Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 29-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
142.19 |
142.15 |
-0.04 |
0.0% |
140.14 |
High |
142.30 |
142.62 |
0.32 |
0.2% |
142.38 |
Low |
141.90 |
141.69 |
-0.21 |
-0.1% |
139.47 |
Close |
142.24 |
141.86 |
-0.38 |
-0.3% |
142.28 |
Range |
0.40 |
0.93 |
0.53 |
132.5% |
2.91 |
ATR |
0.84 |
0.85 |
0.01 |
0.8% |
0.00 |
Volume |
9,902 |
33,738 |
23,836 |
240.7% |
74,600 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.85 |
144.28 |
142.37 |
|
R3 |
143.92 |
143.35 |
142.12 |
|
R2 |
142.99 |
142.99 |
142.03 |
|
R1 |
142.42 |
142.42 |
141.95 |
142.24 |
PP |
142.06 |
142.06 |
142.06 |
141.97 |
S1 |
141.49 |
141.49 |
141.77 |
141.31 |
S2 |
141.13 |
141.13 |
141.69 |
|
S3 |
140.20 |
140.56 |
141.60 |
|
S4 |
139.27 |
139.63 |
141.35 |
|
|
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 |
142.62 |
141.00 |
1.62 |
1.1% |
0.67 |
0.5% |
53% |
True |
False |
12,483 |
10 |
142.62 |
139.30 |
3.32 |
2.3% |
0.75 |
0.5% |
77% |
True |
False |
13,116 |
20 |
143.35 |
139.30 |
4.05 |
2.9% |
0.84 |
0.6% |
63% |
False |
False |
7,412 |
40 |
144.49 |
139.30 |
5.19 |
3.7% |
0.73 |
0.5% |
49% |
False |
False |
3,991 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.69 |
0.5% |
58% |
False |
False |
2,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.57 |
2.618 |
145.05 |
1.618 |
144.12 |
1.000 |
143.55 |
0.618 |
143.19 |
HIGH |
142.62 |
0.618 |
142.26 |
0.500 |
142.16 |
0.382 |
142.05 |
LOW |
141.69 |
0.618 |
141.12 |
1.000 |
140.76 |
1.618 |
140.19 |
2.618 |
139.26 |
4.250 |
137.74 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
142.16 |
142.16 |
PP |
142.06 |
142.06 |
S1 |
141.96 |
141.96 |
|