Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
140.69 |
139.55 |
-1.14 |
-0.8% |
141.50 |
High |
140.69 |
140.14 |
-0.55 |
-0.4% |
141.86 |
Low |
139.62 |
139.30 |
-0.32 |
-0.2% |
140.45 |
Close |
139.67 |
140.06 |
0.39 |
0.3% |
141.66 |
Range |
1.07 |
0.84 |
-0.23 |
-21.5% |
1.41 |
ATR |
0.91 |
0.90 |
0.00 |
-0.5% |
0.00 |
Volume |
6,132 |
3,210 |
-2,922 |
-47.7% |
9,138 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.35 |
142.05 |
140.52 |
|
R3 |
141.51 |
141.21 |
140.29 |
|
R2 |
140.67 |
140.67 |
140.21 |
|
R1 |
140.37 |
140.37 |
140.14 |
140.52 |
PP |
139.83 |
139.83 |
139.83 |
139.91 |
S1 |
139.53 |
139.53 |
139.98 |
139.68 |
S2 |
138.99 |
138.99 |
139.91 |
|
S3 |
138.15 |
138.69 |
139.83 |
|
S4 |
137.31 |
137.85 |
139.60 |
|
|
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 |
139.30 |
2.55 |
1.8% |
0.77 |
0.6% |
30% |
False |
True |
3,254 |
10 |
143.19 |
139.30 |
3.89 |
2.8% |
0.84 |
0.6% |
20% |
False |
True |
2,018 |
20 |
144.49 |
139.30 |
5.19 |
3.7% |
0.89 |
0.6% |
15% |
False |
True |
1,502 |
40 |
144.49 |
138.26 |
6.23 |
4.4% |
0.68 |
0.5% |
29% |
False |
False |
808 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.60 |
0.4% |
29% |
False |
False |
567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.71 |
2.618 |
142.34 |
1.618 |
141.50 |
1.000 |
140.98 |
0.618 |
140.66 |
HIGH |
140.14 |
0.618 |
139.82 |
0.500 |
139.72 |
0.382 |
139.62 |
LOW |
139.30 |
0.618 |
138.78 |
1.000 |
138.46 |
1.618 |
137.94 |
2.618 |
137.10 |
4.250 |
135.73 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
139.95 |
140.30 |
PP |
139.83 |
140.22 |
S1 |
139.72 |
140.14 |
|