Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
140.76 |
140.84 |
0.08 |
0.1% |
141.47 |
High |
141.29 |
141.30 |
0.01 |
0.0% |
143.35 |
Low |
140.76 |
140.80 |
0.04 |
0.0% |
141.00 |
Close |
141.01 |
140.82 |
-0.19 |
-0.1% |
141.20 |
Range |
0.53 |
0.50 |
-0.03 |
-5.7% |
2.35 |
ATR |
0.93 |
0.90 |
-0.03 |
-3.3% |
0.00 |
Volume |
2,157 |
406 |
-1,751 |
-81.2% |
4,982 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.47 |
142.15 |
141.10 |
|
R3 |
141.97 |
141.65 |
140.96 |
|
R2 |
141.47 |
141.47 |
140.91 |
|
R1 |
141.15 |
141.15 |
140.87 |
141.06 |
PP |
140.97 |
140.97 |
140.97 |
140.93 |
S1 |
140.65 |
140.65 |
140.77 |
140.56 |
S2 |
140.47 |
140.47 |
140.73 |
|
S3 |
139.97 |
140.15 |
140.68 |
|
S4 |
139.47 |
139.65 |
140.55 |
|
|
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 |
143.19 |
140.45 |
2.74 |
1.9% |
0.91 |
0.6% |
14% |
False |
False |
782 |
10 |
143.35 |
140.45 |
2.90 |
2.1% |
1.01 |
0.7% |
13% |
False |
False |
1,079 |
20 |
144.49 |
140.45 |
4.04 |
2.9% |
0.80 |
0.6% |
9% |
False |
False |
752 |
40 |
144.49 |
138.26 |
6.23 |
4.4% |
0.67 |
0.5% |
41% |
False |
False |
416 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.56 |
0.4% |
41% |
False |
False |
296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.43 |
2.618 |
142.61 |
1.618 |
142.11 |
1.000 |
141.80 |
0.618 |
141.61 |
HIGH |
141.30 |
0.618 |
141.11 |
0.500 |
141.05 |
0.382 |
140.99 |
LOW |
140.80 |
0.618 |
140.49 |
1.000 |
140.30 |
1.618 |
139.99 |
2.618 |
139.49 |
4.250 |
138.68 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
141.05 |
140.88 |
PP |
140.97 |
140.86 |
S1 |
140.90 |
140.84 |
|