49 |
| ATR |
1.11 |
1.10 |
-0.01 |
-0.9% |
0.00 |
| Volume |
444,898 |
435,202 |
-9,696 |
-2.2% |
2,686,169 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.03 |
145.58 |
143.71 |
|
| R3 |
145.06 |
144.61 |
143.45 |
|
| R2 |
144.09 |
144.09 |
143.36 |
|
| R1 |
143.64 |
143.64 |
143.27 |
143.38 |
| PP |
143.12 |
143.12 |
143.12 |
143.00 |
| S1 |
142.67 |
142.67 |
143.09 |
142.41 |
| S2 |
142.15 |
142.15 |
143.00 |
|
| S3 |
141.18 |
141.70 |
142.91 |
|
| S4 |
140.21 |
140.73 |
142.65 |
|
|
| 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% |
0.90 |
0.6% |
68% |
False |
False |
533,861 |
| 10 |
145.17 |
142.17 |
3.00 |
2.1% |
1.24 |
0.9% |
34% |
False |
False |
625,569 |
| 20 |
146.26 |
142.17 |
4.09 |
2.9% |
1.08 |
0.8% |
25% |
False |
False |
627,177 |
| 40 |
146.26 |
139.72 |
6.54 |
4.6% |
1.03 |
0.7% |
53% |
False |
False |
650,698 |
| 60 |
146.26 |
139.72 |
6.54 |
4.6% |
1.01 |
0.7% |
53% |
False |
False |
603,577 |
| 80 |
146.26 |
138.84 |
7.42 |
5.2% |
0.92 |
0.6% |
58% |
False |
False |
453,858 |
| 100 |
146.26 |
133.97 |
12.29 |
8.6% |
0.86 |
0.6% |
75% |
False |
False |
363,173 |
| 120 |
146.26 |
133.95 |
12.31 |
8.6% |
0.75 |
0.5% |
75% |
False |
False |
302,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.70 |
|
2.618 |
146.12 |
|
1.618 |
145.15 |
|
1.000 |
144.55 |
|
0.618 |
144.18 |
|
HIGH |
143.58 |
|
0.618 |
143.21 |
|
0.500 |
143.10 |
|
0.382 |
142.98 |
|
LOW |
142.61 |
|
0.618 |
142.01 |
|
1.000 |
141.64 |
|
1.618 |
141.04 |
|
2.618 |
140.07 |
|
4.250 |
138.49 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.15 |
143.12 |
| PP |
143.12 |
143.07 |
| S1 |
143.10 |
143.01 |
|