Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
142.54 |
141.63 |
-0.91 |
-0.6% |
144.30 |
High |
142.54 |
143.35 |
0.81 |
0.6% |
144.49 |
Low |
141.54 |
141.60 |
0.06 |
0.0% |
141.00 |
Close |
141.74 |
143.11 |
1.37 |
1.0% |
141.48 |
Range |
1.00 |
1.75 |
0.75 |
75.0% |
3.49 |
ATR |
0.80 |
0.87 |
0.07 |
8.5% |
0.00 |
Volume |
159 |
120 |
-39 |
-24.5% |
5,049 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.94 |
147.27 |
144.07 |
|
R3 |
146.19 |
145.52 |
143.59 |
|
R2 |
144.44 |
144.44 |
143.43 |
|
R1 |
143.77 |
143.77 |
143.27 |
144.11 |
PP |
142.69 |
142.69 |
142.69 |
142.85 |
S1 |
142.02 |
142.02 |
142.95 |
142.36 |
S2 |
140.94 |
140.94 |
142.79 |
|
S3 |
139.19 |
140.27 |
142.63 |
|
S4 |
137.44 |
138.52 |
142.15 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.35 |
141.00 |
2.35 |
1.6% |
1.11 |
0.8% |
90% |
True |
False |
1,377 |
10 |
144.49 |
141.00 |
3.49 |
2.4% |
0.94 |
0.7% |
60% |
False |
False |
986 |
20 |
144.49 |
141.00 |
3.49 |
2.4% |
0.67 |
0.5% |
60% |
False |
False |
573 |
40 |
144.49 |
138.26 |
6.23 |
4.4% |
0.63 |
0.4% |
78% |
False |
False |
320 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.49 |
0.3% |
78% |
False |
False |
234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.79 |
2.618 |
147.93 |
1.618 |
146.18 |
1.000 |
145.10 |
0.618 |
144.43 |
HIGH |
143.35 |
0.618 |
142.68 |
0.500 |
142.48 |
0.382 |
142.27 |
LOW |
141.60 |
0.618 |
140.52 |
1.000 |
139.85 |
1.618 |
138.77 |
2.618 |
137.02 |
4.250 |
134.16 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
142.90 |
142.89 |
PP |
142.69 |
142.67 |
S1 |
142.48 |
142.45 |
|