Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 31-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
143.68 |
144.20 |
0.52 |
0.4% |
143.89 |
High |
144.26 |
144.31 |
0.05 |
0.0% |
144.37 |
Low |
143.63 |
143.17 |
-0.46 |
-0.3% |
143.17 |
Close |
144.15 |
144.02 |
-0.13 |
-0.1% |
144.02 |
Range |
0.63 |
1.14 |
0.51 |
81.0% |
1.20 |
ATR |
0.95 |
0.96 |
0.01 |
1.5% |
0.00 |
Volume |
475,129 |
622,654 |
147,525 |
31.0% |
2,442,093 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.25 |
146.78 |
144.65 |
|
R3 |
146.11 |
145.64 |
144.33 |
|
R2 |
144.97 |
144.97 |
144.23 |
|
R1 |
144.50 |
144.50 |
144.12 |
144.17 |
PP |
143.83 |
143.83 |
143.83 |
143.67 |
S1 |
143.36 |
143.36 |
143.92 |
143.03 |
S2 |
142.69 |
142.69 |
143.81 |
|
S3 |
141.55 |
142.22 |
143.71 |
|
S4 |
140.41 |
141.08 |
143.39 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.45 |
146.94 |
144.68 |
|
R3 |
146.25 |
145.74 |
144.35 |
|
R2 |
145.05 |
145.05 |
144.24 |
|
R1 |
144.54 |
144.54 |
144.13 |
144.80 |
PP |
143.85 |
143.85 |
143.85 |
143.98 |
S1 |
143.34 |
143.34 |
143.91 |
143.60 |
S2 |
142.65 |
142.65 |
143.80 |
|
S3 |
141.45 |
142.14 |
143.69 |
|
S4 |
140.25 |
140.94 |
143.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.37 |
143.17 |
1.20 |
0.8% |
0.73 |
0.5% |
71% |
False |
True |
488,418 |
10 |
144.37 |
141.14 |
3.23 |
2.2% |
0.84 |
0.6% |
89% |
False |
False |
563,702 |
20 |
144.37 |
140.78 |
3.59 |
2.5% |
0.88 |
0.6% |
90% |
False |
False |
546,010 |
40 |
146.26 |
140.78 |
5.48 |
3.8% |
0.93 |
0.6% |
59% |
False |
False |
584,611 |
60 |
146.26 |
139.72 |
6.54 |
4.5% |
1.01 |
0.7% |
66% |
False |
False |
658,626 |
80 |
146.26 |
139.72 |
6.54 |
4.5% |
0.96 |
0.7% |
66% |
False |
False |
550,661 |
100 |
146.26 |
138.28 |
7.98 |
5.5% |
0.89 |
0.6% |
72% |
False |
False |
441,109 |
120 |
146.26 |
133.95 |
12.31 |
8.5% |
0.85 |
0.6% |
82% |
False |
False |
367,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.16 |
2.618 |
147.29 |
1.618 |
146.15 |
1.000 |
145.45 |
0.618 |
145.01 |
HIGH |
144.31 |
0.618 |
143.87 |
0.500 |
143.74 |
0.382 |
143.61 |
LOW |
143.17 |
0.618 |
142.47 |
1.000 |
142.03 |
1.618 |
141.33 |
2.618 |
140.19 |
4.250 |
138.33 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
143.93 |
143.94 |
PP |
143.83 |
143.85 |
S1 |
143.74 |
143.77 |
|