Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
142.13 |
142.19 |
0.06 |
0.0% |
140.14 |
High |
142.24 |
142.30 |
0.06 |
0.0% |
142.38 |
Low |
141.84 |
141.90 |
0.06 |
0.0% |
139.47 |
Close |
142.07 |
142.24 |
0.17 |
0.1% |
142.28 |
Range |
0.40 |
0.40 |
0.00 |
0.0% |
2.91 |
ATR |
0.87 |
0.84 |
-0.03 |
-3.9% |
0.00 |
Volume |
5,338 |
9,902 |
4,564 |
85.5% |
74,600 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.35 |
143.19 |
142.46 |
|
R3 |
142.95 |
142.79 |
142.35 |
|
R2 |
142.55 |
142.55 |
142.31 |
|
R1 |
142.39 |
142.39 |
142.28 |
142.47 |
PP |
142.15 |
142.15 |
142.15 |
142.19 |
S1 |
141.99 |
141.99 |
142.20 |
142.07 |
S2 |
141.75 |
141.75 |
142.17 |
|
S3 |
141.35 |
141.59 |
142.13 |
|
S4 |
140.95 |
141.19 |
142.02 |
|
|
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 |
139.96 |
2.42 |
1.7% |
0.72 |
0.5% |
94% |
False |
False |
6,336 |
10 |
142.38 |
139.30 |
3.08 |
2.2% |
0.76 |
0.5% |
95% |
False |
False |
10,355 |
20 |
143.35 |
139.30 |
4.05 |
2.8% |
0.84 |
0.6% |
73% |
False |
False |
5,733 |
40 |
144.49 |
139.30 |
5.19 |
3.6% |
0.71 |
0.5% |
57% |
False |
False |
3,148 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.67 |
0.5% |
64% |
False |
False |
2,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.00 |
2.618 |
143.35 |
1.618 |
142.95 |
1.000 |
142.70 |
0.618 |
142.55 |
HIGH |
142.30 |
0.618 |
142.15 |
0.500 |
142.10 |
0.382 |
142.05 |
LOW |
141.90 |
0.618 |
141.65 |
1.000 |
141.50 |
1.618 |
141.25 |
2.618 |
140.85 |
4.250 |
140.20 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
142.19 |
142.18 |
PP |
142.15 |
142.12 |
S1 |
142.10 |
142.06 |
|