Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
143.89 |
143.90 |
0.01 |
0.0% |
141.85 |
| High |
143.99 |
144.06 |
0.07 |
0.0% |
144.13 |
| Low |
143.55 |
143.62 |
0.07 |
0.0% |
141.14 |
| Close |
143.80 |
143.96 |
0.16 |
0.1% |
143.73 |
| Range |
0.44 |
0.44 |
0.00 |
0.0% |
2.99 |
| ATR |
1.01 |
0.96 |
-0.04 |
-4.0% |
0.00 |
| Volume |
214,186 |
514,349 |
300,163 |
140.1% |
3,194,932 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.20 |
145.02 |
144.20 |
|
| R3 |
144.76 |
144.58 |
144.08 |
|
| R2 |
144.32 |
144.32 |
144.04 |
|
| R1 |
144.14 |
144.14 |
144.00 |
144.23 |
| PP |
143.88 |
143.88 |
143.88 |
143.93 |
| S1 |
143.70 |
143.70 |
143.92 |
143.79 |
| S2 |
143.44 |
143.44 |
143.88 |
|
| S3 |
143.00 |
143.26 |
143.84 |
|
| S4 |
142.56 |
142.82 |
143.72 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.97 |
150.84 |
145.37 |
|
| R3 |
148.98 |
147.85 |
144.55 |
|
| R2 |
145.99 |
145.99 |
144.28 |
|
| R1 |
144.86 |
144.86 |
144.00 |
145.43 |
| PP |
143.00 |
143.00 |
143.00 |
143.28 |
| S1 |
141.87 |
141.87 |
143.46 |
142.44 |
| S2 |
140.01 |
140.01 |
143.18 |
|
| S3 |
137.02 |
138.88 |
142.91 |
|
| S4 |
134.03 |
135.89 |
142.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.13 |
141.63 |
2.50 |
1.7% |
0.77 |
0.5% |
93% |
False |
False |
554,720 |
| 10 |
144.13 |
140.78 |
3.35 |
2.3% |
0.86 |
0.6% |
95% |
False |
False |
556,921 |
| 20 |
145.17 |
140.78 |
4.39 |
3.0% |
1.02 |
0.7% |
72% |
False |
False |
580,716 |
| 40 |
146.26 |
140.78 |
5.48 |
3.8% |
0.92 |
0.6% |
58% |
False |
False |
588,101 |
| 60 |
146.26 |
139.72 |
6.54 |
4.5% |
1.03 |
0.7% |
65% |
False |
False |
681,994 |
| 80 |
146.26 |
139.72 |
6.54 |
4.5% |
0.95 |
0.7% |
65% |
False |
False |
529,457 |
| 100 |
146.26 |
137.00 |
9.26 |
6.4% |
0.88 |
0.6% |
75% |
False |
False |
423,981 |
| 120 |
146.26 |
133.95 |
12.31 |
8.6% |
0.83 |
0.6% |
81% |
False |
False |
353,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.93 |
|
2.618 |
145.21 |
|
1.618 |
144.77 |
|
1.000 |
144.50 |
|
0.618 |
144.33 |
|
HIGH |
144.06 |
|
0.618 |
143.89 |
|
0.500 |
143.84 |
|
0.382 |
143.79 |
|
LOW |
143.62 |
|
0.618 |
143.35 |
|
1.000 |
143.18 |
|
1.618 |
142.91 |
|
2.618 |
142.47 |
|
4.250 |
141.75 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.92 |
143.90 |
| PP |
143.88 |
143.84 |
| S1 |
143.84 |
143.78 |
|