Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
141.00 |
141.74 |
0.74 |
0.5% |
140.14 |
High |
141.98 |
142.38 |
0.40 |
0.3% |
142.38 |
Low |
141.00 |
141.74 |
0.74 |
0.5% |
139.47 |
Close |
141.78 |
142.28 |
0.50 |
0.4% |
142.28 |
Range |
0.98 |
0.64 |
-0.34 |
-34.7% |
2.91 |
ATR |
0.93 |
0.91 |
-0.02 |
-2.2% |
0.00 |
Volume |
4,415 |
9,025 |
4,610 |
104.4% |
74,600 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.05 |
143.81 |
142.63 |
|
R3 |
143.41 |
143.17 |
142.46 |
|
R2 |
142.77 |
142.77 |
142.40 |
|
R1 |
142.53 |
142.53 |
142.34 |
142.65 |
PP |
142.13 |
142.13 |
142.13 |
142.20 |
S1 |
141.89 |
141.89 |
142.22 |
142.01 |
S2 |
141.49 |
141.49 |
142.16 |
|
S3 |
140.85 |
141.25 |
142.10 |
|
S4 |
140.21 |
140.61 |
141.93 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.11 |
149.10 |
143.88 |
|
R3 |
147.20 |
146.19 |
143.08 |
|
R2 |
144.29 |
144.29 |
142.81 |
|
R1 |
143.28 |
143.28 |
142.55 |
143.79 |
PP |
141.38 |
141.38 |
141.38 |
141.63 |
S1 |
140.37 |
140.37 |
142.01 |
140.88 |
S2 |
138.47 |
138.47 |
141.75 |
|
S3 |
135.56 |
137.46 |
141.48 |
|
S4 |
132.65 |
134.55 |
140.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.38 |
139.47 |
2.91 |
2.0% |
0.85 |
0.6% |
97% |
True |
False |
14,920 |
10 |
142.38 |
139.30 |
3.08 |
2.2% |
0.83 |
0.6% |
97% |
True |
False |
8,940 |
20 |
143.35 |
139.30 |
4.05 |
2.8% |
0.87 |
0.6% |
74% |
False |
False |
5,176 |
40 |
144.49 |
139.10 |
5.39 |
3.8% |
0.72 |
0.5% |
59% |
False |
False |
2,770 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.67 |
0.5% |
65% |
False |
False |
1,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.10 |
2.618 |
144.06 |
1.618 |
143.42 |
1.000 |
143.02 |
0.618 |
142.78 |
HIGH |
142.38 |
0.618 |
142.14 |
0.500 |
142.06 |
0.382 |
141.98 |
LOW |
141.74 |
0.618 |
141.34 |
1.000 |
141.10 |
1.618 |
140.70 |
2.618 |
140.06 |
4.250 |
139.02 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
142.21 |
141.91 |
PP |
142.13 |
141.54 |
S1 |
142.06 |
141.17 |
|