Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
142.02 |
142.74 |
0.72 |
0.5% |
143.33 |
High |
142.88 |
143.72 |
0.84 |
0.6% |
143.58 |
Low |
141.63 |
142.70 |
1.07 |
0.8% |
140.78 |
Close |
142.61 |
143.50 |
0.89 |
0.6% |
142.12 |
Range |
1.25 |
1.02 |
-0.23 |
-18.4% |
2.80 |
ATR |
1.07 |
1.07 |
0.00 |
0.3% |
0.00 |
Volume |
658,832 |
775,750 |
116,918 |
17.7% |
2,597,020 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.37 |
145.95 |
144.06 |
|
R3 |
145.35 |
144.93 |
143.78 |
|
R2 |
144.33 |
144.33 |
143.69 |
|
R1 |
143.91 |
143.91 |
143.59 |
144.12 |
PP |
143.31 |
143.31 |
143.31 |
143.41 |
S1 |
142.89 |
142.89 |
143.41 |
143.10 |
S2 |
142.29 |
142.29 |
143.31 |
|
S3 |
141.27 |
141.87 |
143.22 |
|
S4 |
140.25 |
140.85 |
142.94 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.56 |
149.14 |
143.66 |
|
R3 |
147.76 |
146.34 |
142.89 |
|
R2 |
144.96 |
144.96 |
142.63 |
|
R1 |
143.54 |
143.54 |
142.38 |
142.85 |
PP |
142.16 |
142.16 |
142.16 |
141.82 |
S1 |
140.74 |
140.74 |
141.86 |
140.05 |
S2 |
139.36 |
139.36 |
141.61 |
|
S3 |
136.56 |
137.94 |
141.35 |
|
S4 |
133.76 |
135.14 |
140.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.72 |
141.14 |
2.58 |
1.8% |
0.96 |
0.7% |
91% |
True |
False |
601,814 |
10 |
143.72 |
140.78 |
2.94 |
2.0% |
0.95 |
0.7% |
93% |
True |
False |
562,636 |
20 |
145.17 |
140.78 |
4.39 |
3.1% |
1.13 |
0.8% |
62% |
False |
False |
617,943 |
40 |
146.26 |
139.72 |
6.54 |
4.6% |
0.97 |
0.7% |
58% |
False |
False |
609,835 |
60 |
146.26 |
139.72 |
6.54 |
4.6% |
1.05 |
0.7% |
58% |
False |
False |
676,937 |
80 |
146.26 |
139.72 |
6.54 |
4.6% |
0.95 |
0.7% |
58% |
False |
False |
512,871 |
100 |
146.26 |
136.34 |
9.92 |
6.9% |
0.89 |
0.6% |
72% |
False |
False |
410,620 |
120 |
146.26 |
133.95 |
12.31 |
8.6% |
0.82 |
0.6% |
78% |
False |
False |
342,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.06 |
2.618 |
146.39 |
1.618 |
145.37 |
1.000 |
144.74 |
0.618 |
144.35 |
HIGH |
143.72 |
0.618 |
143.33 |
0.500 |
143.21 |
0.382 |
143.09 |
LOW |
142.70 |
0.618 |
142.07 |
1.000 |
141.68 |
1.618 |
141.05 |
2.618 |
140.03 |
4.250 |
138.37 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
143.40 |
143.17 |
PP |
143.31 |
142.83 |
S1 |
143.21 |
142.50 |
|