Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
140.17 |
140.22 |
0.05 |
0.0% |
141.60 |
| High |
140.21 |
141.14 |
0.93 |
0.7% |
141.80 |
| Low |
139.60 |
139.96 |
0.36 |
0.3% |
139.30 |
| Close |
139.65 |
140.88 |
1.23 |
0.9% |
140.40 |
| Range |
0.61 |
1.18 |
0.57 |
93.4% |
2.50 |
| ATR |
0.87 |
0.91 |
0.04 |
5.1% |
0.00 |
| Volume |
44,585 |
3,002 |
-41,583 |
-93.3% |
14,807 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.20 |
143.72 |
141.53 |
|
| R3 |
143.02 |
142.54 |
141.20 |
|
| R2 |
141.84 |
141.84 |
141.10 |
|
| R1 |
141.36 |
141.36 |
140.99 |
141.60 |
| PP |
140.66 |
140.66 |
140.66 |
140.78 |
| S1 |
140.18 |
140.18 |
140.77 |
140.42 |
| S2 |
139.48 |
139.48 |
140.66 |
|
| S3 |
138.30 |
139.00 |
140.56 |
|
| S4 |
137.12 |
137.82 |
140.23 |
|
|
| 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 |
141.14 |
139.30 |
1.84 |
1.3% |
0.82 |
0.6% |
86% |
True |
False |
13,749 |
| 10 |
141.85 |
139.30 |
2.55 |
1.8% |
0.76 |
0.5% |
62% |
False |
False |
8,221 |
| 20 |
143.35 |
139.30 |
4.05 |
2.9% |
0.92 |
0.7% |
39% |
False |
False |
4,647 |
| 40 |
144.49 |
138.26 |
6.23 |
4.4% |
0.70 |
0.5% |
42% |
False |
False |
2,438 |
| 60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.65 |
0.5% |
42% |
False |
False |
1,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.16 |
|
2.618 |
144.23 |
|
1.618 |
143.05 |
|
1.000 |
142.32 |
|
0.618 |
141.87 |
|
HIGH |
141.14 |
|
0.618 |
140.69 |
|
0.500 |
140.55 |
|
0.382 |
140.41 |
|
LOW |
139.96 |
|
0.618 |
139.23 |
|
1.000 |
138.78 |
|
1.618 |
138.05 |
|
2.618 |
136.87 |
|
4.250 |
134.95 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.77 |
140.69 |
| PP |
140.66 |
140.50 |
| S1 |
140.55 |
140.31 |
|