Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
140.22 |
141.00 |
0.78 |
0.6% |
141.60 |
High |
141.14 |
141.98 |
0.84 |
0.6% |
141.80 |
Low |
139.96 |
141.00 |
1.04 |
0.7% |
139.30 |
Close |
140.88 |
141.78 |
0.90 |
0.6% |
140.40 |
Range |
1.18 |
0.98 |
-0.20 |
-16.9% |
2.50 |
ATR |
0.91 |
0.93 |
0.01 |
1.5% |
0.00 |
Volume |
3,002 |
4,415 |
1,413 |
47.1% |
14,807 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.53 |
144.13 |
142.32 |
|
R3 |
143.55 |
143.15 |
142.05 |
|
R2 |
142.57 |
142.57 |
141.96 |
|
R1 |
142.17 |
142.17 |
141.87 |
142.37 |
PP |
141.59 |
141.59 |
141.59 |
141.69 |
S1 |
141.19 |
141.19 |
141.69 |
141.39 |
S2 |
140.61 |
140.61 |
141.60 |
|
S3 |
139.63 |
140.21 |
141.51 |
|
S4 |
138.65 |
139.23 |
141.24 |
|
|
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 |
141.98 |
139.47 |
2.51 |
1.8% |
0.85 |
0.6% |
92% |
True |
False |
13,990 |
10 |
141.98 |
139.30 |
2.68 |
1.9% |
0.81 |
0.6% |
93% |
True |
False |
8,622 |
20 |
143.35 |
139.30 |
4.05 |
2.9% |
0.91 |
0.6% |
61% |
False |
False |
4,851 |
40 |
144.49 |
138.26 |
6.23 |
4.4% |
0.73 |
0.5% |
57% |
False |
False |
2,546 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.66 |
0.5% |
57% |
False |
False |
1,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.15 |
2.618 |
144.55 |
1.618 |
143.57 |
1.000 |
142.96 |
0.618 |
142.59 |
HIGH |
141.98 |
0.618 |
141.61 |
0.500 |
141.49 |
0.382 |
141.37 |
LOW |
141.00 |
0.618 |
140.39 |
1.000 |
140.02 |
1.618 |
139.41 |
2.618 |
138.43 |
4.250 |
136.84 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
141.68 |
141.45 |
PP |
141.59 |
141.12 |
S1 |
141.49 |
140.79 |
|