Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
143.19 |
141.50 |
-1.69 |
-1.2% |
141.47 |
High |
143.19 |
141.86 |
-1.33 |
-0.9% |
143.35 |
Low |
141.00 |
141.34 |
0.34 |
0.2% |
141.00 |
Close |
141.20 |
141.44 |
0.24 |
0.2% |
141.20 |
Range |
2.19 |
0.52 |
-1.67 |
-76.3% |
2.35 |
ATR |
0.96 |
0.94 |
-0.02 |
-2.2% |
0.00 |
Volume |
614 |
29 |
-585 |
-95.3% |
4,982 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.11 |
142.79 |
141.73 |
|
R3 |
142.59 |
142.27 |
141.58 |
|
R2 |
142.07 |
142.07 |
141.54 |
|
R1 |
141.75 |
141.75 |
141.49 |
141.65 |
PP |
141.55 |
141.55 |
141.55 |
141.50 |
S1 |
141.23 |
141.23 |
141.39 |
141.13 |
S2 |
141.03 |
141.03 |
141.34 |
|
S3 |
140.51 |
140.71 |
141.30 |
|
S4 |
139.99 |
140.19 |
141.15 |
|
|
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 |
|
|
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 |
1.7% |
1.27 |
0.9% |
19% |
False |
False |
985 |
10 |
143.65 |
141.00 |
2.65 |
1.9% |
1.08 |
0.8% |
17% |
False |
False |
984 |
20 |
144.49 |
141.00 |
3.49 |
2.5% |
0.76 |
0.5% |
13% |
False |
False |
598 |
40 |
144.49 |
138.26 |
6.23 |
4.4% |
0.65 |
0.5% |
51% |
False |
False |
335 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.53 |
0.4% |
51% |
False |
False |
243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.07 |
2.618 |
143.22 |
1.618 |
142.70 |
1.000 |
142.38 |
0.618 |
142.18 |
HIGH |
141.86 |
0.618 |
141.66 |
0.500 |
141.60 |
0.382 |
141.54 |
LOW |
141.34 |
0.618 |
141.02 |
1.000 |
140.82 |
1.618 |
140.50 |
2.618 |
139.98 |
4.250 |
139.13 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
141.60 |
142.18 |
PP |
141.55 |
141.93 |
S1 |
141.49 |
141.69 |
|