Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 29-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
143.90 |
143.87 |
-0.03 |
0.0% |
141.85 |
High |
144.06 |
144.37 |
0.31 |
0.2% |
144.13 |
Low |
143.62 |
143.39 |
-0.23 |
-0.2% |
141.14 |
Close |
143.96 |
143.58 |
-0.38 |
-0.3% |
143.73 |
Range |
0.44 |
0.98 |
0.54 |
122.7% |
2.99 |
ATR |
0.96 |
0.97 |
0.00 |
0.1% |
0.00 |
Volume |
514,349 |
615,775 |
101,426 |
19.7% |
3,194,932 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.72 |
146.13 |
144.12 |
|
R3 |
145.74 |
145.15 |
143.85 |
|
R2 |
144.76 |
144.76 |
143.76 |
|
R1 |
144.17 |
144.17 |
143.67 |
143.98 |
PP |
143.78 |
143.78 |
143.78 |
143.68 |
S1 |
143.19 |
143.19 |
143.49 |
143.00 |
S2 |
142.80 |
142.80 |
143.40 |
|
S3 |
141.82 |
142.21 |
143.31 |
|
S4 |
140.84 |
141.23 |
143.04 |
|
|
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 |
144.37 |
142.70 |
1.67 |
1.2% |
0.72 |
0.5% |
53% |
True |
False |
546,109 |
10 |
144.37 |
140.78 |
3.59 |
2.5% |
0.85 |
0.6% |
78% |
True |
False |
559,160 |
20 |
145.17 |
140.78 |
4.39 |
3.1% |
1.01 |
0.7% |
64% |
False |
False |
577,271 |
40 |
146.26 |
140.78 |
5.48 |
3.8% |
0.94 |
0.7% |
51% |
False |
False |
590,325 |
60 |
146.26 |
139.72 |
6.54 |
4.6% |
1.03 |
0.7% |
59% |
False |
False |
682,079 |
80 |
146.26 |
139.72 |
6.54 |
4.6% |
0.96 |
0.7% |
59% |
False |
False |
537,128 |
100 |
146.26 |
138.00 |
8.26 |
5.8% |
0.88 |
0.6% |
68% |
False |
False |
430,134 |
120 |
146.26 |
133.95 |
12.31 |
8.6% |
0.83 |
0.6% |
78% |
False |
False |
358,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.54 |
2.618 |
146.94 |
1.618 |
145.96 |
1.000 |
145.35 |
0.618 |
144.98 |
HIGH |
144.37 |
0.618 |
144.00 |
0.500 |
143.88 |
0.382 |
143.76 |
LOW |
143.39 |
0.618 |
142.78 |
1.000 |
142.41 |
1.618 |
141.80 |
2.618 |
140.82 |
4.250 |
139.23 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
143.88 |
143.88 |
PP |
143.78 |
143.78 |
S1 |
143.68 |
143.68 |
|