Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 06-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
143.51 |
143.00 |
-0.51 |
-0.4% |
143.89 |
High |
143.90 |
143.01 |
-0.89 |
-0.6% |
144.37 |
Low |
142.82 |
142.31 |
-0.51 |
-0.4% |
143.17 |
Close |
143.13 |
142.66 |
-0.47 |
-0.3% |
144.02 |
Range |
1.08 |
0.70 |
-0.38 |
-35.2% |
1.20 |
ATR |
0.97 |
0.96 |
-0.01 |
-1.1% |
0.00 |
Volume |
27,502 |
27,502 |
0 |
0.0% |
2,442,093 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.76 |
144.41 |
143.05 |
|
R3 |
144.06 |
143.71 |
142.85 |
|
R2 |
143.36 |
143.36 |
142.79 |
|
R1 |
143.01 |
143.01 |
142.72 |
142.84 |
PP |
142.66 |
142.66 |
142.66 |
142.57 |
S1 |
142.31 |
142.31 |
142.60 |
142.14 |
S2 |
141.96 |
141.96 |
142.53 |
|
S3 |
141.26 |
141.61 |
142.47 |
|
S4 |
140.56 |
140.91 |
142.28 |
|
|
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 |
144.31 |
142.31 |
2.00 |
1.4% |
0.84 |
0.6% |
18% |
False |
True |
361,084 |
10 |
144.37 |
142.31 |
2.06 |
1.4% |
0.78 |
0.5% |
17% |
False |
True |
453,596 |
20 |
144.37 |
140.78 |
3.59 |
2.5% |
0.86 |
0.6% |
52% |
False |
False |
496,191 |
40 |
146.26 |
140.78 |
5.48 |
3.8% |
0.95 |
0.7% |
34% |
False |
False |
560,619 |
60 |
146.26 |
139.72 |
6.54 |
4.6% |
0.98 |
0.7% |
45% |
False |
False |
622,328 |
80 |
146.26 |
139.72 |
6.54 |
4.6% |
0.97 |
0.7% |
45% |
False |
False |
559,280 |
100 |
146.26 |
138.48 |
7.78 |
5.5% |
0.90 |
0.6% |
54% |
False |
False |
448,182 |
120 |
146.26 |
133.95 |
12.31 |
8.6% |
0.85 |
0.6% |
71% |
False |
False |
373,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.99 |
2.618 |
144.84 |
1.618 |
144.14 |
1.000 |
143.71 |
0.618 |
143.44 |
HIGH |
143.01 |
0.618 |
142.74 |
0.500 |
142.66 |
0.382 |
142.58 |
LOW |
142.31 |
0.618 |
141.88 |
1.000 |
141.61 |
1.618 |
141.18 |
2.618 |
140.48 |
4.250 |
139.34 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
142.66 |
143.11 |
PP |
142.66 |
142.96 |
S1 |
142.66 |
142.81 |
|