Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 01-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
141.93 |
142.54 |
0.61 |
0.4% |
144.30 |
High |
142.84 |
142.54 |
-0.30 |
-0.2% |
144.49 |
Low |
141.93 |
141.54 |
-0.39 |
-0.3% |
141.00 |
Close |
142.82 |
141.74 |
-1.08 |
-0.8% |
141.48 |
Range |
0.91 |
1.00 |
0.09 |
9.9% |
3.49 |
ATR |
0.76 |
0.80 |
0.04 |
4.9% |
0.00 |
Volume |
4,006 |
159 |
-3,847 |
-96.0% |
5,049 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.94 |
144.34 |
142.29 |
|
R3 |
143.94 |
143.34 |
142.02 |
|
R2 |
142.94 |
142.94 |
141.92 |
|
R1 |
142.34 |
142.34 |
141.83 |
142.14 |
PP |
141.94 |
141.94 |
141.94 |
141.84 |
S1 |
141.34 |
141.34 |
141.65 |
141.14 |
S2 |
140.94 |
140.94 |
141.56 |
|
S3 |
139.94 |
140.34 |
141.47 |
|
S4 |
138.94 |
139.34 |
141.19 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.79 |
150.63 |
143.40 |
|
R3 |
149.30 |
147.14 |
142.44 |
|
R2 |
145.81 |
145.81 |
142.12 |
|
R1 |
143.65 |
143.65 |
141.80 |
142.99 |
PP |
142.32 |
142.32 |
142.32 |
141.99 |
S1 |
140.16 |
140.16 |
141.16 |
139.50 |
S2 |
138.83 |
138.83 |
140.84 |
|
S3 |
135.34 |
136.67 |
140.52 |
|
S4 |
131.85 |
133.18 |
139.56 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.79 |
2.618 |
145.16 |
1.618 |
144.16 |
1.000 |
143.54 |
0.618 |
143.16 |
HIGH |
142.54 |
0.618 |
142.16 |
0.500 |
142.04 |
0.382 |
141.92 |
LOW |
141.54 |
0.618 |
140.92 |
1.000 |
140.54 |
1.618 |
139.92 |
2.618 |
138.92 |
4.250 |
137.29 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
142.04 |
142.16 |
PP |
141.94 |
142.02 |
S1 |
141.84 |
141.88 |
|