Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
141.42 |
141.60 |
0.18 |
0.1% |
141.50 |
High |
141.85 |
141.80 |
-0.05 |
0.0% |
141.86 |
Low |
141.42 |
140.97 |
-0.45 |
-0.3% |
140.45 |
Close |
141.66 |
141.43 |
-0.23 |
-0.2% |
141.66 |
Range |
0.43 |
0.83 |
0.40 |
93.0% |
1.41 |
ATR |
0.90 |
0.90 |
-0.01 |
-0.6% |
0.00 |
Volume |
5,839 |
208 |
-5,631 |
-96.4% |
9,138 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.89 |
143.49 |
141.89 |
|
R3 |
143.06 |
142.66 |
141.66 |
|
R2 |
142.23 |
142.23 |
141.58 |
|
R1 |
141.83 |
141.83 |
141.51 |
141.62 |
PP |
141.40 |
141.40 |
141.40 |
141.29 |
S1 |
141.00 |
141.00 |
141.35 |
140.79 |
S2 |
140.57 |
140.57 |
141.28 |
|
S3 |
139.74 |
140.17 |
141.20 |
|
S4 |
138.91 |
139.34 |
140.97 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.55 |
145.02 |
142.44 |
|
R3 |
144.14 |
143.61 |
142.05 |
|
R2 |
142.73 |
142.73 |
141.92 |
|
R1 |
142.20 |
142.20 |
141.79 |
142.47 |
PP |
141.32 |
141.32 |
141.32 |
141.46 |
S1 |
140.79 |
140.79 |
141.53 |
141.06 |
S2 |
139.91 |
139.91 |
141.40 |
|
S3 |
138.50 |
139.38 |
141.27 |
|
S4 |
137.09 |
137.97 |
140.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.85 |
140.45 |
1.40 |
1.0% |
0.62 |
0.4% |
70% |
False |
False |
1,863 |
10 |
143.35 |
140.45 |
2.90 |
2.1% |
0.95 |
0.7% |
34% |
False |
False |
1,424 |
20 |
144.49 |
140.45 |
4.04 |
2.9% |
0.82 |
0.6% |
24% |
False |
False |
1,000 |
40 |
144.49 |
138.26 |
6.23 |
4.4% |
0.64 |
0.5% |
51% |
False |
False |
567 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.56 |
0.4% |
51% |
False |
False |
397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.33 |
2.618 |
143.97 |
1.618 |
143.14 |
1.000 |
142.63 |
0.618 |
142.31 |
HIGH |
141.80 |
0.618 |
141.48 |
0.500 |
141.39 |
0.382 |
141.29 |
LOW |
140.97 |
0.618 |
140.46 |
1.000 |
140.14 |
1.618 |
139.63 |
2.618 |
138.80 |
4.250 |
137.44 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
141.42 |
141.40 |
PP |
141.40 |
141.36 |
S1 |
141.39 |
141.33 |
|