Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
139.55 |
139.99 |
0.44 |
0.3% |
141.60 |
High |
140.14 |
140.47 |
0.33 |
0.2% |
141.80 |
Low |
139.30 |
139.86 |
0.56 |
0.4% |
139.30 |
Close |
140.06 |
140.40 |
0.34 |
0.2% |
140.40 |
Range |
0.84 |
0.61 |
-0.23 |
-27.4% |
2.50 |
ATR |
0.90 |
0.88 |
-0.02 |
-2.3% |
0.00 |
Volume |
3,210 |
4,375 |
1,165 |
36.3% |
14,807 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.07 |
141.85 |
140.74 |
|
R3 |
141.46 |
141.24 |
140.57 |
|
R2 |
140.85 |
140.85 |
140.51 |
|
R1 |
140.63 |
140.63 |
140.46 |
140.74 |
PP |
140.24 |
140.24 |
140.24 |
140.30 |
S1 |
140.02 |
140.02 |
140.34 |
140.13 |
S2 |
139.63 |
139.63 |
140.29 |
|
S3 |
139.02 |
139.41 |
140.23 |
|
S4 |
138.41 |
138.80 |
140.06 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.00 |
146.70 |
141.78 |
|
R3 |
145.50 |
144.20 |
141.09 |
|
R2 |
143.00 |
143.00 |
140.86 |
|
R1 |
141.70 |
141.70 |
140.63 |
141.10 |
PP |
140.50 |
140.50 |
140.50 |
140.20 |
S1 |
139.20 |
139.20 |
140.17 |
138.60 |
S2 |
138.00 |
138.00 |
139.94 |
|
S3 |
135.50 |
136.70 |
139.71 |
|
S4 |
133.00 |
134.20 |
139.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.80 |
139.30 |
2.50 |
1.8% |
0.81 |
0.6% |
44% |
False |
False |
2,961 |
10 |
141.86 |
139.30 |
2.56 |
1.8% |
0.69 |
0.5% |
43% |
False |
False |
2,394 |
20 |
144.49 |
139.30 |
5.19 |
3.7% |
0.89 |
0.6% |
21% |
False |
False |
1,698 |
40 |
144.49 |
138.26 |
6.23 |
4.4% |
0.67 |
0.5% |
34% |
False |
False |
917 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.61 |
0.4% |
34% |
False |
False |
640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.06 |
2.618 |
142.07 |
1.618 |
141.46 |
1.000 |
141.08 |
0.618 |
140.85 |
HIGH |
140.47 |
0.618 |
140.24 |
0.500 |
140.17 |
0.382 |
140.09 |
LOW |
139.86 |
0.618 |
139.48 |
1.000 |
139.25 |
1.618 |
138.87 |
2.618 |
138.26 |
4.250 |
137.27 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
140.32 |
140.27 |
PP |
140.24 |
140.13 |
S1 |
140.17 |
140.00 |
|