Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 03-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
141.63 |
143.19 |
1.56 |
1.1% |
141.47 |
High |
143.35 |
143.19 |
-0.16 |
-0.1% |
143.35 |
Low |
141.60 |
141.00 |
-0.60 |
-0.4% |
141.00 |
Close |
143.11 |
141.20 |
-1.91 |
-1.3% |
141.20 |
Range |
1.75 |
2.19 |
0.44 |
25.1% |
2.35 |
ATR |
0.87 |
0.96 |
0.09 |
10.9% |
0.00 |
Volume |
120 |
614 |
494 |
411.7% |
4,982 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.37 |
146.97 |
142.40 |
|
R3 |
146.18 |
144.78 |
141.80 |
|
R2 |
143.99 |
143.99 |
141.60 |
|
R1 |
142.59 |
142.59 |
141.40 |
142.20 |
PP |
141.80 |
141.80 |
141.80 |
141.60 |
S1 |
140.40 |
140.40 |
141.00 |
140.01 |
S2 |
139.61 |
139.61 |
140.80 |
|
S3 |
137.42 |
138.21 |
140.60 |
|
S4 |
135.23 |
136.02 |
140.00 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.90 |
147.40 |
142.49 |
|
R3 |
146.55 |
145.05 |
141.85 |
|
R2 |
144.20 |
144.20 |
141.63 |
|
R1 |
142.70 |
142.70 |
141.42 |
142.28 |
PP |
141.85 |
141.85 |
141.85 |
141.64 |
S1 |
140.35 |
140.35 |
140.98 |
139.93 |
S2 |
139.50 |
139.50 |
140.77 |
|
S3 |
137.15 |
138.00 |
140.55 |
|
S4 |
134.80 |
135.65 |
139.91 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.50 |
2.618 |
148.92 |
1.618 |
146.73 |
1.000 |
145.38 |
0.618 |
144.54 |
HIGH |
143.19 |
0.618 |
142.35 |
0.500 |
142.10 |
0.382 |
141.84 |
LOW |
141.00 |
0.618 |
139.65 |
1.000 |
138.81 |
1.618 |
137.46 |
2.618 |
135.27 |
4.250 |
131.69 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
142.10 |
142.18 |
PP |
141.80 |
141.85 |
S1 |
141.50 |
141.53 |
|