Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
141.60 |
140.96 |
-0.64 |
-0.5% |
141.50 |
High |
141.80 |
141.29 |
-0.51 |
-0.4% |
141.86 |
Low |
140.97 |
140.60 |
-0.37 |
-0.3% |
140.45 |
Close |
141.43 |
140.69 |
-0.74 |
-0.5% |
141.66 |
Range |
0.83 |
0.69 |
-0.14 |
-16.9% |
1.41 |
ATR |
0.90 |
0.89 |
0.00 |
-0.6% |
0.00 |
Volume |
208 |
882 |
674 |
324.0% |
9,138 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.93 |
142.50 |
141.07 |
|
R3 |
142.24 |
141.81 |
140.88 |
|
R2 |
141.55 |
141.55 |
140.82 |
|
R1 |
141.12 |
141.12 |
140.75 |
140.99 |
PP |
140.86 |
140.86 |
140.86 |
140.80 |
S1 |
140.43 |
140.43 |
140.63 |
140.30 |
S2 |
140.17 |
140.17 |
140.56 |
|
S3 |
139.48 |
139.74 |
140.50 |
|
S4 |
138.79 |
139.05 |
140.31 |
|
|
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 |
140.60 |
1.25 |
0.9% |
0.60 |
0.4% |
7% |
False |
True |
1,898 |
10 |
143.35 |
140.45 |
2.90 |
2.1% |
0.93 |
0.7% |
8% |
False |
False |
1,112 |
20 |
144.49 |
140.45 |
4.04 |
2.9% |
0.84 |
0.6% |
6% |
False |
False |
1,043 |
40 |
144.49 |
138.26 |
6.23 |
4.4% |
0.66 |
0.5% |
39% |
False |
False |
589 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.56 |
0.4% |
39% |
False |
False |
412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.22 |
2.618 |
143.10 |
1.618 |
142.41 |
1.000 |
141.98 |
0.618 |
141.72 |
HIGH |
141.29 |
0.618 |
141.03 |
0.500 |
140.95 |
0.382 |
140.86 |
LOW |
140.60 |
0.618 |
140.17 |
1.000 |
139.91 |
1.618 |
139.48 |
2.618 |
138.79 |
4.250 |
137.67 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
140.95 |
141.23 |
PP |
140.86 |
141.05 |
S1 |
140.78 |
140.87 |
|